It does this by comparing the prediction glitches of the two types more than a specific period. The take a look at checks the null hypothesis that the two styles possess the identical general performance on regular, versus the alternative that they do not. Should the check statistic exceeds a essential worth, we reject the null hypothesis, indicating that the primary difference while in the forecast precision is statistically substantial.
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, is surely an extension of the Gaussian random stroll procedure, wherein, at each time, we may perhaps take a Gaussian move using a chance of p or stay in the exact same point out by using a chance of 1 ??p
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