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

Question

Kalasagarreddi Kottakota 2023-8-13

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/2007907-what-is-the-best-metric-to-compute-the-error-for-complex-time-series-data

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.

Is this correct way to calculate MSE for complex data?
Is there any other metric to see instantenous error at every sample of complex valued time series?

0 个评论
显示 -2更早的评论隐藏 -2更早的评论

请先登录，再进行评论。

请先登录，再回答此问题。

Answer 1

Walter Roberson 2023-8-13

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/2007907-what-is-the-best-metric-to-compute-the-error-for-complex-time-series-data#answer_1286957

在 MATLAB Online 中打开

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))

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

Kalasagarreddi Kottakota 2023-8-13

在 MATLAB Online 中打开

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));