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Cross Validation of Prediction Models for Seasonal Time Series by Parametric Bootstrapping

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Out-of-sample prediction for the final portion of a sample is a popular tool for model selection in model-based forecasting. We suggest to add a simulation step to this exercise. where pseudo-samples are generated (parametrically bootstrapped). conditional on the observed data and on any of the candidate models. https://www.roneverhart.com/Grateful-Dead-Steal-Your-Face-Metallic-Sticker/
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