Statistics and experimental design · MLD-1217
Temporal cross-validation
Validation using time-respecting training and evaluation windows.
Original reference page · detailed expansion pending. Original definitions, examples, notes and citations are preserved below. New examples are illustrative, not benchmark results.
Original example
Evaluate a forecast across successive months.
Original caveat
Feature availability and look-ahead must be respected.
Context and aliases
Level: Intermediate. Stages: Theory · Evaluation · Research.
Tags: ML · DL · SLM · LLM.
Aliases: Rolling-origin evaluation.
Related concepts
Concepts linking here
Original references
- scikit-learn: cross-validation ↗ · Reference link
- Mathematics for Machine Learning ↗ · Reference link
- scikit-learn: evaluation metrics ↗ · Reference link
- Original reference URL ↗