[R] Cross-validation

[Spencer Graves]

	  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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