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      An invalidation test for predictive models

      Bardsley, W. Earl; Purdie, Jennifer Margaret
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      Commons_test.pdf
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      DOI
       10.1016/j.jhydrol.2007.02.019
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      Bardsley, W.E. & Purdie, J.M. (2007). An invalidation test for predictive models. Journal of Hydrology, 338(1-2), 57-62.
      Permanent Research Commons link: https://hdl.handle.net/10289/3933
      Abstract
      The standard means of establishing predictive ability in hydrological models is by finding how well predictions match independent validation data. This matching may not be particularly good in some situations such as seasonal flow forecasting and the question arises as to whether a given model has any predictive capacity. A model-independent significance test of the presence of predictive ability is proposed through random permutations of the predicted values. The null hypothesis of no model predictive ability is accepted if there is a sufficiently high probability that a random reordering of the predicted values will yield a better fit to the validation data. The test can achieve significance even with poor model predictions and its value is for invalidating bad models rather than verifying good models as suitable for application. Some preliminary applications suggest that test outcomes will often be similar at the 0.05 level for standard fit measures using absolute or squared residuals. In addition to hydrological application, the test may also find use as a base quality control measure for predictive models generally.
      Date
      2007
      Type
      Journal Article
      Publisher
      Elsevier B V
      Rights
      This is an author’s accepted version of an article published in the journal: Journal of Hydrology. © 2007 Elsevier B.V.
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      • Science and Engineering Papers [3122]
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