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BurgAlgorithmComplexGetMeanPredictionErrorNonrecursivelyForward Method

Determines the mean forward prediction error using the model stored in this instance.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
Syntax
C#
Copy
public double GetMeanPredictionErrorNonrecursivelyForward(
	IROComplexDoubleVector x
)

Parameters

x  IROComplexDoubleVector
Signal for which to determine the mean forward prediction error.

Return Value

Double
Mean forward prediction error.
Exceptions
ExceptionCondition
InvalidOperationException Thrown if the algorithm has not been executed yet.
Remarks

The prediction is done non-recursively, i.e. a part of the signal (the signal window) is used to predict the signal value immediately after the window, and this predicted signal value is then compared with the original signal value stored in x to build the sum of errors.

The predicted signal value is not used to make further predictions. Instead, the signal window is moved by one point to the right and another prediction is made, using the original signal in x. This is repeated until the last point is predicted.

The return value is the square root of the sum of squared differences between predicted signal values and original values, divided by the number of predicted values. The number of predicted values is the length of the signal x minus the number of coefficients of the model.

See Also