BurgAlgorithmGetMeanPredictionErrorNonrecursivelyForward Method

Parameters

x  IReadOnlyListDouble

Signal for which to determine the mean forward prediction error.

Return Value

Double
Mean backward prediction error.

1. The prediction is done non recursively, i.e. 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. But 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, with 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 coefficents of the model.