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.
1,159 questions
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Expression of relative root mean squared error (RRMSE)
I have been wondering for quite some time about the expression of the relative root mean squared error, RRMSE, as it is been considered in the literature. First of all, there seems to be no clear ...
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Error about starting values fitting glm family=gamma in R
I ran a longitudinal pre-post study where, I exposed the participants to an intervention designed to increase their pro-climate behaviors. I recorded their initial pro-climate behaviors (...
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What is the reference model in the MA component of an ARIMA model?
The MA component in ARIMA is defined as a model that predicts values from the residuals (errors) of lagged observations.
But, how are those residuals calculated?
Of course they are obtained as the ...
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Estimates from low resolution measurements: The weight of a single almond
Christmas will be here before we know it, so we've started honing our christmas cookie baking skills. Today it was a madeleine variety, so almonds were involved. While weighing up the almonds the ...
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Decomposing forecast errors into shape and scale components
I'm working on a time series forecasting problem where I predict hourly demand values for each day (24 hours in total). I measure the error of my predictions at the day-level using the Mean Absolute ...
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Statistical Error in Simple Linear Regression
I want to start off this question by saying that I'm looking for more of a conceptual understanding of this term in a simple regression model, not a mathematical one.
In econometrics, simple linear ...
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When to use residuals vs error propagation in curve fitting
I am trying to fit the data $t, y$ to a $t=0$ intercept point $y_0$ using the following model:
$$y = a \ln{(t+30)} + b \\ y_0 = a \ln{30} + b$$
I have two different methods of calculating the error on ...
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High SE in Binomial distribution [duplicate]
probably a dumb question, but im working on housefly mortality related to different tratments and im trying to run a ANOVA with binomial distribution comparing these treatments.
The thing is that i ...
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Fair comparison method for a biased physics-based model and its ML-correction version
I'm working with two prediction models:
A calibrated physics-based model that consistently overestimates and has a fixed bias.
An XGBoost model that predicts the error of the physics model to create ...
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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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How do you calculate a confidence interval if you only have an error for each input?
I have made a model (a python script), which takes as its input a scalar value $C_d$, and outputs a vector $\vec{u}$. I also know the 'real' output $\vec{u}^{\text{actual}}$ , which is calculated from ...
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Machine learning benchmarks: MAE, RMSE, and R-squared
I'm working on a machine learning problem, and I'm having trouble interpreting different measures of model performance. I have a single dependent variable (proportion change between two treatments, ...
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The error-rate in "The elements of statistical learning"
This picture is from the book "the elements of statistical learning":
I am wondering how the test-error rate is calculated based on how the describe the simulation at the start? How do they ...
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Error propagation: How to sum errors over 2D grid?
I have a dataset with worldwide mass change data and their uncertainty from glaciers. Both have dimensions 720,360,45 with the first two dimensions 'i,j' (lat,lon) coordinates and the third dimension '...
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Test and Train RSS in OLS model
I encountered the following true/false question:
Given a train sample with $\ N $ observations and OLS model fitted on that
sample, the RSS of the train sample will be less than or equal to the
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Interpolation of errors from model predictions over time-series
I have a regression model:
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Difference in margin of error for boostrap and parametric approaches in survey
I'd like to know if using a bootstrap-derived margin-of-error for a simple survey is appropriate. I'm worried that the estimate is too small. I've pasted the code below for both approaches for context....
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In linear regression, does the formula for error contain the marginal expectation or conditional expectation?
In linear regression, let $\epsilon_i$ be the $i$th error term. Is the formula for $\epsilon_i$
$\epsilon_i = Y_i - E(Y_i)$
or
$\epsilon_i = Y_i - E(Y_i | X_i = x_i)$?
I have seen both definitions....
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How to compute relative error of multi-dimensional time-series?
I have written a python script that uses a variety of different integrators to simulate the gravitational N-body problem. I would like to compare the positions obtained from my simulation to the ...
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How to handle seasonality when using relative errors
I am using a model that forecast predictions for DAUs (daily active users). The DAU dataset is seasonal, so I'm trying to figure out the right "error" function for my model.
(The model I'm ...
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how to calculate overall RMSE accumulated during several processing steps
I have a digital terrain model (DTM) downloaded from NASA's SRTM dataset at a resolution of 1 arc second covering Spain and France. This has a stated RMSE of 9.73m [output 1]
I projected this to ...
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Statistical error analysis of vector data
Reaching equilibrium in a Monte Carlo simulation often refers to a state where the system has evolved sufficiently such that its statistical properties no longer change significantly with additional ...
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how to compute clustering error properly
true = c(1,1,1,2)
pred1 = c(1,1,2,2)
pred2 = c(1,1,2,3)
Suppose my dataset has two clusters, after using two clustering algorithms, one gives pred1 and the other ...
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How do I combine the error when multiplying a number by a proportion [closed]
I wish to know how many seals are in an area. Seals have been counted in a portion of the area, once each month over multiple years. Separately, several seals in the area have been fitted with GPS ...
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Error propagation. Simpler average errors
I am designing a lab practicum to study error propagation. Let's suppose I will measure $x \pm\varepsilon_x$ and $y \pm \varepsilon_y$, where $\varepsilon_x = \varepsilon_y = \varepsilon$ for ...
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How does non-collapsibility and the lack of an error term affect coefficients in regression
I have read from here that in nonlinear models such as the logit and Cox, because of a lack of an error term, coefficients may be biased (typically towards zero) when covariates are omitted; I see how ...
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Drawing error bars on a position vs time chart where st. dev. is for vectors and not total position
I have the following data for a position versus time analysis.
Note that the total distance is just the sum of the mean vector distances. I want to show the error bars on a chart of total distance vs ...
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Symmetric AND Weight MAPE Calculation
I'm responsible to forecast a portfolio of consumer products on a monthly basis, and in calculating forecast accuracy, I'm lead to the MAPE (Mean Average Percent Error), which is useful, but has, ...
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Source of error in Linear Regression?
Suppose we are given n data points (observations) for random variable Y and variable X. We are to find regression equation of Y on X. As I’ve read these given values of Y (observations) are ...
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Residuals and "error terms" in time series
I'm self-studying and I see “residuals” seems to be what is left, after we take away non-random components. So if we have additive decomposition :
$$ Series = Constant + Trend\text{ }_t + Seasonality\...
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OLS: do we test the residuals for normality *because* then the error terms can be assumed normal, too? Is there proof for this?
There are lots of resources out there that mix up residuals with errors, using the terms interchangeably, or saying "residual errors", or not acknowledging the existence of errors at all. (...
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Error of prediction from linear regression in R [closed]
I have an equation:
$$
\large
y = 0.243x + 0.145
$$
In the form:
$$
\Large
y = ax + b
$$
I use it to predict $y$ when $x = 2$. To estimate the distribution around $\hat{y} = 0.631$ I need an estimate ...
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How report Standar error of measurement (SEM)? [closed]
How report standard error of measurement (SEM)? Always with "±" due is a range?
user397498
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Estimating number of occurrences of binomial tests
I have data representing a counting of the number of successes in a series of $n$-trial binomial experiments, however each experiment might have a different $n$ and is unknown.
So, if I for example ...
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How to calculate the uncertainty of fitting parameter in a nonlinear model
I have a cost function which is:
(F(X,B)-Y)*(F(X,B)-Y)
F is my model, B are my fitting ...
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Modelling the residuals of a model as a function of an external variable in order to assess its effect on the errors of the model?
I am working with field variables and telemetric variables. The dataset is composed of geographical locations for which i have both types of data. Amongst these field data, some are of interest, to be ...