Adding note to long table

I have a long table that should break across several pages. I achieved this by using longtable. However, at the same time I want to place some notes under the same table.

With normal tables, I have successfully placed such notes using threeparttable and tablenotes, however this solution does not seem to work for longtable.

How can I add notes that look like the threeparttables & tablenotes solution in the following longtable?

begin{tiny} 
begin{longtable}[c]{cccc}

caption{The table's caption }
hline
Training Set & Training Folds & Validation Folds & Test Set  hline
endfirsthead
%
multicolumn{4}{c}%
{{bfseries Table thetable continued from previous page}} 
hline
Column A & Column B & Column C & Column D hline
endhead
%
endfoot
%
endlastfoot
%
multirow{4}{*}{2000-Q2 to 2010-Q1} & 2000-Q2 to 2009-Q4 & 2010-Q1 & multirow{4}{*}{2010-Q2} 
 & 2000-Q2 to 2009-Q3 & 2009-Q4 & 
 & 2000-Q2 to 2009-Q2 & 2009-Q3 & 
 & 2000-Q2 to 2009-Q1 & 2009-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2010-Q2} & 2000-Q2 to 2010-Q1 & 2010-Q2 & multirow{4}{*}{2010-Q3} 
 & 2000-Q2 to 2009-Q4 & 2010-Q1 & 
 & 2000-Q2 to 2009-Q3 & 2009-Q4 & 
 & 2000-Q2 to 2009-Q2 & 2009-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2010-Q3} & 2000-Q2 to 2010-Q2 & 2010-Q3 & multirow{4}{*}{2010-Q4} 
 & 2000-Q2 to 2010-Q1 & 2010-Q2 & 
 & 2000-Q2 to 2009-Q4 & 2010-Q1 & 
 & 2000-Q2 to 2009-Q3 & 2009-Q4 &  hline
multirow{4}{*}{2000-Q2 to 2010-Q4} & 2000-Q2 to 2010-Q3 & 2010-Q4 & multirow{4}{*}{2011-Q1} 
 & 2000-Q2 to 2010-Q2 & 2010-Q3 & 
 & 2000-Q2 to 2010-Q1 & 2010-Q2 & 
 & 2000-Q2 to 2009-Q4 & 2010-Q1 &  hline
multirow{4}{*}{2000-Q2 to 2011-Q1} & 2000-Q2 to 2010-Q4 & 2011-Q1 & multirow{4}{*}{2011-Q2} 
 & 2000-Q2 to 2010-Q3 & 2010-Q4 & 
 & 2000-Q2 to 2010-Q2 & 2010-Q3 & 
 & 2000-Q2 to 2010-Q1 & 2010-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2011-Q2} & 2000-Q2 to 2011-Q1 & 2011-Q2 & multirow{4}{*}{2011-Q3} 
 & 2000-Q2 to 2010-Q4 & 2011-Q1 & 
 & 2000-Q2 to 2010-Q3 & 2010-Q4 & 
 & 2000-Q2 to 2010-Q2 & 2010-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2011-Q3} & 2000-Q2 to 2011-Q2 & 2011-Q3 & multirow{4}{*}{2011-Q4} 
 & 2000-Q2 to 2011-Q1 & 2011-Q2 & 
 & 2000-Q2 to 2010-Q4 & 2011-Q1 & 
 & 2000-Q2 to 2010-Q3 & 2010-Q4 &  hline
multirow{4}{*}{2000-Q2 to 2011-Q4} & 2000-Q2 to 2011-Q3 & 2011-Q4 & multirow{4}{*}{2012-Q1} 
 & 2000-Q2 to 2011-Q2 & 2011-Q3 & 
 & 2000-Q2 to 2011-Q1 & 2011-Q2 & 
 & 2000-Q2 to 2010-Q4 & 2011-Q1 &  hline
multirow{4}{*}{2000-Q2 to 2012-Q1} & 2000-Q2 to 2011-Q4 & 2012-Q1 & multirow{4}{*}{2012-Q2} 
 & 2000-Q2 to 2011-Q3 & 2011-Q4 & 
 & 2000-Q2 to 2011-Q2 & 2011-Q3 & 
 & 2000-Q2 to 2011-Q1 & 2011-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2012-Q2} & 2000-Q2 to 2012-Q1 & 2012-Q2 & multirow{4}{*}{2012-Q3} 
 & 2000-Q2 to 2011-Q4 & 2012-Q1 & 
 & 2000-Q2 to 2011-Q3 & 2011-Q4 & 
 & 2000-Q2 to 2011-Q2 & 2011-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2012-Q3} & 2000-Q2 to 2012-Q2 & 2012-Q3 & multirow{4}{*}{2012-Q4} 
 & 2000-Q2 to 2012-Q1 & 2012-Q2 & 
 & 2000-Q2 to 2011-Q4 & 2012-Q1 & 
 & 2000-Q2 to 2011-Q3 & 2011-Q4 &  hline
multirow{4}{*}{2000-Q2 to 2012-Q4} & 2000-Q2 to 2012-Q3 & 2012-Q4 & multirow{4}{*}{2013-Q1} 
 & 2000-Q2 to 2012-Q2 & 2012-Q3 & 
 & 2000-Q2 to 2012-Q1 & 2012-Q2 & 
 & 2000-Q2 to 2011-Q4 & 2012-Q1 &  hline
multirow{4}{*}{2000-Q2 to 2013-Q1} & 2000-Q2 to 2012-Q4 & 2013-Q1 & multirow{4}{*}{2013-Q2} 
 & 2000-Q2 to 2012-Q3 & 2012-Q4 & 
 & 2000-Q2 to 2012-Q2 & 2012-Q3 & 
 & 2000-Q2 to 2012-Q1 & 2012-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2013-Q2} & 2000-Q2 to 2013-Q1 & 2013-Q2 & multirow{4}{*}{2013-Q3} 
 & 2000-Q2 to 2012-Q4 & 2013-Q1 & 
 & 2000-Q2 to 2012-Q3 & 2012-Q4 & 
 & 2000-Q2 to 2012-Q2 & 2012-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2013-Q3} & 2000-Q2 to 2013-Q2 & 2013-Q3 & multirow{4}{*}{2013-Q4} 
 & 2000-Q2 to 2013-Q1 & 2013-Q2 & 
 & 2000-Q2 to 2012-Q4 & 2013-Q1 & 
 & 2000-Q2 to 2012-Q3 & 2012-Q4 &  hline
multirow{4}{*}{2000-Q2 to 2013-Q4} & 2000-Q2 to 2013-Q3 & 2013-Q4 & multirow{4}{*}{2014-Q1} 
 & 2000-Q2 to 2013-Q2 & 2013-Q3 & 
 & 2000-Q2 to 2013-Q1 & 2013-Q2 & 
 & 2000-Q2 to 2012-Q4 & 2013-Q1 &  hline
multirow{4}{*}{2000-Q2 to 2014-Q1} & 2000-Q2 to 2013-Q4 & 2014-Q1 & multirow{4}{*}{2014-Q2} 
 & 2000-Q2 to 2013-Q3 & 2013-Q4 & 
 & 2000-Q2 to 2013-Q2 & 2013-Q3 & 
 & 2000-Q2 to 2013-Q1 & 2013-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2014-Q2} & 2000-Q2 to 2014-Q1 & 2014-Q2 & multirow{4}{*}{2014-Q3} 
 & 2000-Q2 to 2013-Q4 & 2014-Q1 & 
 & 2000-Q2 to 2013-Q3 & 2013-Q4 & 
 & 2000-Q2 to 2013-Q2 & 2013-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2014-Q3} & 2000-Q2 to 2014-Q2 & 2014-Q3 & multirow{4}{*}{2014-Q4} 
 & 2000-Q2 to 2014-Q1 & 2014-Q2 & 
 & 2000-Q2 to 2013-Q4 & 2014-Q1 & 
 & 2000-Q2 to 2013-Q3 & 2013-Q4 &  hline
multirow{4}{*}{2000-Q2 to 2014-Q4} & 2000-Q2 to 2014-Q3 & 2014-Q4 & multirow{4}{*}{2015-Q1} 
 & 2000-Q2 to 2014-Q2 & 2014-Q3 & 
 & 2000-Q2 to 2014-Q1 & 2014-Q2 & 
 & 2000-Q2 to 2013-Q4 & 2014-Q1 &  hline
multirow{4}{*}{2000-Q2 to 2015-Q1} & 2000-Q2 to 2014-Q4 & 2015-Q1 & multirow{4}{*}{2015-Q2} 
 & 2000-Q2 to 2014-Q3 & 2014-Q4 & 
 & 2000-Q2 to 2014-Q2 & 2014-Q3 & 
 & 2000-Q2 to 2014-Q1 & 2014-Q2 &  hline
multirow{4}{*}{2000-Q2 to 2015-Q2} & 2000-Q2 to 2015-Q1 & 2015-Q2 & multirow{4}{*}{2015-Q3} 
 & 2000-Q2 to 2014-Q4 & 2015-Q1 & 
 & 2000-Q2 to 2014-Q3 & 2014-Q4 & 
 & 2000-Q2 to 2014-Q2 & 2014-Q3 &  hline
multirow{4}{*}{2000-Q2 to 2015-Q3} & 2000-Q2 to 2015-Q2 & 2015-Q3 & multirow{4}{*}{2015-Q4} 
 & 2000-Q2 to 2015-Q1 & 2015-Q2 & 
 & 2000-Q2 to 2014-Q4 & 2015-Q1 & 
 & 2000-Q2 to 2014-Q3 & 2014-Q4 &  hline
 
end{longtable}
end{tiny}