Evaluating time series forecasting models: an empirical study on performance estimation methods

DOI10.1007/S10994-020-05910-7MaRDI QIDQ2217396zbMATH OpenOpenAlexFDO

Authors Vitor Cerqueira, Luis Torgo, Igor Mozetič

Publication date 29 December 2020

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.11744

zbMATH Keywords

cross validationforecastingmodel selectionperformance estimationtime series

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Describes a project that uses

Uses Software

• TSDL
• TDSL
• glmnet
• fpp2
• ranger
• Cubist
• rpart.plot
• GitHub

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