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Tagged with representative time-series
2 questions
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How to create representative training, validation, and test sets when working with time series data?
In my application, I am working with a relatively long time series of daily market index percentage returns (many years) and am trying to model the dependence structure of the returns from a pure time ...
- 451
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Is there any appropriate technique to look for a continuous, representative part of a time series dataset?
I would like to know if there is any machine learning technique that could be used to solve the problem as follows. Imagine a time series dataset with several rows (observations) and many columns (...
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