Statistics: Difference between revisions

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*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}}{\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=2}}


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


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

Revision as of 17:49, 1 June 2011

Given the initial measured values x0, final observed or measured values xm and final calculated values xc, 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=1(xmxc)2(xmx0)2 (1)
  • Root-Mean-Squared Error
  RMSE=(xmxc)2 (2)
  • Normalized-Root-Mean-Squared Error
  NRMSE=(xmxc)2Range(xm) (2)
  • Mean-Absolute Error
  MAE=|xmxc| (5)
  • Normalized-Mean-Absolute Error
  NMAE=MAE|Range)| (5)
  • Correlation coefficient is defined as
  R=xmxcxmxcxm2xm2xc2xc2 (7)

The bias is given by

  B=xmxc (8)

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