predictive least squares principle

predictive least squares principle
abbr. PLS principle
принцип наименьших квадратов погрешности предсказания (при использовании этого принципа минимизируется накопленный квадрат погрешностей предсказания (вместо среднеквадратической погрешности) с формированием оптимальной оценки нескольких параметров в модели данных; существенно то, что «истинное» распределение, по которому производится усреднение при использовании принципа предсказания с наименьшими квадратами погрешности, в данном случае может и не существовать; используется, в частности, для определения порядка модели авторегрессии); см. modified predictive least squares principle; ср. least squares prediction principle

Англо-русский словарь промышленной и научной лексики. 2014.

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