[Numpy-discussion] recommendations on goodness of fit functions?

Charles R Harris charlesr.harris@gmail....
Mon Apr 13 20:01:09 CDT 2009


On Mon, Apr 13, 2009 at 6:28 PM, Brennan Williams <
brennan.williams@visualreservoir.com> wrote:

> Hi numpy/scipy users,
>
> I'm looking to add some basic goodness-of-fit functions/plots to my app.
>
> I have a set of simulated y vs time data and a set of observed y vs time
> data.
>
> The time values aren't always the same, i.e. there are often fewer
> observed data points.
>
> Some variables will be in a 0.0...1.0 range, others in a 0.0.....1.0e+12
> range.
>
> I'm also hoping to update the calculated goodness of fit value at each
> simulated timestep, the idea being to allow the user to  set a tolerance
> level which if exceeded stops the simulation (which otherwise can keep
> running for many hours/days).
>

Some questions.

1) What kind of fit are you doing?
2) What is the measurement model?
3) What do you know apriori about the measurement errors?
4) How is the time series modeled?

Chuck
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