C. Parameters of recursive optimizing and testing procedure

This appendix presents the parameter values of the recursive optimizing and testing procedures applied in section 3.7. The two parameters are the length of the training period, TR, and the length of the testing period, Te. The following 36 combinations of training and testing periods, [Tr,Te], are used:
Train Test
5 1
10 1
21 1
42 1
63 1
126 1
252 1
10 5
21 5
42 5
63 5
126 5
252 5
21 10
42 10
63 10
126 10
252 10
Train Test
42 21
63 21
126 21
252 21
63 42
126 42
252 42
126 63
252 63
252 126
504 126
736 126
1008 126
1260 126
504 252
736 252
1008 252
1260 252


145