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对于时空数据的预测和模型评估
G L Watson1, C E Reid2, M Jerrett3
1Department of Biostatistics, University of California, Los Angeles, CA, USA.
对时空数据进行准确的预测错误评估具有挑战性. 推基于位置的交叉验证,特别是离开一个位置的交叉验证 (LOLO),用于空间插值错误估计.
科学领域:
- 环境科学 环境科学
- 统计 统计 统计 统计
- 地理空间分析的研究.
背景情况:
- 在时空数据中预测错误的评估指标被人们理解得很少.
- 独立复制通常不存在,这使得独立数据的标准评估程序不适合时空预测.
- 2008年加利福尼亚州野火造成的空气污染数据凸显了对强大的空间插值误差指标的需求.
研究的目的:
- 为了正式化空间插值的真预测误差.
- 调查各种交叉验证 (CV) 程序,以估计时空数据中的预测错误.
- 为准确的错误估计提供对数据分区策略的见解.
主要方法:
- 使用模拟和案例研究来分析不同的交叉验证 (CV) 策略.
- 专注于空间插值错误估计.
- 评估了基于位置的CV程序的适用性.
主要成果:
- 基于位置的交叉验证适用于估计空间插值错误,正如加利福尼亚州野火空气污染数据所示.
- 关于CV折叠大小偏差差异权衡的普遍信念并不直接适用于依赖的时空数据.
- 离开一个位置的CV (LOLO) 成为空间插值预测错误的首选指标.
结论:
- 已建立基于位置的交叉验证作为空间插值错误评估的合适方法.
- 突出了对依赖时空数据的传统CV方法的局限性.
- 推的LOLO交叉验证用于空间插值任务中准确的预测错误指标.
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