Timeline for Minimizing Curve fit for predictive model
Current License: CC BY-SA 3.0
11 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 13, 2015 at 8:17 | comment | added | Aleksandr Blekh | Awarding the bounty to my answer is much appreciated! :-) | |
| S Mar 13, 2015 at 7:43 | history | bounty ended | CommunityBot | ||
| S Mar 13, 2015 at 7:43 | history | notice removed | CommunityBot | ||
| Mar 6, 2015 at 22:28 | vote | accept | user1234440 | ||
| Mar 5, 2015 at 11:25 | answer | added | Aleksandr Blekh | timeline score: 2 | |
| Mar 5, 2015 at 10:59 | comment | added | Aleksandr Blekh | You're welcome. I don't have practical experience with ensemble methods so far, so couldn't be of much more help. I'm sure other people will share their opinion on this topic, which I find quite interesting. I will add more information as answer to simplify formatting. | |
| Mar 5, 2015 at 10:20 | comment | added | user1234440 | Thanks for the note. I was more curious in whether curve fitting, a bad practice, can be partially alleviated when we combine them into an ensemble. From my experience, if individual models themselves do not have predictive ability out of sample, their aggregate performance taken together usually don't improve forecasting ability. I may be wrong though. | |
| Mar 5, 2015 at 7:39 | comment | added | Aleksandr Blekh | Perhaps, you could use ensemble methods. Also, feel free to take a look at my answer on model averaging - you might find it helpful, as it contains additional information. | |
| S Mar 5, 2015 at 6:22 | history | bounty started | user1234440 | ||
| S Mar 5, 2015 at 6:22 | history | notice added | user1234440 | Draw attention | |
| Mar 2, 2015 at 0:25 | history | asked | user1234440 | CC BY-SA 3.0 |