Techniques
of Error Estimation.
Roache deals with CFD and with the science
of error estimation / propagation that is 100 years old.
Though error estimation was not not done (more accurately, not reported or discussed) in the BEST study, kriging by its nature does a lot
of error estimation.
Not exact matches
Of course, better technology may increase the accuracy of predictions but serious errors in estimation of availability of reserves have been known to happe
Of course, better technology may increase the accuracy
of predictions but serious errors in estimation of availability of reserves have been known to happe
of predictions but serious
errors in
estimation of availability of reserves have been known to happe
of availability
of reserves have been known to happe
of reserves have been known to happen.
Errors of estimation, usually innocent but sometimes not, can be huge.
Calculation to determine the necessary number
of resident participants used
estimations of knowledge from previous studies
of pediatric residents, which suggested a baseline knowledge about breastfeeding
of 60 percentage points.8, 9,15 To detect an improvement in knowledge score
of 20 percentage points with an estimated standard deviation
of 20 points, a 2 - tailed α
error of 0.05 and a power
of 0.80, sample size was calculated at a minimum
of 16 resident participants.
Ignoring the stratified sampling does not affect point estimates and may have resulted in slightly overestimated standard
errors.14 Robust variance
estimation was used to allow for the clustered nature
of the data within units and trusts.
This process made even more difficult, in Adonis's
estimation, by the number
of people who had basically given up: David Blunkett, John Reid, even Blair, who argued that it was a «serious
error» to keep fighting.
Typically the JP is only uniform where the
estimation is
of a simple location parameter, with the measured variable being the parameter (or a linear function thereof) plus an
error whose distribution is independent
of the parameter.
DF - analyses
of heritability with double - entry twin data: asymptotic standard
errors and efficient
estimation
On top
of that, rarely do these people accurately know their body fat percentages (other than very optimistic guesses) and even when measurements are taken almost all body fat
estimation techniques (including skin-folds, BIA, etc) are subject to up to 4 %
error.
Attention to test scores in the value - added
estimation raises issues
of the narrowness
of the tests,
of the limited numbers
of teachers in tested subjects and grades,
of the accuracy
of linking teachers and students, and
of the measurement
errors in the achievement tests.
To highlight the role
of random
error, we calculated the «null distribution,» or what the distribution
of program rankings would look like if all the programs were actually identical and nothing but random
estimation error were present.
We have only imperfect measures
of teachers» effectiveness and, with one year
of data, the variance in the
estimation error can be as large as the variance in underlying teacher effects.
I wouldn't necessarily read too much into the AE - derived October number being 2.4 % lower than the Amazon - derived one for September: it could just as easily be
estimation error — for example, as mentioned earlier, our estimated US share
of the overall global Kindle pot, at 77.5 %, could have actually been high by 2.5 %... or, for that matter, low by 2.5 %.
Was each estimate
of the power
of the value effect subject to its own
estimation error, overlooked by much
of the quant community at their peril?
All volatility, beta, and tracking
error expectations are based upon an exponential decay - weighted
estimation of recent volatility, beta, and tracking
error and are not a guarantee
of future volatility, beta, or tracking
error.
Model parameters were estimated using a finite amount
of data and are therefore subject to
estimation error.
This just means that you buy at a big enough discount to allow some room for
error in your
estimation of value.
Five - Year Forecasts We summarize the valuation ratios, historical returns, historical returns net
of valuation changes, and expected returns along with
estimation errors for the most popular factors and strategies in Table 2.
The proposed scheme uses the channel
estimation matrix for detection and treats the interference caused by channel
estimation errors and additive white Gaussian noise as equivalent noise where the channel
estimation matrix and the statistical characteristic
of channel
estimation errors are necessitated.
If you've ever taken a statistics or econometrics course, you might recognize the calculation and application
of the left - inverse as the ordinary least squares (OLS)
estimation of the weights; that means that in this case, «closest» implies that the weights we found minimize the sum
of the squares
of the differences («
errors» or «residuals») between our replicated portfolio and VTSMX.
Graham's margin
of safety, the difference between a stock's price and its intrinsic value, provides you cushion against
estimation errors.
How do we know that it was the anthropogenics (commonly referred to as CO2 & the subject
of the political Kyoto decision) that resulted in the closer
estimation and not some competing / compensating
errors in the natural model that do not show up until the 1970 - 2000 etc temp rises?
If one parameter is off, then the
error here will propagate to affect the
estimation of a neighboring parameter, and so on.
For background behind the flattening - MRES process, glance at
estimation theory and take a slightly longer look at least squares (minimizing the sum
of the squared
errors — related article at Minimum mean squared
error — minimizing sum -
of - squares and mean squared
error are the same thing, and essentially the same thing as minimizing variance and standard deviation).
And if you judge MRES by other criteria than variance or standard deviation, e.g. getting an interesting shape, then you are still within the realm
of estimation theory (you're estimating the parameters that give you your interesting shape) but no longer in that
of minimum mean squared
error.
For the
estimation of the total ocean heat content (OHC) a lesser precision would probably be almost as good, because
errors of individual measurements always cancel to a large extent as long as the floats do not have common systematic
errors.
The statistical assessment
of errors in model prediction and model
estimation is
of fundamental importance.
Statistics as such has a part to play in
error estimation, assessing observational reliability, and, e.g., in the mathematical expression
of Thermodynamics and Statistical Mechanics.
Based on NCEP - NCAR reanalysis data (41), we prescribe κ the value
of 0.31 ± 0.05 (see
Estimation of the Error Bars for more details regarding estimation of the error ba
Estimation of the
Error Bars for more details regarding estimation of the error bars fo
Error Bars for more details regarding
estimation of the error ba
estimation of the
error bars fo
error bars for κ).
Refer to
Estimation of the
Error Bars for a discussion of the error bars on these amplit
Error Bars for a discussion
of the
error bars on these amplit
error bars on these amplitudes.
Error estimation is a whole subject on it's own that Judith has given a lot
of attention to in the past.
Boltzmann is used in classical nucleation theory — and the fact that there is minimal difference to B - E — especially wrt
errors of estimation and measurement
of the relevant factors — is obvious but not important.
I believe the current length is about 2,000 years and for the earliest portion it is impossible to resolve fine scale questions — in fact only the most general questions can be informed by the sparse grid
of data points available and some regions are white space — no estimate possible — and
errors of estimation are large for the available points.
They don't give any
error estimation for the 1880 - 2009 «acceleration»
of 0.001 mm · yr ^ 2 but it is clearly it is not significant.
It is this lack
of a formal, certified approach to
error estimation rampant in climate research that has led to a good deal
of scepticism.
General Introduction Two Main Goals Identifying Patterns in Time Series Data Systematic pattern and random noise Two general aspects
of time series patterns Trend Analysis Analysis
of Seasonality ARIMA (Box & Jenkins) and Autocorrelations General Introduction Two Common Processes ARIMA Methodology Identification Phase Parameter
Estimation Evaluation
of the Model Interrupted Time Series Exponential Smoothing General Introduction Simple Exponential Smoothing Choosing the Best Value for Parameter a (alpha) Indices
of Lack
of Fit (
Error) Seasonal and Non-seasonal Models With or Without Trend Seasonal Decomposition (Census I) General Introduction Computations X-11 Census method II seasonal adjustment Seasonal Adjustment: Basic Ideas and Terms The Census II Method Results Tables Computed by the X-11 Method Specific Description
of all Results Tables Computed by the X-11 Method Distributed Lags Analysis General Purpose General Model Almon Distributed Lag Single Spectrum (Fourier) Analysis Cross-spectrum Analysis General Introduction Basic Notation and Principles Results for Each Variable The Cross-periodogram, Cross-density, Quadrature - density, and Cross-amplitude Squared Coherency, Gain, and Phase Shift How the Example Data were Created Spectrum Analysis — Basic Notations and Principles Frequency and Period The General Structural Model A Simple Example Periodogram The Problem
of Leakage Padding the Time Series Tapering Data Windows and Spectral Density Estimates Preparing the Data for Analysis Results when no Periodicity in the Series Exists Fast Fourier Transformations General Introduction Computation
of FFT in Time Series
Repeat the need for proper
estimation and reporting
of error.
I must add that the
error associated with the uncertain
estimation of the magnitude and time
of application
of the TOBS correction is also a systematic, non-random
error.
A problem I have with TOBs papers is that the statement
of the method is not clearly posed, the integration and interpolation are done simultaneously and hence any sort
of standard quadrature
error estimation is unavailable.
True in the sense that even though the average temperature reconstruction «makes sense» there is zero formal
error estimation of either the interpolation
error of the global surface temperature reconstruction, or the quadrature thereof and hence the uncertainty in the temperature record is completely unknown (save maybe sound extreme bounds that one could probably work out on a napkin).
However, we find the
estimation of statistical significance ascribed to these results to be in
error: MS00 based this calculation on 12 - month smoothed data, from a calculation
of the effective sample size (taking into account autocorrelation effects).
Quantifying
errors in the
estimation of basin - mean precipitation.
This is a straightforward consequence
of the variability in the parameter
estimation (not to mention measurement
errors in the various observations).
Typically the JP is only uniform where the
estimation is
of a simple location parameter, with the measured variable being the parameter (or a linear function thereof) plus an
error whose distribution is independent
of the parameter.
The other term is the variance
of the
estimation error in the regression parameters, and this varies in magnitude depending on the values
of the proxies and also the degree
of autocorrelation in the
errors.
Estimation of the Impact
of Sampling
Errors in the VOS Observations on Air — Sea Fluxes.
The
Estimation of the
Error at Richardson's Extrapolation and the Numerical Solution
of Integral Equations
of the Second Kind
Mplus v7.11 was used for all analyses.23 SDQ items were treated as ordinal, with weighted least - squares means and variance — adjusted
estimation used.23 Given the χ2 statistic's propensity to reject good models when samples are large and / or complex, the comparative fit index (CFI) and root mean square
error of approximation (RMSEA) were used to assess model fit.