Using cross-validation methods to select time series models: promises and pitfalls (Q6559931)
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scientific article; zbMATH DE number 7869327
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| English | Using cross-validation methods to select time series models: promises and pitfalls |
scientific article; zbMATH DE number 7869327 |
Statements
Using cross-validation methods to select time series models: promises and pitfalls (English)
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21 June 2024
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autoregressive model
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cross-validation
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information criteria
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time series
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vector autoregressive model
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0.7182111740112305
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0.7050161361694336
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0.6969054341316223
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0.6722383499145508
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0.6638858914375305
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