Statistics: Difference between revisions

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{{Equation|<math>  RRMSE(x,y,x_0) =  \frac{RMSE(x,y)}{RMSE(x,x_0)}  </math>|2=3}}
{{Equation|<math>  RRMSE(x,y,x_0) =  \frac{RMSE(x,y)}{RMSE(x,x_0)}  </math>|2=3}}


{{Equation|<math> RRMSE(x,y,x_0) =   \frac{ x - y \big)^2  \bigg\rangle }} { \sqrt{ \bigg\langle \big( x x_0 \big)^2  \bigg\rangle }} </math>|2=3}}
*Relative-Root-Mean-Squared Error Score
{{Equation|<math> RRMSES(x,y,x_0) = 1-\frac{RMSE(x,y)}{RMSE(x,x_0)} </math>|2=4}}


*Relative-Root-Mean-Squared Error Score
*Mean-Absolute Error  
{{Equation|<math> RRMSES(x,y,x_0) = 1-\frac{\sqrt{ \bigg\langle \bigx - y \big)^2  \bigg\rangle }} { \sqrt{ \bigg\langle \big(  x - x_0  \big)^2 \bigg\rangle }} </math>|2=4}}
{{Equation|<math> MAE(x,y) = \bigg\langle \big| x - y \big| \bigg\rangle  </math>|2=5}}


*Relative-Mean-Absolute Error  
*Relative-Mean-Absolute Error  
{{Equation|<math> RMAE(x,y) = \frac { \bigg\langle \big| x - y \big|  \bigg\rangle }{ \big| x \big| }  </math>|2=5}}
{{Equation|<math> RMAE(x,y) = \frac {MAE(x,y)}{ \big| x \big| }  </math>|2=5}}


*Relative-Mean-Absolute Error Score
*Mean-Absolute Error Score
{{Equation|<math> RMAES(x,y,x_0) = RMAE(x,y)/RMAE(x,x_0) </math>|2=6}}
{{Equation|<math> RMAES(x,y,x_0) = MAE(x,y)/MAE(x,x_0) </math>|2=6}}


*Correlation coefficient is defined as  
*Correlation coefficient is defined as  

Revision as of 18:16, 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
  BSS(x,y)=1(xy)2(xx0)2 (1)
  • Root-Mean-Squared Error
  RMSE(x,y)=(xy)2 (2)
  • Relative-Root-Mean-Squared Error
  RRMSE(x,y,x0)=RMSE(x,y)RMSE(x,x0) (3)
  • Relative-Root-Mean-Squared Error Score
  RRMSES(x,y,x0)=1RMSE(x,y)RMSE(x,x0) (4)
  • Mean-Absolute Error
  MAE(x,y)=|xy| (5)
  • Relative-Mean-Absolute Error
  RMAE(x,y)=MAE(x,y)|x| (5)
  • Mean-Absolute Error Score
  RMAES(x,y,x0)=MAE(x,y)/MAE(x,x0) (6)
  • Correlation coefficient is defined as
  R=xyxyx2x2y2y2 (7)

The bias is given by

  B=xy (8)

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