Stochastic Modeling and Environmental Change
Published Online: 15 SEP 2006
Copyright © 2002 John Wiley & Sons, Ltd
Encyclopedia of Environmetrics
How to Cite
Chatfield, C. 2006. Model Uncertainty. Encyclopedia of Environmetrics. 4.
- Published Online: 15 SEP 2006
The modeling of complex environmental stochastic systems is a difficult task. There may be little or no background theory, the data may be of doubtful quality, and it is not always clear what the objectives are. Nevertheless, scientists have made substantial progress in getting a better insight into environmental relationships and changes. However, much remains to be done, especially in regard to the thorny topic of model uncertainty. Although it is widely recognized that all models are approximations and need to be modified and improved as more information becomes available, many scientists continue to make predictions from models as if they really believe them to be true. As a result, the accuracy of out-of-sample predictions is typically (much) worse than would be expected from the within-sample fit.