Can anyone give or redirect to a source where I could see a simple example of the usage of the CROSSVAL function in MATLAB, where the prediction function is either AR or ARX function?
I cannot find examples from the MATLAB's documentation or the web…
EDIT:
I'm using time series data on temperatures, wind speed, nitrogen oxyde, etc. to construct an AR forecast model on the air conditions.
My professor just adviced to me use cross validation to check how well my model does its work.
I'm new in Matlab and data analysis so I can't give very deeply analyzed answers.
What I'm trying to do is the following:
I have a bunch of data on air conditions in a vector (integers corresponding to for example temperatures) and I try to create an AR model with this data. Now I want to use cross validation to see how well the model is doing forecasting, but I would like to see an example how this is done =)
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