The DOI matches its Crossref record; 48 of the 48 references it cites were found in a registry or an index.
On the use of cross-validation for time series predictor evaluation
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Citations
Cites
LIBSVM: A library for support vector machines
Chang, C.-C., & Lin, C.-J. (2011) · ACM Transactions on Intelligent Systems and Technology · doi:10.1145/1961189.1961199 · Cited by 40,918
Modern Applied Statistics with S
Venables, W. N., & Ripley, B. D. (2002) · Statistics and Computing · doi:10.1007/978-0-387-21706-2 · Cited by 24,305
Time Series Analysis: Forecasting and Control
Geurts, M., Box, G. E. P., & Jenkins, G. M. (1977) · Journal of Marketing Research · doi:10.2307/3150485 · Cited by 19,186
Cross validatory choice and assessment of statistical predictions
Stone, M. (1974) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1974.tb00994.x · Cited by 10,881
Efron, B., Hastie, T., Johnstone, I., & Tibshirani, R. (2004) · The Annals of Statistics · doi:10.1214/009053604000000067 · Cited by 9,357
Another look at measures of forecast accuracy
Hyndman, R. J., & Koehler, A. B. (2006) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2006.03.001 · Cited by 5,757
A survey of cross-validation procedures for model selectionPreprint
Arlot, S., & Célisse, A. (2010) · Cited by 3,625
A survey of cross-validation procedures for model selection
Arlot, S., & Celisse, A. (2010) · Statistics Surveys · doi:10.1214/09-ss054 · Cited by 3,522
Testing for unit roots in autoregressive-moving average models of unknown order
SAID, S. E., & DICKEY, D. A. (1984) · Biometrika · doi:10.1093/biomet/71.3.599 · Cited by 3,418
Time Series Analysis, Forecasting and Control.
Kendall, M. G., Box, G. E. P., & Jenkins, G. M. (1971) · Journal of the Royal Statistical Society. Series A (General) · doi:10.2307/2344246 · Cited by 2,771
Cited by
Cross‐validation strategies for data with temporal, spatial, hierarchical, or phylogenetic structure
Roberts, D. R., Bahn, V., Ciuti, S., Boyce, M. S., Elith, J., Guillera‐Arroita, G., Hauenstein, S., Lahoz‐Monfort, J. J., Schröder, B., Thuiller, W., et al. (2017) · Ecography · doi:10.1111/ecog.02881 · Cited by 3,689
A note on the validity of cross-validation for evaluating autoregressive time series prediction
Bergmeir, C., Hyndman, R. J., & Koo, B. (2018) · Computational Statistics & Data Analysis · doi:10.1016/j.csda.2017.11.003 · Cited by 743
Self-citationGradient boosting machine for modeling the energy consumption of commercial buildings
Touzani, S., Granderson, J., & Fernandes, S. (2018) · Energy and Buildings · doi:10.1016/j.enbuild.2017.11.039 · Cited by 503
Evaluating time series forecasting models: an empirical study on performance estimation methods
Cerqueira, V., Torgo, L., & Mozetič, I. (2020) · Machine Learning · doi:10.1007/s10994-020-05910-7 · Cited by 485
Review and prospect of data-driven techniques for load forecasting in integrated energy systems
Zhu, J., Dong, H., Zheng, W., Li, S., Huang, Y., & Xi, L. (2022) · Applied Energy · doi:10.1016/j.apenergy.2022.119269 · Cited by 298
Metadata
- Authors
- Bergmeir, C., & Benítez, J. M.
- Venue
- Information Sciences
- Publisher
- Elsevier BV
- Published
- 2012-05
- Volume
- 191
- Pages
- 192-213
- ISSN
- 0020-0255 (ISSN-L)
- OpenAlex
- W1981780459
- Cited by
- 1,292
- References
- 48
- FWCI
- 11.54
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: On the use of cross-validation for time series predictor evaluation. https://app.cochat.ai/papers/10.1016/j.ins.2011.12.028
- The paper
- Bergmeir, C., & Benítez, J. M. (2012). On the use of cross-validation for time series predictor evaluation. Information Sciences. https://doi.org/10.1016/j.ins.2011.12.028
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
