Related Experiment Video
Updated: Nov 27, 2025

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Universal upper estimate for prediction errors under moderate model uncertainty
Bálint Kaszás1, George Haller1
1Institute for Mechanical Systems, ETH Zürich, Leonhardstrasse 21, 8092 Zürich, Switzerland.
Abstract:
We derive universal upper estimates for model prediction error under moderate but otherwise unknown model uncertainty. Our estimates give upper bounds on the leading-order trajectory uncertainty arising along model trajectories, solely as functions of the invariants of the known Cauchy-Green strain tensor of the model. Our bounds turn out to be optimal, which means that they cannot be improved for general systems. The quantity relating the leading-order trajectory-uncertainty to the model uncertainty is the model sensitivity (MS), which we find to be a useful tool for a quick global assessment of the impact of modeling uncertainties in various domains of the phase space. By examining the expectation that finite-time Lyapunov exponents capture sensitivity to modeling errors, we show that this does not generally follow. However, we find that certain important features of the finite-time Lyapunov exponent persist in the MS field.
Related Concept Videos
Propagation of Uncertainty from Systematic Error
Propagation of Uncertainty from Random Error
Prediction Intervals
However, the point estimate is most likely not the exact value of the population parameter, but close to it. After calculating point estimates, we construct interval estimates, called confidence intervals or prediction intervals. This prediction interval comprises a range of values unlike the point estimate and is a better predictor of the observed sample value, y.
Uncertainty: Confidence Intervals
Uncertainty: Overview
Uncertainty in Measurement: Accuracy and Precision
