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