Train-test split for time series in ML Python - Interactive Code Practice

Practice - 5 Tasks

1fill in blank

easy

Complete the code to import the function used for splitting time series data.

ML Python

from sklearn.model_selection import [1]

Drag options to blanks, or click blank then click option'

Atrain_test_split

BKFold

CTimeSeriesSplit

Dcross_val_score

Attempts:

3 left

💡 Hint

Common Mistakes

Using train_test_split which shuffles data and breaks time order.

The TimeSeriesSplit function is designed specifically for splitting time series data while preserving order.

2fill in blank

medium

Complete the code to create a time series splitter with 3 splits.

ML Python

tscv = [1](n_splits=3)

Drag options to blanks, or click blank then click option'

ATimeSeriesSplit

BKFold

Ctrain_test_split

DStratifiedKFold

Attempts:

3 left

💡 Hint

Common Mistakes

Using KFold which shuffles data and breaks time order.

TimeSeriesSplit is used to create splits that respect time order. Here, we specify 3 splits.

3fill in blank

hard

Fix the error in the code to correctly split features and target for time series cross-validation.

ML Python

for train_index, test_index in tscv.[1](X):
    X_train, X_test = X.iloc[train_index], X.iloc[test_index]
    y_train, y_test = y.iloc[train_index], y.iloc[test_index]

Drag options to blanks, or click blank then click option'

Atrain_test_split

Bsplit

Csplit_data

Dcross_val_score

Attempts:

3 left

💡 Hint

Common Mistakes

Using train_test_split as a method of TimeSeriesSplit causes an error.

The split method of TimeSeriesSplit returns indices for train and test sets preserving time order.

4fill in blank

hard

Fill both blanks to create a train-test split manually for time series data without shuffling.

ML Python

train_size = int(len(data) * [1])
train, test = data[:train_size], data[[2]:]

Drag options to blanks, or click blank then click option'

A0.8

B0.2

Ctrain_size

Dlen(data) - train_size

Attempts:

3 left

💡 Hint

Common Mistakes

Using 0.2 for train size or slicing test incorrectly causing overlap.

We use 80% of data for training (0.8) and slice the test set starting from train_size index to keep time order.

5fill in blank

hard

Fill both blanks to create a dictionary of train and test indices using TimeSeriesSplit.

ML Python

splits = {}
for i, ([1], [2]) in enumerate(tscv.split(data)):
    splits[i] = {'train': [1], 'test': [2]

Drag options to blanks, or click blank then click option'

Atrain_index

Btest_index

Ctrain_idx

Dtest_idx

Attempts:

3 left

💡 Hint

Common Mistakes

Mixing variable names or assigning test indices to 'train' key.

We unpack the split into train_index and test_index, then store them in the dictionary with keys 'train' and 'test'.

Practice

1. Why is it important to keep the order of data when doing a train-test split for time series?

easy

A. Because time series data depends on the order of events and future data should not be used to predict past data.

B. Because random shuffling improves model accuracy in time series.

C. Because train and test sets must have the same number of samples.

D. Because test data should always come before train data.

Solution

1. Step 1: Understand time series data nature

   Time series data is sequential and depends on the order of events over time.

2. Step 2: Importance of order in train-test split

   Using future data to predict past data breaks the time flow and causes unrealistic model evaluation.

3. Final Answer:

   Because time series data depends on the order of events and future data should not be used to predict past data. -> Option A

4. Quick Check:

   Keep order to respect time flow = A [OK]

Hint: Always keep time order to avoid future data leakage [OK]

Common Mistakes:

• Randomly shuffling time series data
• Mixing future data into training
• Ignoring time dependency

2. Which of the following Python code snippets correctly splits a time series dataset data into 80% train and 20% test sets while preserving order?

easy

A. train = data[:int(len(data)*0.8)]
test = data[int(len(data)*0.8):]

B. train = data.sample(frac=0.8)
test = data.drop(train.index)

C. train = data[int(len(data)*0.2):]
test = data[:int(len(data)*0.2)]

D. train = data.shuffle().iloc[:80]
test = data.shuffle().iloc[80:]

Solution

1. Step 1: Understand slicing for time series split

   We use slicing to keep the order: first 80% for training, last 20% for testing.

2. Step 2: Check each code snippet

   train = data[:int(len(data)*0.8)] test = data[int(len(data)*0.8):] slices data correctly without shuffling. Options B and D shuffle data, breaking order. train = data[int(len(data)*0.2):] test = data[:int(len(data)*0.2)] reverses train and test.

3. Final Answer:

   train = data[:int(len(data)*0.8)] test = data[int(len(data)*0.8):] -> Option A

4. Quick Check:

   Slicing without shuffle = C [OK]

Hint: Use slicing, not shuffle, to keep time order [OK]

Common Mistakes:

• Using sample() which shuffles data
• Reversing train and test slices
• Shuffling data before splitting

3. Given the following code, what will be the length of test if data has 1000 samples?

split_index = int(len(data) * 0.75)
train = data[:split_index]
test = data[split_index:]

medium

A. 750

B. 250

C. 1000

D. 500

Solution

1. Step 1: Calculate split index

   split_index = int(1000 * 0.75) = 750

2. Step 2: Calculate test length

   test = data[750:] means test has samples from index 750 to 999, total 1000 - 750 = 250 samples.

3. Final Answer:

   250 -> Option B

4. Quick Check:

   Test length = total - train length = 250 [OK]

Hint: Test size = total samples minus train size [OK]

Common Mistakes:

• Confusing train size with test size
• Forgetting zero-based indexing
• Using float instead of int for index

4. You wrote this code to split a time series dataset data:

from sklearn.model_selection import train_test_split
train, test = train_test_split(data, test_size=0.2)

What is the main problem with this approach?

medium

A. test_size=0.2 is too small for time series

B. train and test sets will have overlapping samples

C. train_test_split cannot handle numeric data

D. train_test_split shuffles data by default, breaking time order

Solution

1. Step 1: Understand train_test_split default behavior

   By default, train_test_split shuffles data before splitting.

2. Step 2: Why shuffling is a problem for time series

   Shuffling breaks the time order, causing future data to leak into training, invalidating model evaluation.

3. Final Answer:

   train_test_split shuffles data by default, breaking time order -> Option D

4. Quick Check:

   Default shuffle breaks time order = B [OK]

Hint: train_test_split shuffles unless shuffle=False [OK]

Common Mistakes:

• Ignoring shuffle=True default
• Assuming test_size controls order
• Thinking train_test_split is time-series aware

5. You have daily sales data for 3 years and want to train a model to predict future sales. Which approach correctly splits the data to train on the first 2.5 years and test on the last 0.5 year, ensuring no data leakage?

hard

A. train = data[int(len(data)*0.5):]
test = data[:int(len(data)*0.5)]

B. train = data.sample(frac=0.83)
test = data.drop(train.index)

C. train = data[:int(len(data)*5/6)]
test = data[int(len(data)*5/6):]

D. train = data.shuffle().iloc[:900]
test = data.shuffle().iloc[900:]

Solution

1. Step 1: Calculate split fraction for 2.5 years out of 3 years

   2.5 years / 3 years = 5/6 ≈ 0.8333, so train is first 5/6 of data.

2. Step 2: Use slicing to split data preserving order

   train = data[:int(len(data)*5/6)] test = data[int(len(data)*5/6):] slices data correctly from start to 5/6 for train, and last 1/6 for test, preserving time order and avoiding leakage.

3. Final Answer:

   train = data[:int(len(data)*5/6)] test = data[int(len(data)*5/6):] -> Option C

4. Quick Check:

   Slice first 5/6 for train, last 1/6 for test = A [OK]

Hint: Split by slicing using fraction of total length [OK]

Common Mistakes:

• Using random sampling instead of slicing
• Reversing train and test sets
• Shuffling data before splitting