On Cross-Validation for Predictor Evaluation in Time Series
On Cross-Validation for Predictor Evaluation in Time Series
复制标题
时间序列预测变量评估的交叉验证
DOI：
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发表时间：
1988
期刊：
影响因子：
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通讯作者：
T. Snijders
中科院分区：
文献类型：
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作者：
T. Snijders
在预测误差方法的背景下，一个单一的时间序列，一个传统的和两个交叉验证的程序提出了预测的平方预测误差，也为选择几个预测族。这些程序进行了比较，在模拟研究。常规程序似乎至少与交叉验证程序一样好。
In the context of the prediction error method for one step ahead prediction in a single time series, a conventional and two cross-validatory procedures are proposed for prediction of squared prediction errors, and also for choosing among several predictor families. These procedures are compared in a simulation study. The conventional procedure appears to perform at least as well as the cross-validatory procedures.