Examples of SPE in a sentence
We discuss two test statistics that are used for anomaly detection: squared prediction error (SPE) and Hotelling’s T 2.Squared prediction error, also known as the Q-statistic, measures the squared Euclidean distance between sample x and its projection to the principal component subspace :Q = SPE = ∥(I − P¯ P¯ T )x∥2, (55) where P¯ contains the p retained vectors that were estimated from the reference data asper Equation (41).
The IB, in turn, securitizes these by pooling them in a special purpose entity (SPE) which is insulated from taxation of the pool’s income (by enabling legislation in the United States allowing corporate structures in tax havens).
The sample is considered normal if SPE is below its upper control limit Qα.
When the value of the SPE statistic is above the upper control limit, the contributions can be inspected to identify the anomaly.
Since T 2 is a distance metric in the principal component space, it can be decomposed into the contributions of the principal components exactly like SPE.