Statistics: Difference between revisions

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*Root-Mean-Squared Error  
*Root-Mean-Squared Error  
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big( x_m - x_c  \big)^2  \bigg\rangle  } </math>|2=2}}
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big( x_m - x_c  \big)^2  \bigg\rangle  } </math>|2=2}}
*Relative-Root-Mean-Squared Error
{{Equation|<math> RRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c  \big)^2  \bigg\rangle}}{x_m} </math>|2=2}}


*Normalized-Root-Mean-Squared Error  
*Normalized-Root-Mean-Squared Error  
{{Equation|<math>  RRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c  \big)^2  \bigg\rangle}}{range(x_m)} </math>|2=2}}
{{Equation|<math>  RRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c  \big)^2  \bigg\rangle}}{\text{range}(x_m)} </math>|2=2}}


*Mean-Absolute Error  
*Mean-Absolute Error  
{{Equation|<math> MAE =  \bigg\langle \big| x_m - x_c \big|  \bigg\rangle  </math>|2=5}}
{{Equation|<math> MAE =  \bigg\langle \big| x_m - x_c \big|  \bigg\rangle  </math>|2=5}}
*Relative-Mean-Absolute Error
{{Equation|<math>  NMAE = \frac{MAE}{ \big| x_m \big| }  </math>|2=5}}


*Normalized-Mean-Absolute Error  
*Normalized-Mean-Absolute Error  

Revision as of 17:45, 1 June 2011

Given the initial measured values , final observed or measured values and final calculated values , 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
  (2)
  • Normalized-Root-Mean-Squared Error
  (2)
  • Mean-Absolute Error
  (5)
  • Normalized-Mean-Absolute Error
  (5)
  • Correlation coefficient is defined as
  (7)

The bias is given by

  (8)

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