Bergmeir, Christoph; Costantini, Mauro; Benítez, José M. - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 132-143
The usefulness of a predictor evaluation framework which combines a blocked cross-validation scheme with directional accuracy measures is investigated. The advantage of using a blocked cross-validation scheme with respect to the standard out-of-sample procedure is that cross-validation yields...