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ms_jv
2007 May 25
0
Off topic: S.E. for cross validation
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
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Gad Abraham
Department of Mathematics and Statistics
The University of Melbourne...