Statistics: Difference between revisions

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{{Equation|<math> BSS(x,y) = 1 - \frac{\bigg\langle \big(x-y\big)^2 \bigg\rangle}{\bigg\langle \big(x-x_0\big)^2 \bigg\rangle } </math>|2=1}}
{{Equation|<math> BSS(x,y) = 1 - \frac{\bigg\langle \big(x-y\big)^2 \bigg\rangle}{\bigg\langle \big(x-x_0\big)^2 \bigg\rangle } </math>|2=1}}


*Root-Mean-Squared Error is defined as
*Root-Mean-Squared Error  
{{Equation|<math> RMSE(x,y,x_0) = \sqrt{ \bigg\langle \big(  x - y  \big)^2  \bigg\rangle  } </math>|2=2}}
{{Equation|<math> RMSE(x,y) = \sqrt{ \bigg\langle \big(  x - y  \big)^2  \bigg\rangle  } </math>|2=2}}


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

Revision as of 18:13, 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)
  Failed to parse (syntax error): {\displaystyle RRMSE(x,y,x_0) = \frac{ x - y \big)^2 \bigg\rangle }} { \sqrt{ \bigg\langle \big( x - x_0 \big)^2 \bigg\rangle }} } (3)
  • Relative-Root-Mean-Squared Error Score
  RRMSES(x,y,x0)=1(xy)2(xx0)2 (4)
  • Relative-Mean-Absolute Error
  RMAE(x,y)=|xy||x| (5)
  • Relative-Mean-Absolute Error Score
  RMAES(x,y,x0)=RMAE(x,y)/RMAE(x,x0) (6)
  • Correlation coefficient is defined as
  R=xyxyx2x2y2y2 (7)

The bias is given by

  B=xy (8)

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