# 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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### 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 ...
• 133
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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 ...
• 133
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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 ...
• 363
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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 ...
37 views

### 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 ...
• 151
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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 ...
• 68.6k
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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 ...
• 121
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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, ...
• 363
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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 ...
• 131
1 vote
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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....
• 165
1 vote
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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....
• 163
1 vote
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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 ...
33 views

### 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 ...
• 207
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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 ...
25 views

### 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 ...
• 741
1 vote
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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 ...
• 11
1 vote
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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, ...
• 11
1 vote
83 views

### 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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• 390
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### Compute Sample Size for Specific Margin of Error & Confidence Level

I have a population that is in size equals to 65,536. The population follows a uniform distribution and is composed of discrete, ordered integer numbers. From this population I wish to identify the ...
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### Warning message: glm.fit: algorithm did not converge and diagnose perfect separation [duplicate]

model raises a warning: glm.fit: algorithm did not converge. One of the suspected causes of this error in the model could be due to perfect separation (source: https://www.bookdown.org/rwnahhas/RMPH/...
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I have time-series data $\{Z_{[t]}\} = Z_t, Z_{t-1}, ..., Z_1$ of length $L$, and I would like to estimate a model for the $\{Z_{[t]}\}$ so I can forecast $Z_{t+1}$ as a function of a number of its ...
I am working on a measurement system which tries to measure the distance between two values i.e $\Delta F=F_1-F_2$. Where $F_1, F_2$ are the values I actually measure. I have set up a Monte Carlo ...