A model validation scale based on multiple indices

作者：Ferreira Danton Diego^*; Nepomuceno Erivelton Geraldo; Cerqueira Augusto Santiago; Mendes Thais Martins

来源：Electrical Engineering, 2017, 99(1): 325-334.

DOI：10.1007/s00202-016-0430-1

• Coherence
• Higher order statistics
• Model validation
• Fourth-order cross-cumulant
• NRMSE

Validation of an estimated model is not a trivial task because it depends on the purpose of the model, which usually defines the most important features of the model. Thus, in a validation process, the use of diverse tools that exploit different domains is recommended. Here, with this aim, a scale for model validation is proposed that combines the Normalized Root Mean Square Error (NRMSE) with two new indices: the coherence-based index and the fourth-order cross-cumulant index. The proposed scale was used for the validation of three models: the Logistic Map, the Duffing-Ueda oscillator, and the Buck converter. The results demonstrated that the proposed model validation scale produces a more complete validation process that takes into account both time and frequency information and provides robustness against Gaussian noise.

• 出版日期2017-3