Questions tagged [measurement-error]

Measurement error is the difference between a measured value of a quantity and its true value.

Filter by
Sorted by
Tagged with
0
votes
0answers
10 views

Normalizing Error for Performance, Year over Year

I have a project where we need a metric to determine how particular entities are performing. Basically, we forecast a particular data point and then measure how well that did at the end of the year ...
0
votes
0answers
9 views

Include measurement uncertainty into model evaluation

I want to build a model, that learns how to predict a continuous variable $0\leq y\leq 0$ from input data $X$. I have a training dataset with pairs of $(X_i, y_i)$ to build that model. Nothing special....
2
votes
1answer
105 views

Instrument accuracy necessary to distinguish two values

Let's say I want to know the size of some shoes, but the size isn't marked. The real size could be any of [35,36,37...50 cm], and the shoes are made so well that their real size is exactly one of ...
1
vote
0answers
23 views

linearity of a measurement device

I like to evaluate the linearity of a measurement system. In order to do so I read ISO 22514-7 as well as Breyfogle's "Implementing six sigma". However, the procedure is still unclear to me. So I'm ...
3
votes
1answer
50 views

Error bars in a population and subtracting two populations with different error bars

Suppose I want to measure a physical quantity. Let's say that $N$ trials were performed each with individual outcome $x_i,\quad i\in (1,N)$. Then obviously the outcome of the experiment would be the ...
0
votes
0answers
21 views

Can I use RMSE as a percentage of error

I'm hoping someone can verify my assumption. I am building a regression model against an outcome variable which is a percentage. After tuning, the model outputs an RMSE estimate which I've looked to ...
2
votes
0answers
23 views

comparison between two measurement devices

I have two measurement devices accelerometer A and B. The measurement is the step time of a person walking in a corridor. A is the gold standard. I want to check the validity and reliability of B. how ...
0
votes
1answer
23 views

Should one account for absolute precision producing variable number of significant digits in a dependent variable measurement? If so how?

Sometimes data for a variable are available in absolute precision, which can create different numbers of significant digits. For example, the CDC's estimates of state prevalences and incidence rates ...
0
votes
1answer
39 views

Median or mode for measurements with erroneous outliers

Background: I am working with real measurements that likely contain two sources of error, (1) measurements that were performed incorrectly, and (2) natural variability of the measured quantity and ...
0
votes
0answers
14 views

Measurement Uncertainties and LOQ values

I have a report that lists four polyaromatic hydrocarbon components as <1 ug/kg each, with a lower bound of 0.0 and an upper bound of 4 for the sum. The clients specification for the sum is 1.5 ...
0
votes
0answers
69 views

How to calculate the standard error of a proportion estimate under misclassification?

Let's take a sample of size n from an infinite population. The population comes in three kinds ('red', 'black' and 'blue') and we want to know the proportions of each kind. For 'red' we would have $p =...
3
votes
2answers
135 views

Including model uncertainty in non-linear least squares minimization

The problem I have experimental data $Y$ with heteroscedastic and normally distributed uncertainties characterized by covariance matrix $C_{exp}$. I want to fit the data using model $F(X, \beta)$ ...
0
votes
1answer
30 views

Sampling error vs. measurement error

I have a dataset involving sensor measurements (GPS trajectories). I am using this dataset to estimate aggregate statistics such as the total distance travelled and related quantities. My ...
0
votes
0answers
13 views

Negatives values when counting the generalization error upper-bound

I would like to ask about the optimal parameter that is chosen based on the minimum value of generalization error upper bound. I attached equation, where a is the training error, n is the number of ...
0
votes
0answers
5 views

Mismatched sampling rates between predictors & response plus measurement errors on categories

Background I'm unsure how to best model data from a widget manufacturing process with measurement "uncertainties" on categorical variables (relative to an ordered indexing variable) and an overall ...
0
votes
0answers
7 views

Variance of error across different samples

I am studying linear regression and may I ask does variance of error differs across different samples? Or assume to have the same value? Thank you very much.
1
vote
1answer
70 views

How do I calculate percent error when the actual data is crosses zero?

I have two sets of data with one (shown in red below) being considered correct. I'm trying to quantify the magnitude of the difference between the correct data (in red) and the comparison data (in ...
2
votes
1answer
43 views

How do you forecast a time series that is inherently uncertain?

Most time series forecasting models take in fixed (so presumably deterministic) historical values, and then output either: A point (usually mean) forecast + forecast intervals, so $\hat{Y}_{t+1} = ...
2
votes
0answers
12 views

Measurement error and the OLS assumptions

Can somebody offer an intuitive understanding of the difference in effect between measurement error of the independent variable and measurement error of the dependent variable in a linear regression ...
0
votes
0answers
14 views

RMSE vs. MAE for comparing HR between two measuring instruments

I am comparing a cheap measuring instrument to an expensive highly accurate measuring instrument. Both instruments measure heart rate in BPM. The cheap device is vulnerable to noise. I need to report ...
2
votes
1answer
32 views

How to quantify measurement error

I would like to determine the measurement inaccuracy one of our laboratory machines in different conditions: Let's say for simplicity's sake it is a b/w digital camera with 1024x768 pixels (786,432px)...
3
votes
2answers
119 views

What is the difference between an RMSE and RMSLE (logarithmic error)?

RMSE vs RMSLE Root Mean Squared Error (RMSE) and Root Mean Squared Logarithmic Error (RMSLE) both are the techniques to find out the difference between the values predicted by the machine learning ...
1
vote
0answers
56 views

Relationship between measurement precision and the precision of the mean of repeated measurements [closed]

Measurement precision can be improved by measuring the same quantity multiple times and taking the average. In other words, the average of several measurements of the same thing is more likely to be ...
1
vote
0answers
27 views

How to perform regression on data with uncertainty?

There are many resources for linear and polynomial regression, but I have not seen any material where the data comes with its own uncertainty as it appears in the real world. I have n data points, {...
0
votes
0answers
10 views

Whats a good estimation for error measuremets when trying to predict values inside two bands?

I am using gradient boosting to predict two quantiles (upper and lower). The predicted value can be above, below, or in bounds. The problem I am facing is that counting the number of values in bound ...
0
votes
0answers
6 views

How to extract systematic errors from data

I am a bit confused about estimating the systematic error (I think it is systematic) from an experiment. Here is a (simplified) description of it. Assume that 2 groups measure the length of a cube ...
2
votes
1answer
234 views

WMAPE / WAPE for the evaluation of time series with positive and negative values

I have a time series y that has both positive and negative that I want to predict. For the prediction I normalize the values to a range between 0 and 1. If I give ...
1
vote
0answers
11 views

Error weighting in two point regression analysis [closed]

I have following problem: I do measurements of the formation of a product at two time points (t=0 and t=15), each in triplicates. Afterwards I calculate the mean value + the standart deviation of ...
0
votes
0answers
18 views

Comparing the precision of two sources of estimates, about things in two different categories

Suppose we have two machines. Each machine measures things in a particular category. For example, one measures the weight of cars, and the other measures the weight of butterflies. We have available ...
0
votes
0answers
17 views

Errors on the mean

I have some data points from a measurement of a given quantity, and each point has an error associated to it. I want to report as the final value the mean of the measurements, but I am not sure what ...
1
vote
1answer
50 views

Weighting data based on the errors

I have some data (counts) with a Poisson error associated with them and I want to fit the data. I am trying to weight the data inversely proportional to the errors, such that the data points with high ...
1
vote
0answers
53 views

How do I correctly estimate the size of a subpopulation using noisy observations?

To preface this question: please comment on whether my description of the problem is missing details or the problem itself is not well-posed as I'm seeing a lot of views but no activity. I am trying ...
0
votes
1answer
74 views

Retrodiction / Specific filter to obtain initial state

Problem I have a system that is measured at regular intervals. The state of the system at those times is given by the vector $\vec x=(x_0, x_1, x_2,\cdots)$. In between each measurement, a random ...
1
vote
1answer
29 views

Bootstrapping mean of measurements when measurements have error

I have two small data sets (n < 15) that are not normally distributed. Each measurement in the two datasets was experimentally determined and has an uncertainty associated with it. I'd like to use ...
0
votes
0answers
26 views

How can I model this?

I have a question about whether I can model in a way that solves this problem: Suppose a swimming coach has 100 athletes and only cares about the distance they can each swim in 5 minutes. From this, ...
1
vote
0answers
14 views

If measurement error is only for a specific group do you avoid bias by controlling for that group?

I am running regressions to estimate the impact of health conditions on life satisfaction. I have read a paper that showed that there is likely to be measurement error in the self-reported health ...
0
votes
1answer
11 views

How to compare two, time based, measurements of the same object

I have 2 rounds of measurements from a set of 10 capacitors. The measurements are with respect to frequency and are all measured at the same 200 frequencies between 1 kHz and 5 MHz. The data is not ...
0
votes
0answers
14 views

Standard error of correlated time series with observational error

I've got a some time series for which all data points have some measurement error. I want to compute a confidence interval of the standard error of the mean. I know how to compute and approximate the ...
1
vote
1answer
22 views

have many error likelihoods, how to combine to get a confidence or p value?

I'm working in bioinformatics and its been a long time since I dusted on my statistics. Basically I'm working on variant calling which amounts to sequencing a large number of sequence reads and ...
0
votes
0answers
15 views

how to evaluate or fulfill required accuracy for regression aka precision of estimation?

Maybe there is already a question similar to mine but there are so many involving the term accuracy and at least none, except of How to evaluate instrumentation accuracy? , didn't seem "very" similar. ...
1
vote
0answers
21 views

Identify difficult parameter to measure [closed]

I am using different tools to measure x on some objects. The tools were tested on a small set of objects for which the true x is known. And so the predicted values were found to not be accurate for ...
0
votes
0answers
14 views

Error-in-variables - Consistent estimator with lagged variable

my Econometrics teacher gave us an exercise and I can't get it, could someone help me, please? Suppose all assumptions of the classical regression model are satisfied. Suppose $y_t^*$ = $\beta$$x_t^*$+...
0
votes
0answers
47 views

How to describe accuracy/error without ground truth?

I am using machine learning regression models to predict motor scores among a population with spinal cord injury using features derived from their actual movements. Although the clinical measure we ...
0
votes
0answers
14 views

Formula for calculating the gap between expected errors [train and test]

In the famous paper of LeNet5 the authors state the following: The gap between the expected error rate on the test set $E_{test}$ and the error rate on the training set $E_{train}$ decreases with......
0
votes
0answers
6 views

Error margin calculated from individual errors/residuals

Say I run a model and then calculate the residuals or the errors between what my model predicted and the real-world results. For example: ...
0
votes
0answers
43 views

Comparing Gaussian and Poisson GLM when applied to count data; “Chi-Squared Error”

I have a fixed set of predictors ($[x_1,x_2,...,x_p]$), which I'm using to fit a GLM for univariate responses ($y_1$, $y_2$,...) of various types. E.g. I fit a GLM for $y_1 \sim [x_1,x_2,\dots,x_p]$, ...
1
vote
1answer
54 views

If I take mean of uncertain observations what happens to SD of the observations?

I have some observations, each with an accompanying standard deviation (shown here as error bars): I want to make a summarised plot of this data by taking mean of all observations for a given X value,...
0
votes
0answers
41 views

error in measured quantity times exact number

I'm working through "An introduction to error analysis" by John R. Taylor. It states, If the quantity $x$ is measured with uncertainty $\delta x$ and is used to compute the product $$q=Bx,$$ ...
0
votes
0answers
17 views

measurements with gaussian error

I'm reading a printed document(learning material) which says "Person A made measurements of a quantity, with Gaussian errors". To me this expression seems odd and the meaning is unclear. Is that a ...
0
votes
0answers
31 views

How do I tell if the sensors that feed a Kalman filter has diverged?

I have a time varying variable $x$ that I want to estimate. I have two sensors A and B that measure $x$. I feed their measurements to a Kalman filter. Sometimes, one of the sensors degrades for a ...

1 2 3 4 5 8