I am recently working on an imbalanced binary classification problem where the data is time ordered. I would like to validate my model using training/validation splits that have the same imbalance ratio (similar to the stratified kfold of Scikit-learn)
I tried the timeseriesSplit of Scikit-learn. However, their implementation does not guarantee that both classes exist with a similar imbalance ratio over the training and data splits. Is there a way to do that?