New techniques to perform cross-validation for time series models
type: Item
instance of: scholarly article
title: New techniques to perform cross-validation for time series models
author: A. Vamsikrishna
author: E. V. Gijo
published in: SN Operations Research Forum
publication date: 2024-07-25T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7887243
zbMATH Keywords: cross-validation
zbMATH Keywords: time-series modelling
zbMATH Keywords: exponential smoothing
zbMATH Keywords: model evaluation metrics
MaRDI profile type: MaRDI publication profile
cites work: Box-Jenkins Methods: An Alternative to Econometric Models
cites work: A survey of cross-validation procedures for model selection
cites work: A note on the validity of cross-validation for evaluating autoregressive time series prediction
cites work: Markov cross-validation for time series model evaluations
cites work: Approximate leave-future-out cross-validation for Bayesian time series models
DOI: 10.1007/S43069-024-00334-8
description: scientific article; zbMATH DE number 7887243