4 ms·
A Time Series Apologia
- TylerE 3y agoPerhaps better to link just directly to the actual article rather than the borderline blogspam?
- conformist 3y agoThis is a nice and surprisingly important distinction that matters a lot in practice: > Notice we get good out of sample performance. If we are judging on quality of out of sample predictions (and not on system identification or inference) then direct fitting k-step out predictors looks like a justifiable strategy.
- CharlesW 3y agoActual article: https://github.com/WinVector/Examples/blob/main/TS/TS_example.md https://github.com/WinVector/Examples/blob/main/TS/TS_exampl...