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geniusnhu/Train test set for Time series

Created March 5, 2020 09:29
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Train test set for Time series
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Train test set for Time series
# Split train and test sets in correspondence with Time series data
def ts_train_test_split(X, y, test_size):
test_index = int(len(X)*(1-test_size))
X_train = X.iloc[:test_index]
y_train = y.iloc[:test_index]
X_test = X.iloc[test_index:]
y_test = y.iloc[test_index:]
return X_train, X_test, y_train, y_test
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