Moving window cross validation: a new cross validation method for the selection of a rational number of components in a partial least squares calibration model

摘要

A new cross validation method called moving window cross validation (MWCV) is proposed in this study, as a novel method for selecting the rational number of components for building an efficient calibration model in analytical chemistry. This method works with an innovative pattern to split a validation set by a number of given windows that move synchronously along proper subsets of all the samples. Calculations for the mean value of all mean squares error in cross validations (MSECVs) for all splitting forms are made for different numbers of components, and then the optimal number of components for the model can be selected. Performance of MWCV is compared with that of two cross validation methods, leave-one-out cross validation (LOOCV) and Monte Carlo cross validation (MCCV), for partial least squares (PLS) models developed on one simulated data set and two real near-infrared (NIR) spectral data sets. The results reveal that MWCV can avoid a tendency to over-fit the data. Selection of the optimal number of components can be easily made by MWCV because it yields a global minimum in root MSECV at the optimal number of components. Changes in the window size and window number of MWCV do not greatly influence the selection of the number of components. MWCV is demonstrated to be an effective, simple and accurate cross validation method.