Posted By: Petra
Anchored WFO test - 08/29/12 07:01
If WFO training always starts with the oldest data, you have more data for training.
Posted By: jcl
Re: Anchored WFO test - 08/31/12 13:00
I'll put that on our list. However anchored optimization gives up one of the WFO advantages, which is adaption to the current market situation.