home/glossary/Back-Testing

Back-Testing

nounid 4755·updated Aug 28, 2026
verified

A form of outcomes analysis that involves the comparison of actual outcomes with modeled forecasts during a development sample time period (in-sample back-testing) and during a sample period not used in model development (out-of-time back-testing), and at an observation frequency that matches the forecast horizon or performance window of the model.

Attested in

No recorded attestations. They are written when an MWE tagging stage is completed, stamped with the pack version and the document’s digest.

Classifications

Entity Type

Process80%llm-generatedllm:claude-haiku-4-5

Sensitivity

Regulated75%llm-generatedllm:claude-haiku-4-5

Information Class

60%llm-generatedllm:claude-haiku-4-5

Variants

plural
Back-Testings
possessive
Back-Testing's
pluralpossessive
Back-Testings'

Framework definitions

Comptroller's Handbook: Model Risk Management, Version 1.01 senseview framework →
§1
A form of outcomes analysis that involves the comparison of actual outcomes with modeled forecasts during a development sample time period (in-sample back-testing) and during a sample period not used in model development (out-of-time back-testing), and at an observation frequency that matches the forecast horizon or performance window of the model.
Legacy lexicon import1 senseview framework →
§1 · legacy_primary
A form of outcomes analysis that involves the comparison of actual outcomes with modeled forecasts during a development sample time period (in-sample back-testing) and during a sample period not used in model development (out-of-time back-testing), and at an observation frequency that matches the forecast horizon or performance window of the model.
DR-088 backfill from the noun definition column

Outgoing relationships

No outgoing triples
This term is not the subject of any RDF-style relationship yet.

Incoming relationships

No incoming triples
No other term currently asserts a relationship to this one.