Approximate leave-future-out cross-validation for Bayesian time series models

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Approximate leave-future-out cross-validation for Bayesian time series models

Year of publication

2020

Publication type

A1 Journal article –refereed

Authors

Bürkner, Paul Christian; Gabry, Jonah; Vehtari, Aki

Organizations and authors

Aalto University

Vehtari Aki Orcid -palvelun logo

Bürkner Paul-Christian

​Publication forum

61713

​Publication forum level

1

Other information

Fields of science

Computer and information sciences

Open access

Yes

Language

English

International co-publication

Yes