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

1 次查看（过去 30 天）
Danny
Danny 2014-9-26
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?

请先登录，再回答此问题。

采纳的回答

Roger Wohlwend
Roger Wohlwend 2014-9-26
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.

更多回答（0 个）

类别

在 Help Center 和 File Exchange 中查找有关 Hypothesis Tests 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by