Introduction to Backtesting | Forecasting with Machine Learning скачать в хорошем качестве

Introduction to Backtesting | Forecasting with Machine Learning

In this video, we introduce the concept of backtesting for time series forecasting. Backtesting refers to the use of cross-validation to examine the performance of the machine learning model that we are using for forecasting. We explain why backtesting is important, and the various ways in which we can implement a backtesting strategy depending on the forecasting data, when is the last available data point and the size of the dataset. You'll learn why traditional data splitting methods don't apply to time series and how to preserve temporal order for accurate model evaluation. Want to learn more? Check out our course: https://www.trainindata.com/p/forecas...