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

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Kalasagarreddi Kottakota
评论： Kalasagarreddi Kottakota 2023-8-13
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?

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回答（1 个）

Walter Roberson
Walter Roberson 2023-8-13
No, that could give you complex numbers, but MSE should be real and non-negative.
https://dsp.stackexchange.com/questions/35808/matlab-what-is-the-proper-way-to-calculate-mean-square-error-for-complex-number shows
mse(abs(h_e-h_true))
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Kalasagarreddi Kottakota
Kalasagarreddi Kottakota 2023-8-13
Hi @Walter Roberson,
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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