Cosan::TimeSeriesSplit Class Reference

#include <timeseriessplit.h>

Inheritance diagram for Cosan::TimeSeriesSplit:

Public Member Functions
	TimeSeriesSplit ()
	TimeSeriesSplit (gsl::index kfoldnumber)
	TimeSeriesSplit (gsl::index nrows, gsl::index kfoldnumber)
void	SetSplit (gsl::index nrows)
std::vector< std::tuple< std::vector< gsl::index >, std::vector< gsl::index > > >	GetSplit ()
Public Member Functions inherited from Cosan::Splitter
	Splitter ()
	Splitter (gsl::index kfoldnumber)
	Splitter (gsl::index nrows, gsl::index kfoldnumber)
gsl::index	GetKFoldNumber ()
Public Member Functions inherited from Cosan::Selection
	Selection ()
Public Member Functions inherited from Cosan::CosanBO
	CosanBO ()
	Default constructor. More...
virtual const std::string	GetName () const
	Get the name of the objects. More...

Private Attributes
std::vector< std::tuple< std::vector< gsl::index >, std::vector< gsl::index > > >	split_batch

Additional Inherited Members
Protected Attributes inherited from Cosan::Splitter
gsl::index	KFoldNumber = 5

Detailed Description

Definition at line 10 of file timeseriessplit.h.

Constructor & Destructor Documentation

TimeSeriesSplit() [1/3]

Cosan::TimeSeriesSplit::TimeSeriesSplit ( )

inline

Definition at line 12 of file timeseriessplit.h.

: Splitter() {}

TimeSeriesSplit() [2/3]

Cosan::TimeSeriesSplit::TimeSeriesSplit ( gsl::index  kfoldnumber )

inline

Definition at line 13 of file timeseriessplit.h.

: Splitter(kfoldnumber) {}

TimeSeriesSplit() [3/3]

Cosan::TimeSeriesSplit::TimeSeriesSplit ( gsl::index  nrows, gsl::index  kfoldnumber  )

inline

Definition at line 14 of file timeseriessplit.h.

: Splitter(nrows,kfoldnumber){}

Member Function Documentation

GetSplit()

std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > > Cosan::TimeSeriesSplit::GetSplit ( )

inline

Definition at line 39 of file timeseriessplit.h.

{return split_batch;}

SetSplit()

void Cosan::TimeSeriesSplit::SetSplit ( gsl::index  nrows )

inlinevirtual

Reimplemented from Cosan::Splitter.

Definition at line 15 of file timeseriessplit.h.

                                         {
                if (nrows <= KFoldNumber) {
                    throw SmallRows;
                }
                fmt::print("*********************************\n");
                fmt::print("Begin Time Series Splitting!!\n");
 
                KFoldNumber= KFoldNumber;
                std::vector <gsl::index> idx(nrows);
                std::iota(idx.begin(), idx.end(), 0);
                gsl::index foldSize = nrows/(KFoldNumber+1);
                for (gsl::index i = 1; i<=KFoldNumber;i++){
//                    std::vector<gsl::index> trainidx = std::vector<gsl::index>(idx.begin(), idx.begin()+foldSize*i+nrows%(kfoldnumber+1));
//                    std::vector<gsl::index> testidx  = std::vector<gsl::index>(idx.begin()+foldSize*i+nrows%(kfoldnumber+1), idx.begin()+foldSize*(1+i)+nrows%(kfoldnumber+1));
//                    split_batch.push_back({trainidx,testidx});
                    split_batch.push_back({ std::vector<gsl::index>(idx.begin(), idx.begin()+foldSize*i+nrows%(KFoldNumber+1)),
                                            std::vector<gsl::index>(idx.begin()+foldSize*i+nrows%(KFoldNumber+1), idx.begin()+foldSize*(1+i)+nrows%(KFoldNumber+1))});
                    fmt::print("Current Index is {:}, trainidx size:{:}, testidx size:{:}\n",
                               i-1,foldSize*i+nrows%(KFoldNumber+1),foldSize);
                }
                fmt::print("End Time Series Splitting!!\n");
                fmt::print("*********************************\n");
            }

Member Data Documentation

split_batch

std::vector< std::tuple<std::vector<gsl::index>,std::vector<gsl::index> > > Cosan::TimeSeriesSplit::split_batch

private

Definition at line 41 of file timeseriessplit.h.

---

The documentation for this class was generated from the following file:

• cosan/selection/timeseriessplit.h