Back-Testing
nounid
4755·updated May 18, 2026verified
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.
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
- §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.
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