Aug
30
Data Splitting: Time Slices With an Irregular Time Series
Purpose
The caret package includes a function for data splitting, createTimeSlices(), that creates data partitions using a fixed or growing window. The main arguments to this function, initialWindow and horizon, allow the user to create training/validation resamples consisting of contiguous observations with the validation set always consisting of n = horizon rows. If fixedWindow = TRUE, the training set always has n =initialWindow rows.
The caret package includes a function for data splitting, createTimeSlices(), that creates data partitions using a fixed or growing window. The main arguments to this function, initialWindow and horizon, allow the user to create training/validation resamples consisting of contiguous observations with the validation set always consisting of n = horizon rows. If fixedWindow = TRUE, the training set always has n =initialWindow rows.
