Solve Global Least Squares dialog box

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SolveGlsDlg

 

Use this dialog box to solve static least squares solutions.

 

Options

 

Joint Error

Select this option to display the joint error of all outputs.

 

Single Errors

Select this option to display a single output error.

 

Error Type

Select one of the available error types:

 

Joint Error Types

 

Mean Square

Indicates the display of the mean square error:

MeanSqrErrorEq.

 

Mean Absolute

Indicates the display of the mean absolute error:

MeanAbsErrorEq.

 

Mean Distance

Indicates the display of the mean Euclidean distance between the output vector and the target vector:

MeanDisErrorEq.

NoteFor N=1, the Mean Absolute and the Mean Distance errors are equal.

 

Single Error Types

 

Square

Indicates the display of the square error:

SqrErrorEq.

 

Absolute

Indicates the display of the absolute error:

AbsErrorEq.

 

Residuals

Indicates the display of the residual error:

ResErrorEq.

 

NoteIn the preceding equations, Ti corresponds to the ith target value and Oi to the ith output value.

 

Output Number

Select from this list the output number for which you want to display approximation errors.

 

NoteThis option is available when Single Errors is selected.

Each output number corresponds to a dependent model variable in the same order of definition.

Refer to Data and System Models for additional information on this subject.

 

Statistics

 

Mean Error

Displays the mean of the computed errors.

 

Coefficient of Determination

Displays the coefficient of determination for each of the outputs, calculated as:

 

image004c

 

Where image006c is the coefficient of determination for the ith output, image008c is the ith. output for the jth sample, image010c is ith target value at the jth sample, and image012c is the mean of the ith target value for all considered samples.

 

NoteThe coefficient of determination is only displayed for single error types.

 

Minimum Error

Displays the minimum of the computed errors.

 

NoteWhen Residuals is specified for the Error Type option, this box displays the minimum error value, as opposed to the minimum error.

 

Maximum Error

Displays the maximum of the computed errors.

 

NoteWhen Residuals is specified for the Error Type option, this box displays the maximum error value, as opposed to the maximum error.

 

Mini-Plot box

Plots approximation errors corresponding to the selected error type.

Refer to Mini-Plot box shortcut commands for additional information on the use of mini-plot boxes.

 

TipUse the Extract To command on the Mini-Plot box shortcut menu to extract the values corresponding to the data points of  the visible chart series into a Predictive Systems Lab document worksheet.

 

MiniPlotColorBtn Error Values

Specifies the color with which the series corresponding to the calculated error values is plotted. Click this box to change the current color.

 

MiniPlotColorBtnRed Average Error

Specifies the color with which the chart series corresponding to the calculated error running average is plotted. Click this box to change the current color.

 

The error running average at any time t is calculated as

 

AvgRunningErrorEq.

 

Options

Displays the Global Least Squares Options dialog box. Click this button to review or modify static area settings.

 

Reload

Reloads the least squares settings to the last values applied. Click this button to reload the least squares settings.

 

NoteReloading the settings to the last values applied erases the current least squares state.

 

Solve

Solves the currently defined least squares problem. Click this button to solve the currently defined least squares problem.

 

Apply

Applies the current least squares solution to the solution method. Click this button to apply this solution to the method.

 

Close

Prompts you to save any changes and closes the dialog box. Click this button when you have finished solving the least squares problem.

 

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