A note on the validity of cross-validation for evaluating autoregressive time series prediction

Title
A note on the validity of cross-validation for evaluating autoregressive time series prediction
Authors
Keywords
Cross-validation, Time series, Autoregression
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 120, Issue -, Pages 70-83
Publisher
Elsevier BV
Online
2017-11-24
DOI
10.1016/j.csda.2017.11.003

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