Message-ID: <Pine.LNX.4.58.0602231717050.17370@thorin.ci.tuwien.ac.at>
Date: 2006-02-23T16:19:25Z
From: Achim Zeileis
Subject: Cross-validation in SVM
In-Reply-To: <20060223143142.93005.qmail@web60413.mail.yahoo.com>
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