On the usefulness of cross-validation for directional forecast evaluation

Christoph Bergmeir, Mauro Costantini, José Manuel Benítez. On the usefulness of cross-validation for directional forecast evaluation. Computational Statistics & Data Analysis, 76:132-143, 2014. [doi]

Authors

Christoph Bergmeir

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Mauro Costantini

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José Manuel Benítez

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