Re: [R] Cross-validation

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sun 26 Jun 2005 - 06:55:52 EST

          I would hesitate long before doing that. People do similar things, but:

"Cross-validation and bootstrapping become considerably more complicated for time series data; see Hjorth (1994) and Snijders (1988)." http://www.faqs.org/faqs/ai-faq/neural-nets/part3/section-12.html

          I just tried www.r-project.org -> search -> "R site search" for "time series cross validation", "jackknife time series" and "bootstrap time series". I found the above using Google for the same terms.

          spencer graves

Werner Bier wrote:

> Dear R-help,
>
> I was wondering if somebody has a strong opinion on the following matter:
>
> Would you see appropriate to apply the leave-one-out cross validation techinque in time series modelling?
>
> Thanks in advance,
> Tom
>
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Spencer Graves, PhD
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Received on Sun Jun 26 07:07:48 2005

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