Latysh, E., & Koshulko, O. (2012). Testing k-value in k-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds. Індуктивне моделювання складних систем.
Chicago Style (17th ed.) CitationLatysh, E., and O. Koshulko. "Testing K-value in K-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds." Індуктивне моделювання складних систем 2012.
MLA (8th ed.) CitationLatysh, E., and O. Koshulko. "Testing K-value in K-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds." Індуктивне моделювання складних систем, 2012.
Warning: These citations may not always be 100% accurate.