Bergmeir, Christoph; Hyndman, Rob J; Koo, Bonsoo - Department of Econometrics and Business Statistics, … - 2015
-validation (CV). However, when it comes to time series forecasting, because of the inherent serial correlation and potential non …) evaluation. In this paper, we show that the particular setup in which time series forecasting is usually performed using Machine … evaluation and other time-series-specific techniques such as non-dependent cross-validation. …