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Updated: Jul 9, 2025

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使用交叉验证方法来选择时间序列模型:承诺和陷

Siwei Liu1, Di Jody Zhou1

  • 1Human Development and Family Studies, Department of Human Ecology, University of California at Davis, Davis, California, USA.

The British journal of mathematical and statistical psychology
|December 7, 2023
PubMed
概括

交叉验证 (CV) 方法对于评估心理学中的时间序列模型至关重要. 封闭的CV通常优于传统的信息标准,如AIC和BIC,用于评估预测错误,特别是在有限的数据的情况下.

关键词:
自动回归模型的自动回归模型进行交叉验证.信息标准 信息标准 信息标准时间序列时间序列矢量自回归模型 矢量自回归模型

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