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.

 

 

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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.