4 Things to Do When Applying Cross-Validation with Time Series

A few practical recommendations for getting better forecasting performance estimates

Vitor Cerqueira
Towards Data Science
5 min readDec 8, 2022

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Photo by Thought Catalog on Unsplash

This article is about evaluating forecasting models using cross-validation. You’ll learn a few good practices for applying cross-validation with time series.

Primer on Cross-Validation

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