in Data Science by
What cross-validation technique would you use on a time series data set?

1 Answer

0 votes
by

Instead of using k-fold cross-validation, you should be aware of the fact that a time series is not randomly distributed data — It is inherently ordered by chronological order.

In case of time series data, you should use techniques like forward=chaining — Where you will be model on past data then look at forward-facing data.

fold 1: training[1], test[2]

fold 1: training[1 2], test[3]

fold 1: training[1 2 3], test[4]

fold 1: training[1 2 3 4], test[5]

Related questions

0 votes
asked Dec 23, 2021 in Image Classification by rajeshsharma
+1 vote
asked Jan 23, 2020 in Data Science by AdilsonLima
0 votes
asked Jul 1, 2020 in Cache Technique by Robindeniel
...