https://communities.sas.com/t5/SAS-Programming/How-to-build-tree-model-with-specified-cross-validation-group/m-p/774312#M246090 <P>Just add some details about my question.&nbsp;<SPAN>I have monthly time-series data. And I want to predict forward 3 months. So there are some overlapping periods when running cross-validation. For example, if Jan and Feb are in the training set and March in the testing set, the model might know what is likely to happen when using the training set due to the overlapped periods. Currently, I run sampling before building the tree model and assign group id for cross-validation. For example, assign Jan, Feb, and Mar as group 1 and Jun and Jul as group 2. Pass the group ID to the tree model function. I implement it in R. Not sure how SAS can do it.</SPAN></P> Thu, 14 Oct 2021 18:32:39 GMT yaoyao 2021-10-14T18:32:39Z https://communities.sas.com/t5/SAS-Programming/How-to-build-tree-model-with-specified-cross-validation-group/m-p/774030#M245953 <P>I'd like to build a tree model with cross-validation. I'd like to assign observations to different cross-validation groups by myself instead of random sampling. I am not sure how SAS can do this. It would be helpful if anybody can share some example SAS code.&nbsp;</P><P>&nbsp;</P><P>Many thanks in advance</P> Wed, 13 Oct 2021 20:10:16 GMT https://communities.sas.com/t5/SAS-Programming/How-to-build-tree-model-with-specified-cross-validation-group/m-p/774030#M245953 yaoyao 2021-10-13T20:10:16Z https://communities.sas.com/t5/SAS-Programming/How-to-build-tree-model-with-specified-cross-validation-group/m-p/774312#M246090 <P>Just add some details about my question.&nbsp;<SPAN>I have monthly time-series data. And I want to predict forward 3 months. So there are some overlapping periods when running cross-validation. For example, if Jan and Feb are in the training set and March in the testing set, the model might know what is likely to happen when using the training set due to the overlapped periods. Currently, I run sampling before building the tree model and assign group id for cross-validation. For example, assign Jan, Feb, and Mar as group 1 and Jun and Jul as group 2. Pass the group ID to the tree model function. I implement it in R. Not sure how SAS can do it.</SPAN></P> Thu, 14 Oct 2021 18:32:39 GMT https://communities.sas.com/t5/SAS-Programming/How-to-build-tree-model-with-specified-cross-validation-group/m-p/774312#M246090 yaoyao 2021-10-14T18:32:39Z