cv Step Size
Parameters
value
Number of periods between the origin time of one CV fold and the next fold. For example, if CVStepSize
= 3 for daily data, the origin time for each fold will be three days apart.
Number of periods between the origin time of one CV fold and the next fold. For example, if CVStepSize
= 3 for daily data, the origin time for each fold will be three days apart.