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Since Caché 2016.1, the %SYSTEM.Process class contains a TimeZone() method that lets you alter the value of the TZ environment variable, thereby changing the local time:

Depending on your situation, you can either change the current process, or isolate the change by jobbing off a background process.

Once the time zone is set appropriately, you can use dformat -3 of the $zdatetime and $zdatetimeh functions to convert between UTC and local. It would be cleaner if the time zone were an explicit argument, rather than implicit part of the environment.

No, the VALIDATE MODEL statement does not do cross validation. It calculates validation metrics for the given trained model and dataset. As described in the "Model Selection Process" section of the documentation, however, the TRAIN MODEL statement does this to some extent for classification models when using the AutoML provider:

These scoring metrics are then computed for each model using Monte Carlo cross validation, with three training/testing splits of 70%/30%, to determine the best model.

I also believe that the DataRobot provider incorporates cross validation into its training. I'm not sure about H2O.

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