2021
DOI: 10.1093/icesjms/fsab205
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Prediction–variance relation in a state-space fish stock assessment model

Abstract: The state-space assessment model (SAM) is extended by allowing a functional relationship between observation variance and the corresponding prediction. An estimated relationship between observation variance and predicted value for each individual observation allows the model to assign smaller (or larger) variance to predicted larger log-observations. This relation is different from the usual assumption of constant variance of log-observations within age groups. The prediction–variance link is implemented and c… Show more

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Cited by 4 publications
(1 citation statement)
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“…Extending models to include new processes can produce worse predictive performance even when model selection criteria (e.g., AIC, model residuals) indicate that including new processes improves model fit (Collie et al., 2016; Trijoulet et al., 2019). Model validation via hindcasts and retrospective analyses can directly examine the predictive skill of models to understand whether overfitting is a problem and if a model can provide the short‐term predictions necessary for tactical fisheries management (Breivik et al., 2023; Kell et al., 2021). Given that this modelling framework relies on model selection criteria, model validation will serve as an important, complimentary process.…”
Section: Discussionmentioning
confidence: 99%
“…Extending models to include new processes can produce worse predictive performance even when model selection criteria (e.g., AIC, model residuals) indicate that including new processes improves model fit (Collie et al., 2016; Trijoulet et al., 2019). Model validation via hindcasts and retrospective analyses can directly examine the predictive skill of models to understand whether overfitting is a problem and if a model can provide the short‐term predictions necessary for tactical fisheries management (Breivik et al., 2023; Kell et al., 2021). Given that this modelling framework relies on model selection criteria, model validation will serve as an important, complimentary process.…”
Section: Discussionmentioning
confidence: 99%