| Presentation | 2003/10/14 A Novel Measure for Non-Linear Prediction Accuracy Tomoya SUZUKI, Tohru IKEGUCHI, Masuo SUZUKI, |
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| PDF Download Page | PDF download Page Link |
| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | We have often used nonlinear modeling methods for analyzing nonlinear phenomena with observed time series. As measures for quantifying the plausibility of the nonlinear modeling, often used are the root mean square error, or the correlation coefficient, and others, between a real time series and a predicted time series by the nonlinear modeling. However, due to auto-correlation structure of the original data, there exists the case that such traditional measures are inappropriate for quantifying the plausibility of the nonlinear modeling. In the present paper, as a novel measure for nonlinear prediction accuracy, we propose the ratio of prediction errors by nonlinear modeling and linear modeling. Moreover, we show that the proposed measure is more appropriate than any traditional measures not only for quantifying prediction accuracy but also for testing nonlinearity of the original data. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | nonlinear prediction / prediction accuracy |
| Paper # | NLP2003-100 |
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| Conference Information | |
| Committee | NLP |
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| Conference Date | 2003/10/14(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Nonlinear Problems (NLP) |
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| Language | ENG |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | A Novel Measure for Non-Linear Prediction Accuracy |
| Sub Title (in English) | |
| Keyword(1) | nonlinear prediction |
| Keyword(2) | prediction accuracy |
| 1st Author's Name | Tomoya SUZUKI |
| 1st Author's Affiliation | Graduate School of Science, Tokyo University of Science() |
| 2nd Author's Name | Tohru IKEGUCHI |
| 2nd Author's Affiliation | Graduate School of Science and Engineering, Saitama University |
| 3rd Author's Name | Masuo SUZUKI |
| 3rd Author's Affiliation | Graduate School of Science, Tokyo University of Science |
| Date | 2003/10/14 |
| Paper # | NLP2003-100 |
| Volume (vol) | vol.103 |
| Number (no) | 375 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |