Statistics: Difference between revisions
No edit summary |
No edit summary |
||
Line 1: | Line 1: | ||
Given the initial measured values <math>x_0</math>, final observed or measured values <math>x_m</math> and final calculated values <math>x_c</math>, 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 initial measured values <math>x_0</math>, final observed or measured values <math>x_m</math> and final calculated values <math>x_c</math>, 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_m-x_c\big)^2 \bigg\rangle}{\bigg\langle \big(x_m-x_0\big)^2 \bigg\rangle } </math>|2=1}} | The Bier Skill Score (BSS) is given by | ||
{{Equation|<math> BSS = 1 - \frac{\bigg\langle \big(x_m-x_c\big)^2 \bigg\rangle}{\bigg \langle \big(x_m-x_0\big)^2 \bigg\rangle } </math>|2=1}} | |||
where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values and <math>x_0</math> is the initial measured values. The BSS ranges between negative infinity and one. A BSS value of 1 indicates a perfect agreement between measured and calculated values. Scores equal to or less than 0 indicates that the mean observed value is as or more accurate than the calculated values. | |||
== Nash-Sutcliffe Coefficient == | |||
{{Equation|<math> | {{Equation|<math> E = 1 - \frac{\bigg\langle \big(x_m-x_c\big)^2 \bigg\rangle}{\bigg\langle \big(x_m-\bar{x}\big)^2 \bigg\rangle } </math>|2=2}} | ||
where where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values and <math> \bar{x} = \langle x_m \rangle </math>. The Nash-Sutcliffe efficiency coefficient ranges from negative infinity to one. An efficiency of 1 corresponds to a perfect match between measured and calculated values. An efficiencies equal 0 or less indicates that the mean observed value is as or more accurate than the calculated values. | |||
== Root-Mean-Squared Error == | |||
{{Equation|<math> | The Root-Mean-Squared Error (RMSE) also referred to as Root-Mean-Squared Deviation (RMSD) is defined as | ||
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big( x_m - x_c \big)^2 \bigg\rangle } </math>|2=3}} | |||
where where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values. | |||
== Normalized-Root-Mean-Squared Error == | |||
{{Equation|<math> | {{Equation|<math> NRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c \big)^2 \bigg\rangle}}{\text{Range}(x_m)} </math>|2=4}} | ||
== Mean-Absolute Error == | |||
{{Equation|<math> | {{Equation|<math> MAE = \bigg\langle \big| x_m - x_c \big| \bigg\rangle </math>|2=5}} | ||
where where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values. | |||
== Normalized-Mean-Absolute Error == | |||
{{Equation|<math> | {{Equation|<math> NMAE = \frac{MAE}{ \text{Range}(x_m) } </math>|2=6}} | ||
where where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values. | |||
== Correlation coefficient is defined as == | |||
{{Equation|<math> | {{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}} | ||
where where <math>x_m</math> is the measured or observed values, <math>x_c</math> is the calculated values. | |||
==Bias == | |||
{{Equation|<math> | {{Equation|<math> B = \langle x_m \rangle - \langle x_c \rangle </math>|2=8}} | ||
---- | ---- | ||
[[CMS#Documentation_Portal | Documentation Portal]] | [[CMS#Documentation_Portal | Documentation Portal]] |
Revision as of 18:25, 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
The Bier Skill Score (BSS) is given by
(1) |
where is the measured or observed values, is the calculated values and is the initial measured values. The BSS ranges between negative infinity and one. A BSS value of 1 indicates a perfect agreement between measured and calculated values. Scores equal to or less than 0 indicates that the mean observed value is as or more accurate than the calculated values.
Nash-Sutcliffe Coefficient
(2) |
where where is the measured or observed values, is the calculated values and . The Nash-Sutcliffe efficiency coefficient ranges from negative infinity to one. An efficiency of 1 corresponds to a perfect match between measured and calculated values. An efficiencies equal 0 or less indicates that the mean observed value is as or more accurate than the calculated values.
Root-Mean-Squared Error
The Root-Mean-Squared Error (RMSE) also referred to as Root-Mean-Squared Deviation (RMSD) is defined as
(3) |
where where is the measured or observed values, is the calculated values.
Normalized-Root-Mean-Squared Error
(4) |
Mean-Absolute Error
(5) |
where where is the measured or observed values, is the calculated values.
Normalized-Mean-Absolute Error
(6) |
where where is the measured or observed values, is the calculated values.
Correlation coefficient is defined as
(7) |
where where is the measured or observed values, is the calculated values.
Bias
(8) |