Can I use cross-validation for time series data?
Yes, you can use cross-validation for time series data, but it requires a specific approach.
What is the difference between regular cross-validation and time series cross-validation?
Regular cross-validation randomly splits the data, while time series cross-validation respects the temporal order of data.
How do I implement time series cross-validation in Python?
You can use libraries like scikit-learn with TimeSeriesSplit or create your own custom split function.
Are there any specific metrics I should use for evaluating time series models?
Common metrics include Mean Absolute Error (MAE), Mean Squared Error (MSE), and Root Mean Squared Error (RMSE).
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