Statistics: Difference between revisions

From CIRPwiki
Jump to navigation Jump to search
No edit summary
No edit summary
Line 1: Line 1:
Given the observed values x and calculated values y, there are several goodness of fit statistics or skill scores which can be calculated. The definition for some of the more common ones are provided below.
Given the observed values x and calculated values y, there are several goodness of fit statistics or skill scores which can be calculated. The definition for some of the more common ones are provided below.
Brier Skill Score
{{Equation|<math> BSS = 1 - \frac{\bigg\langle \big(x-y\big)^2 \bigg\rangle}{\bigg\langle \big(x-x0\big)^2 \bigg\rangle } </math>|2=1}}


The Root-Mean-Squared Error is defined as  
The Root-Mean-Squared Error is defined as  
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big(  x - y  \big)^2  \bigg\rangle  } </math>|2=1}}
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big(  x - y  \big)^2  \bigg\rangle  } </math>|2=2}}


The Relative-Mean-Absolute Error is defined as  
The Relative-Mean-Absolute Error is defined as  
{{Equation|<math> RMAE =  \frac { \bigg\langle \big|  x - y  \big|  \bigg\rangle }{ \big| x \big| }  </math>|2=2}}
{{Equation|<math> RMAE =  \frac { \bigg\langle \big|  x - y  \big|  \bigg\rangle }{ \big| x \big| }  </math>|2=3}}


The correlation coefficient is defined as  
The correlation coefficient is defined as  
{{Equation|<math>  R = \frac { \langle xy \rangle - \langle x \rangle \langle y \rangle  }{ \sqrt{ \langle x^2 \rangle - \langle x \rangle ^2} \sqrt{ \langle y^2 \rangle - \langle y \rangle ^2} }  </math>|2=3}}
{{Equation|<math>  R = \frac { \langle xy \rangle - \langle x \rangle \langle y \rangle  }{ \sqrt{ \langle x^2 \rangle - \langle x \rangle ^2} \sqrt{ \langle y^2 \rangle - \langle y \rangle ^2} }  </math>|2=4}}


The bias is given by
The bias is given by
{{Equation|<math>  B =  \langle x \rangle - \langle y  \rangle  </math>|2=4}}
{{Equation|<math>  B =  \langle x \rangle - \langle y  \rangle  </math>|2=5}}


----
----


[[CMS#Documentation_Portal | Documentation Portal]]
[[CMS#Documentation_Portal | Documentation Portal]]

Revision as of 18:00, 6 December 2010

Given the observed values x and calculated values y, there are several goodness of fit statistics or skill scores which can be calculated. The definition for some of the more common ones are provided below.

Brier Skill Score

  (1)

The Root-Mean-Squared Error is defined as

  (2)

The Relative-Mean-Absolute Error is defined as

  (3)

The correlation coefficient is defined as

  (4)

The bias is given by

  (5)

Documentation Portal