thesIt » Stone 1974 http://lakm.us/thesit computer science research log in semi microbloging style Tue, 24 Aug 2010 21:34:55 +0000 http://wordpress.org/?v=2.9 en hourly 1 Stone 1974 is referenced in: Michaelsen … http://lakm.us/thesit/316/stone-1974-is-referenced-inmichaelsen/ http://lakm.us/thesit/316/stone-1974-is-referenced-inmichaelsen/#comments Sun, 22 Aug 2010 12:41:37 +0000 Arif http://xp-racy.lan/s2/?p=316 Stone 1974 is referenced in:
Michaelsen J. 1987. Cross-validation in statistical climate forecast models. J Climate Applied Meteorology, 26:1589-1600

1520-0450(1987)026-1589-cviscf-2.0.co;2.pdf

Set Z = z_{1}, z_{2},... , z_{1} consists of predictions and targets z_{i}=(x_{i}, y_{i})

A set of prediction rule \eta (x,Z) will be used to predict y0 from \eta (x_{0},Z)

Let Q(y_{i},\eta_{i}) be the accuracy.
by least squares this will usually (y_{i}-\eta_{i})^{2}
in other words expected Err is
Err= E[Q(y_{i},\eta(x_{0},Z))]

MSE

MSE= \sum_{i=1}^{n}Q(y_{i},\eta(x_{i},Z))/n

In cross validation
MSE_{(CV)}= \sum_{i=1}^{n}Q(y_{i},\eta(x_{i},Z_{(i)}))/n

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