Created
December 7, 2016 08:30
-
-
Save robjhyndman/9fa152c585442bb076eb42a30a020091 to your computer and use it in GitHub Desktop.
Time series cross-validation diagrams
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| par(mar=c(0,0,0,0)) | |
| plot(0,0,xlim=c(0,28),ylim=c(0,1), | |
| xaxt="n",yaxt="n",bty="n",xlab="",ylab="",type="n") | |
| i <- 1 | |
| for(j in 1:20) | |
| { | |
| test <- (6+j):26 | |
| train <- 1:(5+j) | |
| arrows(0,1-j/20,27,1-j/20,0.05) | |
| points(train,rep(1-j/20,length(train)),pch=19,col="blue") | |
| if(length(test) >= i) | |
| points(test[i], 1-j/20, pch=19, col="red") | |
| if(length(test) >= i) | |
| points(test[-i], rep(1-j/20,length(test)-1), pch=19, col="gray") | |
| else | |
| points(test, rep(1-j/20,length(test)), pch=19, col="gray") | |
| } | |
| text(28,.95,"time") |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment