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SUMMARY:Comparing Predictors - Damien Fay (University of Cambridge)
DTSTART:20080304T130000Z
DTEND:20080304T140000Z
UID:TALK11066@talks.cam.ac.uk
CONTACT:Henry Robinson
DESCRIPTION:This talk will involve introducing 'a tool' for comparing the 
 performance of two models:\n\nThe case often arises when the performance o
 f one predictor is compared to that of another (the performance of a Kalma
 n filter compared to an exponential filter for CPU usage prediction\, for 
 example) Typically some form of f-test is applied based on the ratio of su
 m squared errors from both predictors to show that one is in fact better t
 han the other. However\, the underlying assumptions for the f-test are (in
  reality) always violated as the prediction errors are cross-correlated. T
 his talk will introduce a test based on the difference and sum of predicti
 on errors and an example with some additional details will be given.\n
LOCATION:Computer Laboratory\, William Gates Building\, Room FW11
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