What is the best metric to compute the error for complex time series data?
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I have a complex number time series of data for ground truth and estimated values.
I am currently using Mean square error metric to check the quality of my method:
Howver, mean square error obtains only 1 value.
- Is this correct way to calculate MSE for complex data?
- Is there any other metric to see instantenous error at every sample of complex valued time series?
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Walter Roberson
on 13 Aug 2023
No, that could give you complex numbers, but MSE should be real and non-negative.
mse(abs(h_e-h_true))
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