4 ms·
Predicting for only the last year is good, but there are two even better ways: - An expanding window where you train on the first year of data and predict the
by turingcompeteme 9y ago
Predicting for only the last year is good, but there are two even better ways:
- An expanding window where you train on the first year of data and predict the second. Then train on the first two years and predict the third, etc.
- A rolling window where you train on years 1 and 2 and predict 3. Then train on 2 and 3 and predict 4, etc.
You need to show that your predictions work for any time period, not just the past year.