How to Implement Time-Series Cross-Validation in MATLAB Lasso?
I am trying to apply rolling cross-validation (or expanding window cross-validation) in MATLAB using the lasso function for time series data. I found the tspartition function, which seems suited for time series partitioning, but I am encountering an error when trying to use it with lasso.
How to Implement Time-Series Cross-Validation in MATLAB Lasso?
I am trying to apply rolling cross-validation (or expanding window cross-validation) in MATLAB using the lasso function for time series data. I found the tspartition function, which seems suited for time series partitioning, but I am encountering an error when trying to use it with lasso.