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Ideally, the calibration window should include a single trend which can be modelled by at least one of the candidate models. In practice, this may require selecting a subset of the most recent data, e.g. 6 weeks prior to the prediction window. We might add an optimisation procedure to get the best suited calibration window, e.g. based on absolute fit.
The text was updated successfully, but these errors were encountered:
Ideally, the calibration window should include a single trend which can be modelled by at least one of the candidate models. In practice, this may require selecting a subset of the most recent data, e.g. 6 weeks prior to the prediction window. We might add an optimisation procedure to get the best suited calibration window, e.g. based on absolute fit.
The text was updated successfully, but these errors were encountered: