Reference

Class

GapCrossValidator([gap_before, gap_after])

Base class for all gap cross-validators

GapLeavePOut(p[, gap_before, gap_after])

Leave-P-Out cross-validator with Gaps

GapKFold([n_splits, gap_before, gap_after])

K-Folds cross-validator with Gaps

GapRollForward(*[, min_train_size, ...])

A more flexible and thus powerful version of walk forward

GapWalkForward([n_splits, max_train_size, ...])

Legacy walk forward time series cross-validator

Function

gap_train_test_split(*arrays, **options)

Split arrays or matrices into random train and test subsets (with a gap)