I have trained a data set with survival analysis using the cox method with time dependent covariates. The training data is set up to do the time-dependent analysis, where there are multiple rows for a single ID dependent on when the time-dependent covariates occur. The prediction is the "event".
For example, here is how a single observation is set up to do the time dependent piece.
My question is, after I trained the model, what format does my holdout set need to be for scoring? my scoring dataset is currently one row per observation. Do I need to deliberately duplicate my each observation multiple times so it has 4 rows with the same time start and time end dates?
my goal is that for each scored observation, I can look at the survival curve from 0 to 20.