New Techniques to Perform Cross-Validation for Time Series Models.

A. Vamsikrishna E. V. Gijo

Published in: Oper. Res. Forum (2024)

Keyphrases

cross validation
model selection
cross validated
unseen data
variable selection
hyperparameters
support vector
information criterion
parameter estimation
generalization error
database
gaussian process
ls svm
regression model
training set
autoregressive
machine learning