I am a software engineer whose interests and passions lie in databases, distributed systems, big data processing as well as natural language processing. You can find my passion + learning / school projects messily dumped here (cos that's what repositories are for right), though its due for some committed progress and refactoring (tech debt is real 😳) and other messily strewn and half finished notes here on tech-related readings and exploits.
christopherliew / diebold-mariano-test Goto Github PK
View Code? Open in Web Editor NEWThis project forked from johntwk/diebold-mariano-test
This Python function dm_test implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions with modification suggested by Harvey et. al (1997).
License: MIT License