gap_train_test_split
This page presents the gap_train_test_split
function.
It is a one-liner splitting arrays into training set and test sets
while removing the gaps.
Let us check out an example:
>>> import numpy as np
>>> from tscv import gap_train_test_split
>>> X, y = np.arange(20).reshape((10, 2)), np.arange(10)
>>> X_train, X_test, y_train, y_test = gap_train_test_split(
... X, y, test_size=2, gap_size=2)
...
>>> print(X_train)
[[ 0 1]
[ 2 3]
[ 4 5]
[ 6 7]
[ 8 9]
[10 11]]
>>> print(X_test)
[[16 17]
[18 19]]
>>> print(y_train)
[0 1 2 3 4 5]
>>> print(y_test)
[8 9]