New techniques to perform cross-validation for time series models

DOI10.1007/S43069-024-00334-8MaRDI QIDQ6579085FDOQ6579085

E. V. Gijo, A. Vamsikrishna

Publication date: 25 July 2024

Published in: SN Operations Research Forum (Search for Journal in Brave)

zbMATH Keywords

cross-validationexponential smoothingtime-series modellingmodel evaluation metrics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A note on the validity of cross-validation for evaluating autoregressive time series prediction
• A survey of cross-validation procedures for model selection
• Box-Jenkins Methods: An Alternative to Econometric Models
• Markov cross-validation for time series model evaluations
• Approximate leave-future-out cross-validation for Bayesian time series models

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