What are MATLAB tests to check predictive performance of a fitted model?

A model that fits data well does not necessarily imply that it will forecast well. I know cross validation is one method for checking forecasting strength rather than fit strength. Are there any additional tests that MATLAB can do besides crossval that tests the ability of a model to forecast?

Answer 1

[Roger Wohlwend]

No, Matlab does not offer any functions to test the predictive performance. I don't even use Matlab's cross validation function. After studying some textbooks I implemented my own functions to test the predictive performance. I am afraid you have to do the same.

[Danny]

Thanks for the answer! Are there any texts that come to mind for checking predictive performance?