Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Eine Plattform für die Wissenschaft: Bauingenieurwesen, Architektur und Urbanistik
Conditional versus unconditional mean‐squared prediction errors for Gaussian processes with constant but unknown mean
For prediction in a Gaussian random field, we give an explicit formulation of the conditional mean‐squared prediction error (cmspe). If the prediction method is ordinary kriging, we find that this error in most applications is likely to be very close to the ordinary kriging variance. This is additionally demonstrated based on a case study. Finally, we discuss the difference between these two errors compared to the error introduced by using estimated instead of true covariance parameters. Copyright © 2009 John Wiley & Sons, Ltd.
Conditional versus unconditional mean‐squared prediction errors for Gaussian processes with constant but unknown mean
For prediction in a Gaussian random field, we give an explicit formulation of the conditional mean‐squared prediction error (cmspe). If the prediction method is ordinary kriging, we find that this error in most applications is likely to be very close to the ordinary kriging variance. This is additionally demonstrated based on a case study. Finally, we discuss the difference between these two errors compared to the error introduced by using estimated instead of true covariance parameters. Copyright © 2009 John Wiley & Sons, Ltd.
Conditional versus unconditional mean‐squared prediction errors for Gaussian processes with constant but unknown mean
Cullmann, Andreas Dominik (Autor:in) / Saborowski, Joachim (Autor:in)
Environmetrics ; 21 ; 541-548
01.08.2010
8 pages
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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