FAQ
Do I need to sort rows by date first?
No. Splits are computed from datetime values and date boundaries, not row order.
What happens with duplicate timestamps?
Duplicate dates are handled deterministically using date masks. Rows with the same timestamp are assigned according to fold boundaries.
Are timezone-aware datetimes supported?
Yes, as long as the datetime values are consistently parseable by pandas.
What does gap mean in date-based modes?
split_by="days":gapis calendar days between train and test windows.split_by="weeks"/split_by="months":gapis calendar days added to the test-window start.- Fallback sklearn
TimeSeriesSplit:gapis in number of samples.