Generate expanding chronological splits
Question
Implement expanding-window train/test index splits for sorted observations with a fixed test size and gap. State whether the gap itself is training data.
Short answer
At each split, train on indices before the gap and evaluate on the subsequent test block. The gap is excluded from that split's training and test. This row-based gap only models real time correctly when row spacing matches the intended policy.
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Open the worked solutionLessons behind this question
- The Supervised Learning Problem and the ML Pipeline
- Algorithms, Growth Rates, and Asymptotic Notation
- Quicksort and Randomized Quicksort
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