täpseimate

Täpseimate is a conceptual framework for producing precise estimates in the presence of uncertainty by merging multiple measurements and predictive models into a single calibrated estimate. It emphasizes both accuracy and reliable uncertainty quantification, aiming to deliver a point estimate accompanied by a well-calibrated interval of uncertainty.

At its core, täpseimate uses a weighted fusion of input estimates. Weights are learned from historical performance and current data characteristics, allowing the method to adapt to changing noise levels and model bias. The resulting point estimate is complemented by a predictive interval that reflects both aleatoric and epistemic uncertainty. The approach blends ideas from ensemble methods, Bayesian reasoning, and calibration techniques to produce a cohesive estimate and associated confidence bounds.

Key methodological elements include estimating the uncertainty of each input, solving a constrained optimization that seeks to minimize expected error while maintaining specified coverage for the interval, and applying a calibration step so that predicted intervals align with observed frequencies. The framework supports dynamic weight updates as new data arrive, enabling continual refinement of both the estimate and its uncertainty.

Applications span diverse areas such as sensor fusion, time-series forecasting, environmental monitoring, engineering quality control, finance risk assessment, and epidemiology. In practice, täpseimate can be implemented as a two-stage process: a fusion stage that produces a refined estimate from multiple sources, followed by a calibration stage that adjusts interval estimates to maintain reliable coverage.

Relation to existing methods includes similarities to Bayesian model averaging and Kalman filtering, but täpseimate distinguishes itself through explicit emphasis on interval calibration and adaptive, data-driven weighting. Limitations include computational complexity and the need for representative historical data to learn reliable weights.