python pandas のnot in index 対応について(scikit-learn StratifiedKFold使用時)

scikit-learn使用時にエラーが発生しました。
調べてもよくわからずご存知の方、ご教示頂けませんでしょうか。
よろしくお願いします。

skf = StratifiedKFold(n_splits=5, random_state=1234, shuffle=True)
skf.get_n_splits(X, y)
for train_index, test_index in skf.split(X, y):
    print("TRAIN:", train_index, "TEST:", test_index)
    X_train, X_test = X[train_index], X[test_index]
    y_train, y_test = y[train_index], y[test_index]

下記エラーが発生しました。

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-85-1f47be558ac0> in <module>()
      3 for train_index, test_index in skf.split(X, y):
      4     print("TRAIN:", train_index, "TEST:", test_index)
----> 5     X_train, X_test = X[train_index], X[test_index]
      6     y_train, y_test = y[train_index], y[test_index]
      7 

~/.pyenv/versions/anaconda3-5.0.0/lib/python3.5/site-packages/pandas/core/frame.py in __getitem__(self, key)
   2131         if isinstance(key, (Series, np.ndarray, Index, list)):
   2132             # either boolean or fancy integer index
-> 2133             return self._getitem_array(key)
   2134         elif isinstance(key, DataFrame):
   2135             return self._getitem_frame(key)

~/.pyenv/versions/anaconda3-5.0.0/lib/python3.5/site-packages/pandas/core/frame.py in _getitem_array(self, key)
   2175             return self._take(indexer, axis=0, convert=False)
   2176         else:
-> 2177             indexer = self.loc._convert_to_indexer(key, axis=1)
   2178             return self._take(indexer, axis=1, convert=True)
   2179 

~/.pyenv/versions/anaconda3-5.0.0/lib/python3.5/site-packages/pandas/core/indexing.py in _convert_to_indexer(self, obj, axis, is_setter)
   1267                 if mask.any():
   1268                     raise KeyError('{mask} not in index'
-> 1269                                    .format(mask=objarr[mask]))
   1270 
   1271                 return _values_from_object(indexer)

KeyError: '[    3     5     6 ..., 14994 14995 14997] not in index'

indexを見てもついておりよくわらないでいます。

X.index
RangeIndex(start=0, stop=14999, step=1)
y.index
RangeIndex(start=0, stop=14999, step=1)