Cross Validation for Time Series 时间序列数据的交叉验证

Methods for choosing training, testing and validation sets for time-series data work a little differently than the methods described so far. The main reasons we cannot use the previously described methods exactly as described are,选择时间序列数据的训练,测试和验证集的方法与到目前为止描述的方法稍有不同。我们无法完全按照上述说明使用前述方法的主要原因是: We want our validation and testing procedure to mimic the way our model would work in production. In production, it’s…