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I'm trying to do nested CV for my multivariate time series but I'm really confused how to do it. I have 7 Time series which are the inputs of my CNN model and one time series as target.Always when I read about it I found they talk about univariate.Any advices

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  • $\begingroup$ The fact that it's multi-variate is irrelevant; the CV is basically done on the indices. $\endgroup$ Jul 22, 2020 at 10:53
  • $\begingroup$ I didn't understand your point I do have indices $\endgroup$
    – Izo
    Jul 22, 2020 at 11:03

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