What is the best metric to compute the error for complex time series data?

조회 수: 19 (최근 30일)
I have a complex number time series of data for ground truth and estimated values.
I am currently using Mean square error metric to check the quality of my method:
Howver, mean square error obtains only 1 value.
  1. Is this correct way to calculate MSE for complex data?
  2. Is there any other metric to see instantenous error at every sample of complex valued time series?

답변 (1개)

Walter Roberson
Walter Roberson 2023년 8월 13일
No, that could give you complex numbers, but MSE should be real and non-negative.
mse(abs(h_e-h_true))
  댓글 수: 1
Kalasagarreddi Kottakota
Kalasagarreddi Kottakota 2023년 8월 13일
With the equation, you suggested and from stackexchnage, I get error using mse function.
h_true = [ 0.7071 + 0.7071i
0.4243 + 0.4243i
0.2121 + 0.2121i ];
h_e = [ 0.8100 + 0.8100i
0.5100 + 0.5100i
0.1200 + 0.1200i ];
g= mean(abs(h_e-h_true).^2);
e = mse(abs(h_e-h_true));

댓글을 달려면 로그인하십시오.

카테고리

Help CenterFile Exchange에서 MATLAB에 대해 자세히 알아보기

태그

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by