Out-of-Sample Dataset

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An Out-of-Sample Dataset is a Dataset that is used in a Out-of-Sample Evaluation Task.



References

2019

1) Divide the available data on the target variable, [math]y_t[/math], (here we assume [math]y_t[/math] is stationary) and the proposed leading indicator,[math]x_t[/math] , (likewise we assume that [math]x_t[/math] is stationary) into two parts: the in-sample data set (roughly 80% of the data) and the out-of-sample data set (the remaining 20% of the entire data set).

2017