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Tagged with moving-window accuracy
2 questions
1
vote
1
answer
554
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ARIMA accuracy measures, rolling forecast
Regarding ARIMA model selection and especially accuracy measures several questions came into my mind. To shortly summarize, in my understanding, after necessary transformations/differencing, p and q ...
- 69
6
votes
1
answer
1k
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Benchmarking time series forecasting model
Problem: I'm building a time series forecasting model for daily data wherein, the aim is to forecast for the next one week. So, to validate the model, I'm using a moving window based validation ...
- 253