On Thu, 23 Feb 2006, Amir Safari wrote:
> Calculation of Cross-Validation for SVM, with thoese time series which
> include negative and positive values ( for example return of a stock
> exchange index) must be different from a calculation of Cross-Validation
> with time series which includes just absolute values( for example a
> stock exchange index).
Not necessarily, depends on the type of data.
cross: if a integer value k>0 is specified, a k-fold cross
validation on the training data is performed to assess the quality of the model: the accuracy rate for classification and the Mean Squared Error for regression
i.e., MSE will be used.
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