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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
== 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.


*Root-Mean-Squared Error
== Nash-Sutcliffe Coefficient ==
{{Equation|<math> RMSE = \sqrt{ \bigg\langle \big( x_m - x_c \big)^2  \bigg\rangle  } </math>|2=2}}
{{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.


*Normalized-Root-Mean-Squared Error  
== 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=3}}
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.


*Mean-Absolute Error  
== Normalized-Root-Mean-Squared Error ==
{{Equation|<math> MAE = \bigg\langle \big| x_m - x_c \big| \bigg\rangle </math>|2=4}}
{{Equation|<math> NRMSE = \frac{\sqrt{ \bigg\langle \big( x_m - x_c \big)^2 \bigg\rangle}}{\text{Range}(x_m)} </math>|2=4}}


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


*Correlation coefficient is defined as
== Normalized-Mean-Absolute Error ==
{{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}}
{{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.


*Bias
== Correlation coefficient is defined as ==
{{Equation|<math>  B =  \langle x_m \rangle - \langle x_c \rangle  </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=7}}
where where <math>x_m</math> is the measured or observed  values, <math>x_c</math> is the calculated values.


* Nash-Sutcliffe Coefficient
==Bias ==
{{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=8}}
{{Equation|<math> B = \langle x_m \rangle - \langle x_c  \rangle  </math>|2=8}}
where <math> \bar{x} = \langle x_m \rangle </math>


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Revision as of 18:25, 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

The Bier Skill Score (BSS) is given by

  BSS=1(xmxc)2(xmx0)2 (1)

where xm is the measured or observed values, xc is the calculated values and x0 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

  E=1(xmxc)2(xmx¯)2 (2)

where where xm is the measured or observed values, xc is the calculated values and x¯=xm. 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

  RMSE=(xmxc)2 (3)

where where xm is the measured or observed values, xc is the calculated values.

Normalized-Root-Mean-Squared Error

  NRMSE=(xmxc)2Range(xm) (4)

Mean-Absolute Error

  MAE=|xmxc| (5)

where where xm is the measured or observed values, xc is the calculated values.

Normalized-Mean-Absolute Error

  NMAE=MAERange(xm) (6)

where where xm is the measured or observed values, xc is the calculated values.

Correlation coefficient is defined as

  R=xmxcxmxcxm2xm2xc2xc2 (7)

where where xm is the measured or observed values, xc is the calculated values.

Bias

  B=xmxc (8)

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