Questions tagged [error]
The error of an estimate or prediction is its deviation from the true value, which may be unobservable (e.g., regression parameters), or observable (e.g., future realizations). Use the [error-message] tag to ask about software errors.
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Subtraction of Monte Carlo integrals - Catastrophic cancellation
I am attempting to estimate a quantity $Q$ which is given by the difference between two functions of Monte Carlo integrals over some set of points $\{x_i\}_{i=1}^N$, call the estimator $\hat{Q}$:
$$ \...
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How can I find the margin of error of the extrema point?
I create a 4th or 5th degree fit curve to find the extrema point of distribution. However, how will I calculate the margin of error of the extrema on x values? Is there any statistical method or ...
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How do I calculate the error on the extrapolation of a double natural log fit? [duplicate]
I am writing software in Python that tries to fit a data set $t, y$ to the function $y = a \ln(pt) - b \ln(qt)$ and solve for the value of $y$ at $t=30$, denoted $y_0$, and its error $\sigma_{y_0}$.
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Can't understand this expression used for quantifying error during gradient checking
I was going through Andrew Ng's course 2 in 'Deep Learning specialization' wherein he talks about gradient checking using two sided distance for approximation.
My question is more about the choice of ...
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How to measure the error on extrapolation from a double log fit? [duplicate]
I am writing residual gas analysis mass spectrometry software in Python. One of the functions of this software is to take the raw mass spec intensity data, $y$, and timestamps $t$, and fit them to the ...
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Calculating error on a double natural log fit
I am writing residual gas analysis mass spectrometry data reduction software in Python. The evolution of gas intensity $y$ over time $t$ in the mass spec is roughly a double natural logarithmic ...
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What is the error on the weighted mean?
I am combining bins in the histogram. I have some code that uses this formula to calculate the error on the weighted mean:
$$\sigma = \frac{\sqrt{\sum \frac{w_{i}(w_{i}\sigma_{i}^{2}+x_{i}^{2})}{\sum ...
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Testing the difference between two Root Mean Square Error values for statistical significance [duplicate]
I would like to compare the predictive power of 2 models. The models are meant to model count data and respective probabilities. I am using two metrics as means of comparison:
Root Mean Square Error
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Is Mean Square Prediction Error acceptable to use if predicted values are continuous but actual observed values are discrete?
I would like to compare the predictive power of 2 models. The models are meant to model count data, so the actual observed values are discrete. However both models are designed such that they output ...
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How to determine the confidence intervals for the principal axes of a second-rank tensor?
The question in short: How does one estimate the confidence intervals for the principal axes of a second-rank symmetric tensor when the measurement errors are themselves a function of the values of ...
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Time series : Is SARIMA(p, 0, q)(P, 0, Q) a non-stationary model?
If the data is well explained without any differencing or seasonal differencing but requires some seasonal AR and MA terms, can we say that the data is stationary? I thought SARIMA was designed to ...
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Validating binary prediction model
Suppose we have a model that predicts for binary event $e$ ($0$ or $1$) with a single output $p$ (the expected probability $e$ occurs).
If we are able to compare $p$ with the true value of $e$ ($0$ or ...
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Errors and residuals in simple exponential smoothing (state space form) in FPP textbook
I am reading Hyndman & Athanasopoulos "Forecasting: Principles and Practice" 2nd edition (FPP2). (I am aware that 3rd edition exists.) In the chapter about exponential smoothing, section ...
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How to measure the error between modeled and observed data?
Consider a scenario where observed data is represented in grey and modelled data in red, as below
Here, the x-axis is a position, and the y-axis is an expected time, so that the slope defines, in a ...
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How can I provide meaningful commentary about the uncertainty associated with a population estimate drawn form individual ML predictions?
Context: Suppose a team develops a prediction model that predicts the presence of a condition for a given individual. This model is trained and externally validated before being picked up by a ...
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