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2 votes
1 answer
798 views

Understanding MASE and sktime implementation

Sorry, but after reading the Hyndman's paper here I don't understand a couple of key points. The term "in-sample" The implementation in Python using sktime Regarding the first point, I ...
1 vote
2 answers
944 views

Cross Validation for Time Series Classification (Not Forecasting!)

Is it possible to use regular k-fold cross validation where the folds contain entire time series in time series classification? I'm asking because most sources discussing cross validation with time ...