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2 votes

Establishing the minimum required training set size, when cross validating time series data

The problem with this question is that the idea that the data hold information to pick $k$ "optimally" is wrong. There is no such thing as a "true $k$" that could be estimated from ...
Christian Hennig's user avatar
3 votes

How can I evaluate a time‑series forecasting model when I must train on the entire small dataset?

I concur with whuber's comment: having little data does not nullify accepted best practices about time series analysis and forecasting. Simply go ahead and do your 80-20 split, using the first 40 ...
Stephan Kolassa's user avatar

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