On the usefulness of cross-validation for directional forecast evaluation (Q1623514)
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scientific article; zbMATH DE number 6983969
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the usefulness of cross-validation for directional forecast evaluation |
scientific article; zbMATH DE number 6983969 |
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On the usefulness of cross-validation for directional forecast evaluation (English)
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23 November 2018
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blocked cross-validation
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out-of-sample evaluation
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forecast directional accuracy
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Monte Carlo analysis
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linear models
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0.8661129
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0.8641385
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0.84917617
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0.84423184
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0.8330877
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0.83247566
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0.8322619
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