Bergmeir, Christoph; Costantini, Mauro; Benítez, José M. - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 132-143
accuracy measures is investigated. The advantage of using a blocked cross-validation scheme with respect to the standard out … data. In order to quantify the gain in precision when directional accuracy measures are considered, a Monte Carlo analysis … information the directional accuracy measures contain due to their binary nature. …