Cross-Correlation of the Residuals (CCR) Validation

The CCR analysis checks the cross-correlation of the residuals.

Note  

CCR Validation is only available if you have activated the Advanced Settings.

  • Model > CCR Validation > Residuals * Data

    * = Training or Test

    Shows the auto-correlation of the prediction's residuals regarding the training or test data. The desired behavior is an exponentially decreasing correlation with a correlation of 1.0 at time lag 0.

  • Model > CCR Validation > Residuals and Inputs * Data

    * = Training or Test

    The expected cross correlation between the residuals and the inputs is zero, without any significant peaks.