# 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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### How to find percent of error? [closed]

I set the temperature of system as max-min at 14-17 degree celsius. and the collected data from system as follows. 14.9 20.1 16.7 16.2 16.1 17.8 18.7 19.4 17.2 15.8 15.4 15 14.8 14.5 14.6 14.6 14.6 14....
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### Understanding error in bayesian inference

Let us say we have: Data $X$ Parameter that we are trying to estimate is $\Theta$ The Bayesian estimation method is to Assume a prior on $\Theta$ Sample $x$ from $X$ Use Bayes theorem. Compute the ...
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### What are some good relative regression metrics?

Which relative regression metrics exist? What are their strengths and weaknesses? In what case do you use each? --> Bonus point if they are already/easily implemented in Scikit-Learn. I have a ...
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### Given a particular target imbalance, how can we predict the macro precision and recall of a model trained on random normal data?

The micro precision of a random classifier, give a positive class probability of p, should be p/p+N where N is the number of samples. And the micro recall should just be p. To test this, I generated a ...
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### How do measurement errors propagate into Percentiles?

I have a measurement systems that outputs $X_i + dX_i$ measurements. I'm trying to figure out the most correct way of estimating quality of measured device. The relative error $dX_i/X_i$ is normally ...
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### MAPE does not take into account the range of the output?

I have a time-series regression model where the output is always in the range of 6000-6050. After training my model, I get a Mean Absolute Error of around 18 and hence, very low Mean Absolute ...
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### Variance of random walks in time series analysis [duplicate]

“For a random walk stochastic process, the variance is infinite.” Do you agree? Why?
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### special form of a paired design (very small, unbalaned)

I am trying to figure out how to analyze following design. Suppose three samples are taken from the starting material of an experiment which will be performed at larger scale (LS). The same ...
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### Metric that quantifies 0-centered error throughout the entire range of the data?

Say I am selecting between models, and I especially value mean-0 error throughout the entire range of the data. I am looking for metrics that specifically capture this property. For example, take the ...
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### Taking the logarithm of observational errors

I have a set of observational measurements, each with their unique +/- observational error. I need to take the logarithm of this set of data. My question is, to include the error bars in the logarithm ...
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### Equal Error Rate in Hidden Markov Models for Speaker Recognition

I was asked to report the Equal Error Rate (EER) for my speaker recognition proposal. I trained one HMM for each speaker. To evaluate, I introduce the input of an speaker in both models and classify ...
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### Error on X having Y(X) greater equal to some constant A

There is a variable $Y(X)$ as a monotone increasing function of $X$, and there is an error data of $Y$. I want to find the minimum $X$, satisfying $Y(X)\geq A$. What will be the error on $X$ in this ...
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### How can I minimize forecasting error in 100 probably correlated time series data streams with incomplete data from each one?

Suppose that I have 100 restaurants with identical menus and ingredients they need to procure to stay in business. Let’s assume that they have 100 menu items per restaurant and 500 ingredients in ...
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### Mean of Relative Error Vs. Coefficient of Determination

Consider we have a method that estimates a specific parameter. We want to find the accuracy of this method and we have 10 samples (these samples include the true values of the parameters and their ...
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### Is it wrong to run a Random Forest on high-dimensional, sparse, and unbalanced data?

I am learning about random forests, and I have been testing using R. I have doubts about whether I am doing something wrong given that my data are: sparse, high-dimensional, and unbalanced. Trying to ...
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### Standard Error on the Mean for Asymmetric Distributions

Gaussian - symmetric case: consider a statistically independent sample of N observations from a normal distribution.The mean (loc) of the population is the results on which you would like to make a ...
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### How do I calculate $\sigma^2$ within the $\varepsilon = N(0, \sigma^2)$ notation

The error term for an AR(1) model is assumed to be $\varepsilon = N(0, \sigma^2)$, a mean of 0. An example of a source that mentions this: The AR(1) model can be written in intercept form, z_t = \...
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### Representation of error values for large and small raw values

Assume a population where the numbers are in the range of [0:200]. Assuming the numbers represent the performance of a program, e.g. seconds, the numbers look like ...
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### Why multiple testing matters?

I am learning multiple testing and I am curious about why it matters? I understand the mathematics behind the multiple testing problems, for example, I understand things like $\text{FWER} \le m \alpha$...
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### How can I find the percentage accuracy between an approximation and a source formula?

Im trying to find the percentage of error for a trigonometric sine graph. I wrote an approximation of the graph, and am comparing the two up close, https://www.shadertoy.com/view/NslfRs Red represents ...
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### Probability of a discrete variable depending on continuous variables

I have one random variable : $Y$ and a set of three parameters $\vec{X}=(X_1,X_2,X_3)$. The variable $Y$ is discrete. I don't know its distribution and I am trying to extract it from data. I am doing ...
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### Why doesn't mean square error work in case of angular data?

Suppose, the following are the first few lines from a dataset for solving a regression problem: ...
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### type 1 error and size of the test

In a lecture that I am attending, the lecturer refers to type I error probability $\alpha$ as "the size of the test" and $1-\beta$ as "power of the test". I have an intuition for ...
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### Alternative to mean absolute percentage error (MAPE)

MAPE metric has problems when the actual value to be predicted is very small. In the extreme when the actual value is 0 then MAPE will be infinity (if the prediction is not exactly 0). What about this ...
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### How could an oracle that knows the true distribution of things would still incur some errors?

The ideal model is an oracle that simply knows the true probability distribution that generates the data. Even such a model will still incur some error on many problems, because there may still be ...