loss function是什么
MATLAB中输入g=randn(10,1)
gm=ar(g,1)
结果：
Discrete-time IDPOLY model: A(q)y(t) = e(t)
A(q) = 1 - 0.6332 q^-1
Estimated using AR ('fb'/'now') from data set g
Loss function 1.25616 and FPE 1.53531
Sampling interval: 1
这当中的Loss function和FPE是怎么计算的？ Loss function 损失函数
FPE 预测误差
至于他们是怎么计算的，时间序列分析方面的书上都会有介绍 Taguchi Quality Loss Function
Taguchi QLF strive for minimal variation around target values without adding cost.
He defines loss as “…the lost imparted to society from the time the product is shipped”,
this loss includes
customer dissatisfaction,
added warranty cost to the producer,
loss due the company’s bad reputation,
which would lead to eventual loss of market share.
We cannot reduce cost without affecting quality.
We can improve quality without increasing cost.
We can reduce cost by improving quality.
We can reduce cost by reducing variations
The way QLF is established depends on the type of quality characteristics involved. A quality characteristics is whatever we measure to judge performance (quality).
There are five types of quality characteristics.
Nominal the best.Achieving a desired target value with minimal variations, such as dimensions
& output voltage.
Smaller the better. Minimizing a response, such as shrinkage and wear.
Larger the better. Maximizing a response, such as pull off force and tensile strength.
Attribute.Classifying and/or counting data, such as appearance.
Dynamic.Response varies depending on input, such as a fan drive speed
should vary with engine temperature.
Basic Premises for Quality Cost:
1.It is less expensive to prevent rather than detect nonconformity
2.Process and product performance can be appraised (measured)
3.The causes for nonconformance can be identified and their effects can be reduced or eliminated
1. Prevention Cost
-Cost of all activities specifically designed to prevent poor quality in products.
2. Appraisal Costs.
-Cost associated with measuring, evaluating or auditing products to ensure
conformance to quality standards .
3. Internal Failure Costs.
-Failure costs occurring prior to delivery or shipment of the product.
4. External Failure Costs.
-Failure costs occurring after delivery or shipment of the product.
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