Model Validation Techniques for Time Series

Data splitting, cross validation, model optimization, and dynamic predictions to validate forecasting models

Michael Keith
Towards Data Science
9 min readJun 17, 2022

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Photo by Oladimeji Ajegbile on Unsplash

How do you know if your time series model is any good? How can you be sure whether changes to your model will make it better or worse? In part 1, we looked at how not validating a model correctly could mislead…

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