What are MATLAB tests to check predictive performance of a fitted model?

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Danny 2014-9-26

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评论： Danny 2014-9-27

A model that fits data well does not necessarily imply that it will forecast well. I know cross validation is one method for checking forecasting strength rather than fit strength. Are there any additional tests that MATLAB can do besides crossval that tests the ability of a model to forecast?

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Answer 1

Roger Wohlwend 2014-9-26

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No, Matlab does not offer any functions to test the predictive performance. I don't even use Matlab's cross validation function. After studying some textbooks I implemented my own functions to test the predictive performance. I am afraid you have to do the same.