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

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Kalasagarreddi Kottakota
Kalasagarreddi Kottakota 2023 年 8 月 13 日
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?

回答 (1 件)

Walter Roberson
Walter Roberson 2023 年 8 月 13 日
No, that could give you complex numbers, but MSE should be real and non-negative.
mse(abs(h_e-h_true))
  1 件のコメント
Kalasagarreddi Kottakota
Kalasagarreddi Kottakota 2023 年 8 月 13 日
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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