cv_ts_folds: Get cross validation folds for time series

In gprashal0706/chevckit: Battery Scheduling for Peak Demand Reduction

Description

Get cross validation folds for time series

Usage

cv_ts_folds(x, start_date, horizon, iterations, jump = horizon)

Arguments

x	(datetime) Vector of dates to create indexes for. Must be ordered.
start_date	(date) Date to start creating folds from.
horizon	(int) Number of days making up each out-of-sample test set.
iterations	(int) Number of training and test sets to create.
jump	(int) Number of days to move forward each iteration. Defaults to the horizon length.

Value

List with train and test elements for each iteration.

Examples

library(lubridate)
dts <- ymd("2019-10-01") + minutes(1)*0:(1441*14-1)
cv_folds <- cv_ts_folds(dts, ymd("2019-10-07"), 2, 3)

gprashal0706/chevckit documentation built on Dec. 20, 2021, 12:45 p.m.