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Abhishek Murthy - Backtesting Time Series Forecasting Algorithms in SKTime and SKForecast
www.pydata.org Backtesting refers to the process of evaluating a time series forecasting algorithm on historical data by replicating the corresponding real-world scenario. Concurrently, parameters such as the model updating and retraining frequencies are also tuned based on the usecase and relevant computational constraints. In this talk, we ...
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