잔차 분석

백색 잡음 검정 및 독립성 검정을 사용하여 잔차 분석

잔차는 모델로부터 1-스텝 사전 예측된 출력과 검증 데이터로부터 측정된 출력 간의 차이입니다. 즉, 잔차는 검증 데이터에서 모델이 설명할 수 없는 부분을 나타냅니다.

함수

`resid`	Compute and test residuals
`residOptions`	Option set for `resid`
`pe`	Prediction error for identified model
`peOptions`	Option set for `pe`
`fpe`	Akaike’s Final Prediction Error for estimated model
`aic`	추정된 모델에 대한 아카이케 정보 기준(AIC)

What Is Residual Analysis?
Residuals are differences between the one-step-ahead predicted output from the model and the measured output from the validation data set.
How to Plot Residuals in the App
Create a residual analysis plot for linear and nonlinear models in the System Identification app.
How to Plot Residuals at the Command Line
Create a residual-analysis plot for linear and nonlinear models at the command line.
Examine Model Residuals
This example shows how you can use residual analysis to evaluate model quality.