@tachyeonz : The goal of time series forecasting is to make accurate predictions about the future. The fast and powerful methods that we rely on in machine learning, such as using train-test splits and k-fold cross validation, do not work in the case of time series data.
Tags : #backtesting, #machinelearning, #python, #timeseries, m
Published On:December 19, 2016 at 01:10AM
Facebook : /tachyeonz