论文信息 - Mean squared error of prediction as a criterion for evaluating and comparing system models

Mean squared error of prediction as a criterion for evaluating and comparing system models

Abstract Model evaluation is an essential aspect of the process of development of system models. When the main purpose of the model is prediction, a reasonable criterion of model quality is the mean squared error of prediction. This criterion is defined here, and it is shown how it can be estimated from available data in a number of situations, including the situation where the parameters of the model are adjusted to the data. An example of the use of this criterion for choosing between alternative models is presented.

Daniel Wallach | B. Goffinet | D. Wallach | B. Goffinet

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