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残差分析
白色性テストおよび独立テストを使った残差の解析
関数
resid |
Compute and test residuals |
pe |
Prediction error for identified model |
fpe |
Akaike’s Final Prediction Error for estimated model |
aic |
Akaike’s Information Criterion for estimated model |
residOptions |
Option set forresid |
peOptions |
Option set forpe |
例および操作のヒント
- 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.
概念
- What Is Residual Analysis?
Residualsare differences between the one-step-predicted output from the model and the measured output from the validation data set. Thus, residuals represent the portion of the validation data not explained by the model.