Timeline for AIC versus cross validation in time series: the small sample case
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 10, 2021 at 8:26 | comment | added | Stephan Kolassa | +1. Shameless piece of self-promotion: I looked at combining exponential smoothing methods for forecasting based on the kind of AIC-weighted combinations Burnham & Anderson propose (Kolassa, 2011, IJF). | |
| May 11, 2020 at 6:27 | comment | added | Richard Hardy | Thanks, this is a good idea. Even so, it may make sense to discard the poorest models from the average, and for that I need estimates of predictive ability for individual models. | |
| Jul 25, 2019 at 6:45 | review | Late answers | |||
| Jul 25, 2019 at 6:45 | |||||
| Jul 25, 2019 at 6:28 | history | answered | StoryTeller0815 | CC BY-SA 4.0 |