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Model evaluation approach allowing manual experimentation without data leakage

Instead of splitting the data in two parts, train and test, you could split the data into more parts. Basically, every time you want to evaluate something you need data that is completely unseen.
alepfu's user avatar
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How bootstrapping works for prediction intervals?

1. Why are the PI outputs (gray lines) so different for certain setups like the below? As it is mentioned in the addressed referenced book by R. J Hyndman & G. Athanasopoulos in skforecast ...
Mario's user avatar
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