Optimum design of chamfer masks using symmetric mean absolute percentage error
نویسندگان
چکیده
منابع مشابه
Using the Mean Absolute Percentage Error for Regression Models
We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimization remains possible using the MAPE instead of the MAE.
متن کاملOptimum Design of Chamfer Distance
The distance transform has found many applications in image analysis. The Euclidean distance transform is computationally very intensive, and eecient discrete algorithms based on chamfer metrics are used to obtain its approximations. The chamfer metrics are selected to minimize an approximation error. In this paper, a new approach is developed to nd optimal chamfer local distances. This new app...
متن کاملOptimum design of chamfer distance transforms
The distance transform has found many applications in image analysis. Chamfer distance transforms are a class of discrete algorithms that offer a good approximation to the desired Euclidean distance transform at a lower computational cost. They can also give integer-valued distances that are more suitable for several digital image processing tasks. The local distances used to compute a chamfer ...
متن کاملHow to Estimate Forecasting Quality: A System-Motivated Derivation of Symmetric Mean Absolute Percentage Error (SMAPE) and Other Similar Characteristics
When comparing how well different algorithms forecast time series, researchers use an average value of the ratio |x− y| (|x|+ |y|)/2 , known as the Symmetric Mean Absolute Percentage Error (SMAPE). In this paper, we provide a system-motivated explanation for this formula. We also explain how this formula explains the use of geometric mean to combine different forecasts.
متن کاملOptimum thresholding using mean and conditional mean square error
We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator ˆ IV n of the integrated variance IV := ∫ T 0 σ sds proposed in [6] is constructed using observations on a discrete time grid, and precisely it sums up the squared increments of the process when they are under a thres...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: EURASIP Journal on Image and Video Processing
سال: 2019
ISSN: 1687-5281
DOI: 10.1186/s13640-019-0475-y