FR: different approach for splitting data for WFO

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FR: different approach for splitting data for WFO #485893 05/03/22 14:42 05/03/22 14:42
Joined: Jul 2017 Posts: 784 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 784	I would like to ask for an alternative way of splitting data for WFO: 1 - set the "TOTAL OOS period', e.g. via TotalOosPeriodStart/End 2 - based on NumWFOCycles or WFOPeriod split the data backwards from EndDate This will lead to different start dates for WFO periods (and override global StartDate), but ensure always the same test period across experiments and correct comparison between WFO trials , e.g. when selecting the 'best' length of IS-OOS periods. Thank you.

Re: FR: different approach for splitting data for WFO [Re: Zheka] #485898 05/04/22 09:26 05/04/22 09:26
Joined: Jul 2000 Posts: 27,986 Frankfurt jcl Chief Engineer
jcl Chief Engineer Joined: Jul 2000 Posts: 27,986 Frankfurt	Code void setStartDate(int TestDate) { var Split = ifelse(DataSplit > 0,DataSplit/100.,0.85); var TrainDays = Split/(1.-Split)*(dmy(EndDate)-dmy(TestDate))/(NumWFOCycles-1); StartDate = ymd(dmy(TestDate)-TrainDays); }

Re: FR: different approach for splitting data for WFO [Re: Zheka] #485899 05/04/22 10:17 05/04/22 10:17
Joined: Jul 2017 Posts: 784 Z Zheka OP User
Zheka OP User Z Joined: Jul 2017 Posts: 784	Yes, this should do, thank you. It makes sense to highlight the 'caveat' in the manual, include the above snippet on the Training page and amend the wfoprofile script.

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