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. 2007 May;37(5):670-9.
doi: 10.1016/j.compbiomed.2006.06.005. Epub 2006 Aug 8.

Error Bounds for Data-Driven Models of Dynamical Systems


Error Bounds for Data-Driven Models of Dynamical Systems

Nicholas O Oleng' et al. Comput Biol Med. .


This work provides a technique for estimating error bounds about the predictions of data-driven models of dynamical systems. The bootstrap technique is applied to predictions from a set of dynamical system models, rather than from the time-series data, to estimate the reliability (in the form of prediction intervals) for each prediction. The technique is illustrated using human core temperature data, modeled by a hybrid (autoregressive plus first principles) approach. The temperature prediction intervals obtained are in agreement with those from the Camp-Meidell inequality. Moreover, as expected, the prediction intervals increase with the prediction horizon, time-series data variability, and model inaccuracy.

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