Aesir
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Data Augmentation strategies for Time Series Forecasting
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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 ...

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Is it valid to use bootstrapping to generate a confidence interval of an accuracy measured by rolling window analysis?
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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 ...

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