Filter löschen
Filter löschen

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

14 Ansichten (letzte 30 Tage)
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?

Antworten (1)

Walter Roberson
Walter Roberson am 13 Aug. 2023
No, that could give you complex numbers, but MSE should be real and non-negative.
  1 Kommentar
Kalasagarreddi Kottakota
Kalasagarreddi Kottakota am 13 Aug. 2023
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));

Melden Sie sich an, um zu kommentieren.


Mehr zu Descriptive Statistics finden Sie in Help Center und File Exchange


Community Treasure Hunt

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

Start Hunting!

Translated by