Statistics: Difference between revisions

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*Normalized-Root-Mean-Squared Error  
*Normalized-Root-Mean-Squared Error  
{{Equation|<math> NRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c \big)^2  \bigg\rangle}}{\text{Range}(x_m)} </math>|2=2}}
{{Equation|<math> NRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c \big)^2  \bigg\rangle}}{\text{Range}(x_m)} </math>|2=3}}


*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=4}}


*Normalized-Mean-Absolute Error  
*Normalized-Mean-Absolute Error  
{{Equation|<math>  NMAE = \frac{MAE}{ \big| \text{Range}) \big| }  </math>|2=5}}
{{Equation|<math>  NMAE = \frac{MAE}{ \big| \text{Range}(x_m) \big| }  </math>|2=5}}


*Correlation coefficient is defined as  
*Correlation coefficient is defined as  
{{Equation|<math>  R = \frac { \langle x_m x_c \rangle - \langle x_m \rangle \langle x_c \rangle  }{ \sqrt{ \langle x_m^2 \rangle - \langle x_m \rangle ^2} \sqrt{ \langle x_c^2 \rangle - \langle x_c \rangle ^2} }  </math>|2=7}}
{{Equation|<math>  R = \frac { \langle x_m x_c \rangle - \langle x_m \rangle \langle x_c \rangle  }{ \sqrt{ \langle x_m^2 \rangle - \langle x_m \rangle ^2} \sqrt{ \langle x_c^2 \rangle - \langle x_c \rangle ^2} }  </math>|2=6}}


The bias is given by
*Bias
{{Equation|<math>  B =  \langle x_m \rangle - \langle x_c  \rangle  </math>|2=8}}
{{Equation|<math>  B =  \langle x_m \rangle - \langle x_c  \rangle </math>|2=7}}
 
* Nash-Sutcliffe Coefficient
{{Equation|<math> BSS = 1 - \frac{\bigg\langle \big(x_m-x_c\big)^2  \bigg\rangle}{\bigg\langle \big(x_m- \langle x_m \rangle \big)^2 \bigg\rangle } </math>|2=8}}


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

Revision as of 18:07, 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
  (3)
  • Mean-Absolute Error
  (4)
  • Normalized-Mean-Absolute Error
  (5)
  • Correlation coefficient is defined as
  (6)
  • Bias
  (7)
  • Nash-Sutcliffe Coefficient
  (8)

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