Bonsoo Koo

A note on the validity of cross-validation for evaluating autoregressive time series prediction

Rob J. Hyndman, Rob J Hyndman, Christoph Bergmeir, 2018, Comput. Stat. Data Anal..

Regularized Regression for Hierarchical Forecasting Without Unbiasedness Conditions

Souhaib Ben Taieb, Bonsoo Koo, B. Koo, 2019, KDD.

A Note on the Validity of Cross-Validation for Evaluating Time Series Prediction

Rob J. Hyndman, Rob J Hyndman, Christoph Bergmeir, 2015 .

Indirect inference for locally stationary models

David T. Frazier, Bonsoo Koo, 2021, Journal of Econometrics.

Loss-Based Variational Bayes Prediction

David T. Frazier, Gael M. Martin, Ruben Loaiza-Maya, 2021 .