Former-commit-id: e427c8181c
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Vanja Paunic 2020-02-20 17:07:45 +00:00
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3 изменённых файлов: 7 добавлений и 5 удалений

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assets/time_series_split_multiround.jpg

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Двоичные данные
assets/time_series_split_singleround.jpg

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@ -160,11 +160,7 @@
"\n", "\n",
"Splitting time series data into a single round of trainig and testing data:\n", "Splitting time series data into a single round of trainig and testing data:\n",
"![Single split](../../assets/time_series_split_singleround.jpg)\n", "![Single split](../../assets/time_series_split_singleround.jpg)\n",
"\n", "\n"
"\n",
"\n",
"Splitting time series data into a multi round of trainig and testing data (for cross-validation):\n",
"![Multi split](../../assets/time_series_split_multiround.jpg)"
] ]
}, },
{ {
@ -1112,6 +1108,12 @@
"We can also create training data and test data for multi-round forecasting. In this case, we gradually increase the length of the training data at each round. Note that the forecasting period we generate in each round are non-overlapping. This allows us to retrain the forecasting model for achieving more accurate forecasts. Using the settings defined in the **Parameters** section above, and updating `N_SPLITS` to `10`, we can generate the training and test sets as follows:\n", "We can also create training data and test data for multi-round forecasting. In this case, we gradually increase the length of the training data at each round. Note that the forecasting period we generate in each round are non-overlapping. This allows us to retrain the forecasting model for achieving more accurate forecasts. Using the settings defined in the **Parameters** section above, and updating `N_SPLITS` to `10`, we can generate the training and test sets as follows:\n",
"\n", "\n",
"\n", "\n",
"\n",
"\n",
"Splitting time series data into a multi round of trainig and testing data (for cross-validation):\n",
"![Multi split](../../assets/time_series_split_multiround.jpg)\n",
"\n",
"\n",
"| **Round** | **Train period <br> start week** | **Train period <br> end week** | **Test period <br> start week** | **Test period <br> end week** |\n", "| **Round** | **Train period <br> start week** | **Train period <br> end week** | **Test period <br> start week** | **Test period <br> end week** |\n",
"| -------- | --------------- | ------------------ | ------------------------- | ----------------------- |\n", "| -------- | --------------- | ------------------ | ------------------------- | ----------------------- |\n",
"| 1 | 40 | 135 | 137 | 138 |\n", "| 1 | 40 | 135 | 137 | 138 |\n",