[R] windowing strategies

jmoreira@fe.up.pt jmoreira at fe.up.pt
Fri Sep 3 16:37:24 CEST 2004


Hello to everybody,

Does anyone has implemented a function for evaluating models using windowing 
strategies, such as growing window or sliding window ones?
The aim is to evaluate regression models on a time series data. I do not use 
cross-validation once data sorted in a radom way does not make sense when 
evaluating time series.

Thanks

Joao Moreira




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