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

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Danny
Danny 2014 年 9 月 26 日
コメント済み: Danny 2014 年 9 月 27 日
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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Roger Wohlwend
Roger Wohlwend 2014 年 9 月 26 日
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.
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Danny
Danny 2014 年 9 月 27 日
Thanks for the answer! Are there any texts that come to mind for checking predictive performance?

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