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Re: AI-GEOSTATS: cross-validation

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  • Soeren Nymand Lophaven
    Dear Ercan Cross validation could for example be performed by discarding a single observation from the dataset and predicting this single observation based on
    Message 1 of 3 , Mar 26, 2002
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      Dear Ercan

      Cross validation could for example be performed by discarding a single
      observation from the dataset and predicting this single observation based on
      the rest of the dataset and with the proposed model. This is repeated for all
      the observations in the dataset, and as a measure of the goodness of the model
      you could calculate

      GOM = sum[(observation - predicted)^2]/n

      If you have n observations this procedure is referred to as n-fold cross
      validation. Altenatively you could split your dataset into 10 parts,
      then discarding one part and predicting this part based on the other 9
      parts and the proposed model, would give you 10-fold cross validation.

      If you want to compare different models, off course the one which gives
      the lowest GOM - value is the best for predicting the variable.

      Best regards / Venlig hilsen

      Søren Lophaven
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      On Mon, 25 Mar 2002, Ercan Yesilirmak wrote:

      > Dear list members
      >
      > My question is as folows:
      >
      > For a variable after getting a number of models all of
      > which seem well, how to decide which one is the best
      > among them based on cross-validation results.
      > i.e., How to use cross-validation results of a model
      > to compare with those of others?
      >
      > Best regards
      > Ercan Yesilirmak
      >
      >
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    • Tomislav Malvić
      Dear all, Question is about evaluation of cross-validation results (MSE), performed as part of kriging/cokriging interpolation on different oil fields. Does
      Message 2 of 3 , Nov 26, 2003
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        Dear all,

        Question is about evaluation of cross-validation results (MSE), performed as
        part of kriging/cokriging interpolation on different oil fields.

        Does anybody have experience with comparing of different MSE values in
        similar lithofacies? Is it necessary to have (for comparison) same number of
        wells/data in each lithofacies or it can differ in some range?

        Maybe somebody knows for papers/tables where absolute MSE values (regarding
        interpolation method, number of data and analysed facies) and their meaning
        are published.

        Best regards,

        Tomislav Malvic, INA oil company, Croatia


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