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Your Model's MSE Is Lying to You: Part II

中文摘要

本文探讨了物理信号概率预测中MSE的局限性,重点关注自回归展开与不确定性传播。

English Summary

This article explores why MSE is misleading for physical signal forecasting, focusing on autoregressive rollout and uncertainty propagation in probabilistic models.

Original Excerpt

Autoregressive rollout and uncertainty propagation. Second in a series on probabilistic forecasting for physical signals. The post Your Model's MSE Is Lying to You: Part II appeared first on Towards Data Science.