Cross-Validation for Time Series Forecasting | Python Tutorial

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TIMESTAMPS
0:00 Intro
0:37 What is cross validation
3:46 Cross validation for time series
6:10 Hyperparameter tuning using cross validation
9:28 Recap
10:24 Outro
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This video is great. Just what I needed. Thank you!

duresh
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Very useful video! I have a question about the third part, what is the portion of dataset that can i use to test the best model (characterized by the best hyperparameter)?

rosario
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So I guess the final step would be to train using all the "modeling set", with the params found during optimization. My question would be how many epochs would you use?

Auditor
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Hi where can I get Air Passenger dataset? I want to run on my own and learn how the script works. Thanks!

TienLe-zj
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Hi Egor, do we need to separate the dataset into train, validate sets? Meaning that I would use a subset to train and validate with walk forward and THEN apply the model with the best hyperparameters to a held out/unused test set? I see different variations of this approach and a am bit confused

majamuster
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After doing the cross validation, are we seeing the average values for the confusion matrix if I build a classification model? My question is not regarding Time Series data.

iidtxbc
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