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

19 vues (au cours des 30 derniers jours)
Kalasagarreddi Kottakota
Kalasagarreddi Kottakota le 13 Août 2023
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?

Réponses (1)

Walter Roberson
Walter Roberson le 13 Août 2023
No, that could give you complex numbers, but MSE should be real and non-negative.
mse(abs(h_e-h_true))
  1 commentaire
Kalasagarreddi Kottakota
Kalasagarreddi Kottakota le 13 Août 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));

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