Publication
Title
Case specific prediction intervals for tri-PLS1 : the full local linearisation
Author
Abstract
A new method to estimate case specific prediction uncertainty for univariate trilinear partial least squares (tri-PLS1) regression is introduced. This method is, from a theoretical point of view, the most exact finite sample approximation to true prediction uncertainty that has been reported up till now. Using the new method, different error sources can be propagated, which is an advantage that cannot be offered by data driven approaches such as the bootstrap. In a concise example, it is illustrated how the method can be applied. In the Appendix, efficient algorithms are presented to compute the estimates required.
Language
English
Source (journal)
Chemometrics and intelligent laboratory systems. - Amsterdam
Publication
Amsterdam : 2011
ISSN
0169-7439
Volume/pages
108:2(2011), p. 93-99
ISI
000295310000002
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 12.12.2011
Last edited 07.09.2017
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