performance_estimation

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Performance Estimation

This repo contains the code and datasets used for the experiments carried out in the context of the following paper:

Cerqueira, Vitor, Luis Torgo, and Igor Mozetič. "Evaluating time series forecasting models: An empirical study on performance estimation methods." Machine Learning 109.11 (2020): 1997-2028.

Issues

The script perfestimation-synthetic.r is only ran for a specific (dataset, algorithm) pair. You need to change those to get the results for a different pair.

Contact

For any suggestion or comment on the repo please contact me at [email protected]