方法证据记录
Time-Series Cross-Validation
Time-series cross-validation is a resampling procedure designed for sequentially ordered data. Instead of randomly partitioning observations — which would destroy temporal structure and introduce data leakage — it advances a forecast origin one step at a time, fitting a model on all past data up to that origin and evaluating it on the immediately following out-of-sample period. Economists, financial analysts, and meteorologists use it whenever an honest, operationally realistic estimate of predictive accuracy is required for a time-ordered process.
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Time-Series Cross-Validation (Rolling/Expanding Window)
分类方法记录 · process-pipeline / econometrics
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