Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
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To ensure a valid and realistic evaluation, the cross-validation approach deleted 10 samples on either side of the test set block to account for temporal dependency.
“To ensure a valid and realistic evaluation of the model [59], we therefore deleted h samples on either side of the test set block. In our case, we chose h=10 since we included up to 10 preceding samples in the feature calculation (see Section 4.3).”
From Detecting Developers' Task Switches and Types (2022) · cites this paper as [59]
Cites
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Detecting Developers' Task Switches and Types
Meyer, A. N., Satterfield, C., Zuger, M., Kevic, K., Murphy, G. C., Zimmermann, T., & Fritz, T. (2022) · IEEE Transactions on Software Engineering · doi:10.1109/tse.2020.2984086 · Cited by 14 · see citing works
“To ensure a valid and realistic evaluation of the model [59], we therefore deleted h samples on either side of the test set block.”
Method
- Authors
- Racine, J.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2000-11
- Volume
- 99
- Issue
- 1
- Pages
- 39-61
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2014828134
- Cited by
- 205
- References
- 25
- Citations by year
- 2026: 13 · 2025: 12 · 2024: 13 · 2023: 21 · 2022: 19 · 2021: 18 · 2020: 23 · 2019: 14 · 2018: 16 · 2017: 4 · 2016: 7 · 2015: 6 · 2014: 5 · 2013: 8 · 2012: 7
- FWCI
- 0.00
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Econometrics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
- Keywords
- model selection, cross-validation, leave-one-out cross-validation, correlated data, asymptotic consistency, asymptotic optimality, stationary time series, predictive power
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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