splits

Module with splitting functions for steady state data.

train_test_split(data: list[pandas.core.frame.DataFrame], test_split: float) → tuple[list[pandas.core.frame.DataFrame], list[pandas.core.frame.DataFrame]]

Splits a given dataframe in train, test and validations split.

Parameters:

• data – List of time series.

• test_split – percentage of data that will be used for the test split.

Returns:

Tuple of train and test set.

train_validation_split(data: list[pandas.core.frame.DataFrame], k_cross_validation: int = 5) → list[dict[str, list[pandas.core.frame.DataFrame]]]

Splits a given dataframe horizontally in train and validations split.

Parameters:

• data – List of time series.

• k_cross_validation – Number of cross validation splits. Defaults to 5.

Returns:

A set consisting of a List with k cross validation sets,

with a train set and a validation set, where each set is a list of dataframe time series.