Timeline for Cross-validating time-series analysis
Current License: CC BY-SA 3.0
2 events
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| Dec 15, 2015 at 19:24 | comment | added | jroberayalas | Hi Zach. I implemented a slightly different version of Hyndman's code in order to detect the appropriate number of terms for a regression model with time series. Unfortunately, the CV error plot showed several local minima which made me question about how to select the number of terms correctly. The full problem is described here. Have you faced something similar before? | |
| Jan 12, 2012 at 16:16 | history | answered | Zach | CC BY-SA 3.0 |