Time-series - data splitting and model evaluation
问题 I've tried to use machine learning to make prediction based on time-series data. In one of the stackoverflow question (createTimeSlices function in CARET package in R) is an example of using createTimeSlices to cross-validation for model training and parameter tuning: library(caret) library(ggplot2) library(pls) data(economics) myTimeControl <- trainControl(method = "timeslice", initialWindow = 36, horizon = 12, fixedWindow = TRUE) plsFitTime <- train(unemploy ~ pce + pop + psavert, data =