Average Variance of Prediction

In the Evaluate Design report, the average variance of prediction is reported. At a point in the design space, define the relative prediction variance:

where this is the prediction variance divided by the error variance. For more information about the calculation, see Section 4.3.5 in Goos and Jones (2011).

If the design region is constrained by linear constraints or disallowed combinations, the average variance of prediction is calculated from the prediction variance values found in the Fraction of Design Space plot.