Backtesting Time Series | Tangent Works - Advanced Forecasting

Time for Time Series - 25 August 2022

Backtesting Time Series

Backtesting – the act of building a model on a set of historical data and evaluating it on another set of historical data – is essential if you want to get a clear view of how a model would behave in real production scenarios. Established and straightforward techniques such as k-fold cross validation do not translate to time series analysis, but the need for validation still exists.

Learn how TIM approaches backtesting on time-series data, and how you can use TIM to perform backtesting and interpret the results yourself.




Time for Time Series dives into specific features and looks at general functionalities in TIM, as well as covering many topics related to time-series analysis. We welcome everyone, from managers to data scientists, to get to know TIM and to ask your questions to our experts during the live Q&A.

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