An assessment of ten-fold and Monte Carlo cross validations for time series forecasting.

Rigoberto Fonseca-Delgado Pilar Gómez-Gil

Published in: CCE (2013)

Keyphrases

monte carlo
monte carlo simulation
importance sampling
markov chain
monte carlo tree search
monte carlo methods
artificial neural networks
simulation study
stochastic approximation
adaptive sampling
particle filter
markovian decision
variance reduction
upper bound
matrix inversion