AutoViML/Auto_TS

Cross Validation

Opened this issue · 1 comments

Deleted user commented

Hi,

Thanks for the library

The Cross-Validation that your package is doing the standard k-fold Cross-Validation method or the one with rolling windows that is more appropriate for Time Series (e.g. as in here )

AutoViML commented

Hi @msh855 👍 It is doing the rolling window cross validation as shown in the same link
https://robjhyndman.com/hyndsight/tscv/
Ram