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A note on the validity of cross-validation for evaluating autoregressive time series prediction.
Christoph Bergmeir
Rob J. Hyndman
Bonsoo Koo
Published in:
Comput. Stat. Data Anal. (2018)
Keyphrases
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cross validation
autoregressive
moving average
non stationary
model selection
variable selection
hyperparameters
cross validated
gaussian markov random field
training set
support vector
random fields
regularization parameter
ls svm
sar images
unseen data
markov random field
machine learning
error estimates