Evaluating time series forecasting models: an empirical study on performance estimation methods

Vitor Cerqueira, Luis Torgo, Igor Mozetič

Research output: Contribution to journalArticlepeer-review

163 Citations (Scopus)
Original languageEnglish
Pages (from-to)1997-2028
Number of pages32
JournalMachine Learning
Volume109
Issue number11
DOIs
Publication statusPublished - Nov 2020

ASJC Scopus Subject Areas

  • Software
  • Artificial Intelligence

Keywords

  • Cross validation
  • Forecasting
  • Model selection
  • Performance estimation
  • Time series

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