title: How to split in train and test by month
body: <p>I have a dataframe structured like this</p>
  <pre><code> Time            Z            X          Y  
  
  01-01-18         1           20         10
  02-01-18        20            4         15
  03-01-18        34           16         21
  04-01-18        67           38          8
  05-01-18        89           10         18
  06-01-18        45           40          4
  07-01-18        22           10         13
  08-01-18         1           46         11
  ...
  24-12-20        56           28          9
  25-12-20         6           14         22
  26-12-20         9            5         40
  27-12-20        56           11         10
  28-12-21        78           61         35
  29-12-21        33           23         29
  30-12-21         2           35         12
  31-12-21         0           31          7
  </code></pre>
  <p>I have data for all days and months from 2018 to 2021, with around 50k observations</p>
  <p>How can I aggregate all the data for the same month and perform a Train-Test splitting for each month? I.e. for all the data of the months of January, February, March and so on.</p>