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DataSplit for Advise #483044
04/26/21 18:34
04/26/21 18:34
Joined: May 2015
Posts: 389
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
Senior Member
G

Joined: May 2015
Posts: 389
Czech Republic
Hi,


do you anybody know, if this work?
Code
  set(RULES);
  DataSplit = 90; // 90% training, 10% test


In the manual I see only set(PARAMETERS);

Is a possible set for FCE advise
|...TRAIN DATA..|...TEST..|

TEST ... testing like forward

Thanks

Re: DataSplit for Advise [Re: Grat] #483204
05/10/21 17:32
05/10/21 17:32
Joined: May 2015
Posts: 389
Czech Republic
G
Grat Offline OP
Senior Member
Grat  Offline OP
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G

Joined: May 2015
Posts: 389
Czech Republic
nobody?

Re: DataSplit for Advise [Re: Grat] #483216
05/11/21 10:40
05/11/21 10:40
Joined: May 2021
Posts: 3
Zürich
T
TimmiHendrix Offline
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TimmiHendrix  Offline
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T

Joined: May 2021
Posts: 3
Zürich
What are you using this for and could you elaborate a bit more?


As I read it from the manual it says:

"Splits the simulation in a training period (given in percent) and a following test period. F.i. when set at 60, the training period has a length of 60% and the test period has a length of 40%. This works with or without WFO and ensures that the test always uses out-of-sample data."


So, if you are asking if

DataSplit = 90;

will split your data into 90% training data and 10% test data, then yes.


Best regards

Tim


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