On the usefulness of cross-validation for directional forecast evaluation (Q1623514)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the usefulness of cross-validation for directional forecast evaluation |
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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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