Hi,
I'm performing (blocked) 10-fold cross-validation of a several time
series forecasting methods, measuring their mean squared error (MSE).
I know that the MSE_cv is the average over the 10 MSEs. Is there a way
to calculate the standard error as well?
The usual SD/sqrt(n) formula probably doesn't apply here as the 10
observations aren't independent.
Thanks,
Gad
--
Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne
Parkville 3010, Victoria, Australia
email: g.abraham at ms.unimelb.edu.au
web: http://www.ms.unimelb.edu.au/~gabraham
