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残差分析

白色性テストおよび独立テストを使った残差の解析

関数

residCompute and test residuals
pePrediction error for identified model
fpeAkaike’s Final Prediction Error for estimated model
aicAkaike’s Information Criterion for estimated model
residOptionsOption set for resid
peOptionsOption set for pe

例および操作のヒント

How to Plot Residuals in the App

Create a residual analysis plot for linear and nonlinear models in the System Identification app.

How to Plot Residuals at the Command Line

Create a residual-analysis plot for linear and nonlinear models at the command line.

Examine Model Residuals

This example shows how you can use residual analysis to evaluate model quality.

概念

What Is Residual Analysis?

Residuals are differences between the one-step-predicted output from the model and the measured output from the validation data set. Thus, residuals represent the portion of the validation data not explained by the model.