An assessment of ten-fold and Monte Carlo cross validations for time series forecasting

@article{Fonseca2013AnAO,
  title={An assessment of ten-fold and Monte Carlo cross validations for time series forecasting},
  author={Rigoberto Fonseca and Pilar G{\'o}mez-Gil},
  journal={2013 10th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE)},
  year={2013},
  pages={215-220}
}
On a meta-learning process, the key is to build a reliable meta-training data set, which requires the best model for a specific sample. In the other hand, the uncertainty of expected accuracy of a particular model increases when data depend on time. Then, during meta-learning, an accurate validation of the reliability of the involved models is critical… CONTINUE READING