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Time series cross-validation diagrams
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| 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") |
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