New techniques to perform cross-validation for time series models

DOI10.1007/S43069-024-00334-8MaRDI QIDQ6579085zbMATH OpenFDO

Authors A. Vamsikrishna, E. V. Gijo

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
• Approximate leave-future-out cross-validation for Bayesian time series models
• Box-Jenkins Methods: An Alternative to Econometric Models
• Markov cross-validation for time series model evaluations

This page was built for publication: New techniques to perform cross-validation for time series models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579085)