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[timeseries] Ensure that TimeSeriesDataFrame index is sorted before train_test_split #4259

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@shchur shchur commented Jun 12, 2024

Issue #, if available: Fixes #4257

Description of changes:

  • Make sure that the TimeSeriesDataFrame index is sorted before generating the train/test split.

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Job PR-4259-f37a6d0 is done.
Docs are uploaded to http://autogluon-staging.s3-website-us-west-2.amazonaws.com/PR-4259/f37a6d0/index.html

@shchur shchur requested a review from canerturkmen June 27, 2024 09:10
@shchur shchur added the breaking Breaking changes to the public API label Jun 27, 2024
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Successfully merging this pull request may close these issues.

[BUG] TimeSeriesDataFrame.train_test_split produces incorrect split when unsorted in time
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