Re: [R] Cross-validation in SVM

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Fri 24 Feb 2006 - 03:19:25 EST

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.

> How is it calculated for a return time series?

>From the man page of svm():

   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.
Z



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