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On the usefulness of cross-validation for directional forecast evaluation.
Christoph Bergmeir
Mauro Costantini
José Manuel Benítez
Published in:
Comput. Stat. Data Anal. (2014)
Keyphrases
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cross validation
model selection
variable selection
hyperparameters
training set
support vector
cross validated
regression problems
generalization error
regularization parameter
error estimates
data mining
sample size
information criterion
nearest neighbor classifiers