• Member for 4 years, 1 month
  • Last seen this week
Data Augmentation strategies for Time Series Forecasting
6 votes

I have recently implemented another approach inspired by this paper from Bergmeir, Hyndman and Benitez. The idea is to take a time series and first apply a transformation such as the Box Cox ...

View answer
Is it valid to use bootstrapping to generate a confidence interval of an accuracy measured by rolling window analysis?
Accepted answer
0 votes

After thinking about the problem some more I was not able to satisfactorily answer whether or not the sampled accuracies from dependent test sets would be a valid way to generate confidence intervals ...

View answer