How Reliable Are Your Time Series Forecasts, Really?

How cross-validation, visualisation, and statistical hypothesis testing combine to reveal the optimal forecasting horizon

Bradley Stephen Shaw
Towards Data Science
13 min readApr 5, 2024

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Photo by Nigel Tadyanehondo on Unsplash

Imagine you have a crystal ball — a mysterious family heirloom, handed down through generations. It shows its age, its clarity and lustre long gone, with some chips…

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A pricing actuary, writing about interesting intersections of actuarial science and data science | LinkedIn: https://www.linkedin.com/in/bradley-shaw-f