Statistics: Difference between revisions

From CIRPwiki
Jump to navigation Jump to search
No edit summary
No edit summary
Line 11: Line 11:


*Relative-Root-Mean-Squared Error Score  
*Relative-Root-Mean-Squared Error Score  
{{Equation|<math> RMSES(x,y,x_0) = 1-RRMSE(x,y,x_0)  </math>|2=4}}
{{Equation|<math> RRMSES(x,y,x_0) = 1-\frac{\sqrt{ \bigg\langle \big( x - y \big)^2  \bigg\rangle }} { \sqrt{ \bigg\langle \big(  x - x_0 \big)^2  \bigg\rangle </math>|2=4}}


*Relative-Mean-Absolute Error  
*Relative-Mean-Absolute Error  

Revision as of 18:10, 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)
  • Root-Mean-Squared Error is defined as
  (2)
  • Relative-Root-Mean-Squared Error
  (3)
  • Relative-Root-Mean-Squared Error Score
  Failed to parse (syntax error): {\displaystyle RRMSES(x,y,x_0) = 1-\frac{\sqrt{ \bigg\langle \big( x - y \big)^2 \bigg\rangle }} { \sqrt{ \bigg\langle \big( x - x_0 \big)^2 \bigg\rangle } (4)
  • Relative-Mean-Absolute Error
  (5)
  • Relative-Mean-Absolute Error Score
  (6)
  • Correlation coefficient is defined as
  (7)

The bias is given by

  (8)

Documentation Portal