Evaluating time series forecasting models: an empirical study on performance estimation methods

DOI10.1007/S10994-020-05910-7OpenAlexW2947014533MaRDI QIDQ2217396

Igor Mozetič, Luis Torgo, Vitor Cerqueira

Publication date: 29 December 2020

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.11744

zbMATH Keywords

model selectiontime seriesforecastingcross validationperformance estimation

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• TDSL
• glmnet
• Cubist
• ranger
• rpart.plot
• GitHub
• TSDL
• fpp2

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