This question has come up several times recently so with the help of Mike Stockstill in Tech support I wrote up the answer and published on LinkedIn and wanted to share it here as well.
The actual question I got was about how to use a date to specify training and validation datasets, so I address that at the end of my response.
LinkedIn Article: How to setup out of time hold out sample in SAS Enterprise Miner
The quick answer is to use the Code Node and put the following code in the Train Section
data &EM_EXPORT_TRAIN &EM_EXPORT_VALIDATE &EM_EXPORT_TEST;
set &EM_IMPORT_DATA;
if partition_key=1 then output &EM_EXPORT_TRAIN;
else if partition_key=2 then output &EM_EXPORT_VALIDATE;
else if partition_key=3 then output &EM_EXPORT_TEST;
run;
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