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Time-series CV
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273.
Expanding vs Rolling Window CV
medium
What is the difference between expanding window and rolling window cross-validation for time series?
A
Expanding window is used for stationary series; rolling window is required when the series has a trend or seasonality
B
Expanding window evaluates the model on all future horizons simultaneously; rolling window evaluates one step at a time
C
Expanding window grows the training set with each fold; rolling window maintains a fixed training length by dropping oldest data
D
Expanding window uses all future data for validation; rolling window uses only the next observation per fold
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