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I'm not sure I understand the difference in why one would want to add
data to the confirmation phase and not the selection phase or is that
your flavor of OOS testing ? That aside for a moment if as you say
criteria 3-5 work better with more data then wouldn't one want to
anchor some beginning point in time long ago like 1971 or whatever
and use all data from then up through current POSSIBLY leaving some
segment out for OOS testing ? and then as time goes along include
more recent data as in sample for re-evaluation of the systems
robustness and issue selection and confirmation ?
Note: I'm not trying to be picky here, I'm only trying to understand
your thinking which in at least SOME ways appears to be getting
closer to my own.
> When you say issue selection, are you talking about the nomination
or
> the confirmation part? If confirmation, it would be better to *add*
> the new data in as they become available because criteria 3-5 (when
> used for robustness or confirmation) inherently work better (within
> limits) with more data. If nomination (for example using an
> algorithm)maybe but I doubt it because I've never been able to wring
> much advantage out of OOS techniques (with data that exists) and
that
> sounds like a twist on OOS if I understand you correctly. But still
> worth looking into. I've been surprised before.
>
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