Question: Performance on Training and Validation Data. Two different models were fit to the same time series. The first 100 time periods were used for the
Performance on Training and Validation Data. Two different models were fit to the same time series. The first 100 time periods were used for the training set and the last 12 periods were treated as a hold-out set. Assume that both models make sense practically and fit the data pretty well. Below are the RMSE values for each of the models:
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