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Обратная связь для автоматического регулирования;
Информационные технологии (словарь) |
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Bootstrapping, английский
- Bootstrapping can be used as a means to estimate the error of a modeling technique, and can be considered a generalization of cross-validation. basically, each bootstrap sample from the training data for a model is a sample, with replacement from the entire training sample. a model is trained for each sample and its error can be estimated from the unselected data in that sample. typically, a large number of samples (>100) are selected and fit. the technique has been extensively studied in statistics literature.
- Creating a theoretical spot rate curve using one yield projection as the basis for the yield of the next maturity. bootstrapping follows the work of efron. it involves a monte carlo approach.
- A technique for constructing standard errors and conducting hypothesis tests that requires no distributional assumptions and works by resampling from the data.
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Backtracing, английский
Обратимый; изменяемый; заменимый;, русский
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