Diebold–Mariano of two validations' QLIKE terms on the origins both
scored — model against model, where each validation's own test is against
its baseline (the weighted forecast's models, for one). overlap is
⌈horizon/step⌉ of the walk-forward they share.
Diebold–Mariano of two validations' QLIKE terms on the origins both scored — model against model, where each validation's own test is against its baseline (the weighted forecast's models, for one).
overlapis ⌈horizon/step⌉ of the walk-forward they share.