articleComputational Statistics & Data AnalysisNov 23, 2017Closed access

A note on the validity of cross-validation for evaluating autoregressive time series prediction

CBChristoph BergmeirRJRob J. HyndmanBKBonsoo Koo

Monash University

Indexed incrossref

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Topics & keywords

Topics
Keywords
  • Overfitting
  • Autoregressive model
  • Series (stratigraphy)
  • Cross-validation
  • Computer science
  • Time series
  • Regression
  • Uncorrelated
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