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avisheknag17/train_test_split_ts.py

Created September 15, 2020 12:18
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train_test_split_ts.py
from sklearn.model_selection import TimeSeriesSplit
tss = TimeSeriesSplit()
for train_index, test_index in tss.split(X,Y):
Y_train, Y_test = Y.iloc[train_index], Y.iloc[test_index]
X_train, X_test = X.iloc[train_index], X.iloc[test_index]
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