Evaluating time series forecasting models: an empirical study on performance estimation methods
Vítor Cerqueira, Luı́s Torgo, Igor Mozetič
Topics & Concepts
Series (stratigraphy)Computer scienceTime seriesIndependent and identically distributed random variablesDependency (UML)Machine learningData miningPipeline (software)Sample (material)EstimationArtificial intelligenceStatisticsMathematicsRandom variableEngineeringBiologyChemistryPaleontologyProgramming languageChromatographySystems engineeringData Stream Mining TechniquesStock Market Forecasting MethodsTime Series Analysis and Forecasting