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In-Depth Information
this paragraph, statistical tests to validate a fuzzy model based on Root Mean
Square Error test, Variance accounting for, the residues autocorrelation function
and on the cross-correlation between residues and other inputs in the system.
Root Mean Square Error test (RMSE) (Troudi et al. 2011 ):
This is an overall measure of the deviation of total points number from the
expected value.
￿
t
1
N X
N
2
ð
y k ^
Þ
ð
Þ
RMSE
¼
y k
29
k¼1
Variance accounting for test (VAF) (Troudi et al. 2011 ):
This criterion evaluates the quality percentage of a model by measuring the
normalized variance of the difference between two signals.
￿
^
var y
ð
y
Þ
VAF
¼
100
%
1
ð
30
Þ
var y
ðÞ
Autocorrelation function of the residues:
￿
P N s
k¼1
e ð k ; h Þ e
e ð k s ; h Þ e
^
r ee ð s Þ ¼
ð
31
Þ
2
P k¼1
; h Þ e
e ð
k
Cross-correlation between residues and inputs previous:
￿
P N s
k
s ; h Þ e
1 u
ð
ð
k
Þ
u
Þ e ð
k
¼
^
r ue ð s Þ ¼
r
P k¼1
ð
32
Þ
q
P k¼1 u
2
; h Þ e
2
ð
ð
k
Þ
u
Þ
e ð
k
with
N X
N
k¼1 e ð k Þ
1
e ¼
ð
33
Þ
N X
N
1
u
¼
u
ð
k
Þ
k¼1
: Is the prediction error and u(k) is the system input. x(k) can take either the
value
ɛ
or u(k). Ideally, if the model is valid, the result of these correlation tests
gave the following results:
ɛ
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