arXiv stat.ML
· Papers
Model selection with proper scoring rules on data sets of time series
arXiv:2606.24715v1 Announce Type: new Abstract: We consider the problem of model selection between probabilistic models on data sets of time series. Chosen a proper scoring rule, we denote by the term textit{score} the average value of the scoring rule on the test of an individual time series. For model selection, we