Standard cross-validation on time series data is not possible because the data model is sequential, which does not lend well to splitting the data into statistically useful training and validation sets. However, a new approach called Reconstructive Cross-validation may pave the way toward performing this type of important analysis for predictive models with temporal datasets.
Check out the full article at KDNuggets.com website
Full cross-validation and generating learning curves for time-series models
Check out the full article at KDNuggets.com website
Full cross-validation and generating learning curves for time-series models
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