Linked Questions
10 questions linked to/from Evaluate upper bound prediction results using classic error calculation instead of PI metrics
107
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What are the shortcomings of the Mean Absolute Percentage Error (MAPE)?
The Mean Absolute Percentage Error (mape) is a common accuracy or error measure for time series or other predictions,
$$ \text{MAPE} = \frac{100}{n}\sum_{t=1}^n\frac{|A_t-F_t|}{A_t}\%,$$
where $A_t$ ...
- 131k
2
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4
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Upper & lower bound of confidence interval of mean
Let's say that I want to compute confidence interval of mean for a purity of crystal. I know for fact that purity of any chemical substance cannot exceed 100%. How can I construct confidence interval ...
- 1,071
2
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1
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Why do percentage-based forecast error measures assume a meaningful zero?
I've seen this comment made in various textbooks and papers. For example, the online textbook by Rob J Hyndman and George Athanasopoulos states at http://otexts.com/fpp/2/5/ that
Another problem ...
4
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1
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Could a mismatch between loss functions used for fitting vs. tuning parameter selection be justified?
Could it make sense (and if so, under what circumstances) to define a penalized estimator based on one loss function but then select its tuning parameter (say, via cross validation) based on another ...
- 69.5k
0
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0
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Confidence Interval Upper and Lower Bound
As confidence interval says "95% confidence interval indicates that 19 out of 20 samples (95%) from the same population will produce confidence intervalS that contain population parameter.It means the ...
- 85
1
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1
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Why is the lower bound of the confidence interval of a model's error relatively constant compared to the upper bound? [closed]
I am interested in studying the effect of increasing data samples for a regression model on train error and test error. For this I have used 95% confidence intervals for different values of a sample ...
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2
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1
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Upper Bound and Lower Bound on Means when Distributions are bounded?
Suppose we have two different probability distributions $p, q$ defined on input $x \in [0,1]$. We know that for any value of $x$ in the domain, we have $\exp^{-a} \leq \frac{p(x)}{q(x)} \leq \exp^{a} $...
0
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1
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Upper Bound for Size of Prediction Interval
I was thinking of this problem, and I'm not sure if I'm right with this approach.
X is a R.V. with unknown distribution, bounded to the interval [a,b], with a < b and both finite. If I take a very ...
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2
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0
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imbalanced regression problem + lower bound prediction + custom error weighting
I'm looking for a simple approach (e.g. defining a new target label / sample weights and then using some off-the-shelf regressor with some standard objective) for the following problem:
I want to ...
- 3,360
0
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0
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Potential evaluation based on the coherence of predicted value with actual data
I have the following data over time:
that means data collected for a single variable like CPU usage in lowest, highest, and average mode over time every 5 mins (data granularity = 5mins) like the ...
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