[HN Gopher] A Time Series Apologia
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       A Time Series Apologia
        
       Author : jmount
       Score  : 16 points
       Date   : 2023-05-07 23:38 UTC (23 hours ago)
        
 (HTM) web link (win-vector.com)
 (TXT) w3m dump (win-vector.com)
        
       | TylerE wrote:
       | Perhaps better to link just directly to the actual article rather
       | than the borderline blogspam?
        
       | conformist wrote:
       | This is a nice and surprisingly important distinction that
       | matters a lot in practice:
       | 
       | > Notice we get good out of sample performance. If we are judging
       | on quality of out of sample predictions (and not on system
       | identification or inference) then direct fitting k-step out
       | predictors looks like a justifiable strategy.
        
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       (page generated 2023-05-08 23:01 UTC)