Tag Archives: overfitting

Benchmarking from VZ Pseudoproxies

Von Storch et al 2004 advocated using climate models to generate pseudoproxies to test the properties of proposed multivariate methods. Hardly unreasonable. I might argue that these are long-winded ways of generating proxy series with certain kinds of temporal and spatial covariance structures, but there’s much to be said for testing methods on some standard […]

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