CutoffSplitter

class sktime.forecasting.model_selection.CutoffSplitter(cutoffs, fh=1, window_length=10)[source]

Manual window splitter to split time series at given cutoff points.

Parameters
  • cutoffs (np.array) – cutoff points, positive and integer-index like, usable with pandas .iloc[] indexing

  • fh (int, list or np.array) –

  • window_length (int) –

__init__(cutoffs, fh=1, window_length=10)[source]

Initialize self. See help(type(self)) for accurate signature.