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Average time series forecast errors from cross-validation with rolling origin
I'm calculating the MAPE and RMSE over a rolling origin cross-validation with fixed forecast interval for several models. For example, for a daily series with 3 years, I'm training my model with 2 ...
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Selecting ARIMA Order using Rolling Forecast
I'm wondering if a rolling forecast technique like the ones mentioned in Rob Hyndman's blogs, and the example below, could be used to select the order for an ARIMA model?
In the examples I've looked ...
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