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A comparison of methods for estimating prediction intervals in NIR spectroscopy: Size matters

机译:近红外光谱中预测间隔估计方法的比较:大小很重要

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摘要

In this article we demonstrate that, when evaluating a method for determining prediction intervals, interval size matters more than coverage because the latter can be fixed at a chosen confidence level with good reliability. To achieve the desired coverage, we employ a simple non-parametric method to compute prediction intervals by calibrating estimated prediction errors, and we extend the basic method with a continuum correction to deal with small data sets. In our experiments on a collection of several NIR data sets, we evaluate several existing methods of computing prediction intervals for partial least-squares (PLS) regression. Our results show that, when coverage is fixed at a chosen confidence level, and the number of PLS components is selected to minimize squared error of point estimates, interval estimation based on the classic ordinary least-squares method produces the narrowest intervals, outperforming the U-deviation method and linearization, regardless of the confidence level that is chosen.
机译:在本文中,我们证明了,在评估一种确定预测间隔的方法时,间隔大小比覆盖范围更重要,因为覆盖范围可以固定在选定的置信度上,并且具有良好的可靠性。为了达到所需的覆盖范围,我们采用了一种简单的非参数方法来通过校准估计的预测误差来计算预测间隔,并且我们通过连续校正扩展了基本方法,以处理较小的数据集。在对几个NIR数据集进行的实验中,我们评估了一些用于计算偏最小二乘(PLS)回归的预测间隔的现有方法。我们的结果表明,当覆盖范围固定在选定的置信度上,并且选择PLS分量的数量以最小化点估计的平方误差时,基于经典普通最小二乘法的间隔估计会产生最窄的间隔,胜过U -偏差方法和线性化,与选择的置信度无关。

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