OLA interview Question | Cross Validation Technique

Question

What cross-validation technique would you use on a time series dataset?

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Dhruv2301 55 years 2 Answers 1225 views Great Grand Master 0

Answers ( 2 )

  1. Forward chaining

  2. In time series split, we cant shuffle that makes it different from normal cross-validation techniques
    So, we need a special cross-validation technique which we can import from sklearn.model_selection

    Time Series cross-validator

    Provides train/test indices to split time series data samples that are observed at fixed time intervals, in train/test sets. In each split, test indices must be higher than before, and thus shuffling in cross validator is inappropriate.

    This cross-validation object is a variation of KFold. In the kth split, it returns first k folds as train set and the (k+1)th fold as test set.

    Note that unlike standard cross-validation methods, successive training sets are supersets of those that come before them.

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