Time series cross validation: A theoretical result and finite sample performance
Ai Deng
Topics & Concepts
Series (stratigraphy)Cross-validationSample (material)Computer scienceConstruct (python library)EconometricsSample size determinationStatisticsMathematicsArtificial intelligencePhysicsPaleontologyProgramming languageThermodynamicsBiologyTime Series Analysis and ForecastingForecasting Techniques and ApplicationsComplex Systems and Time Series Analysis