AR1 is not evaluated correctly on the test partition
|Reported by:||gkronber||Owned by:||gkronber|
The AR1 model should regress on the previous model outputs in the test set (therefore the name auto-regressive).
Currently the AR1 model uses the actual value of the target variable at t-1 even on the test partition.
This is also true for the symbol "auto-regressive variable" for symbolic time-series modeling.
Change History (15)
Changed 16 months ago by gkronber
comment:3 Changed 13 months ago by gkronber
- Milestone changed from HeuristicLab 3.3.14 to HeuristicLab 3.3.x Backlog
comment:11 Changed 3 months ago by gkronber
- Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 3.3.15
comment:13 Changed 3 months ago by gkronber
- Owner changed from gkronber to mkommend
- Status changed from accepted to reviewing