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Root Mean Square Error (RMSE) : N X X Rmse
Root Mean Square Error (RMSE) : N X X Rmse
The Root Mean Square Error (RMSE) (also called the root mean square deviation,
RMSD) is a frequently used measure of the difference between values predicted by a
model and the values actually observed from the environment that is being modelled.
These individual differences are also called residuals, and the RMSE serves to
aggregate them into a single measure of predictive power.
The RMSE of a model prediction with respect to the estimated variable Xmodel is
defined as the square root of the mean squared error:
RMSE
n
i 1
( X obs,i X mo del ,i ) 2
n
1:
NRMSE
RMSE
X obs ,max X obs ,min
2:
NRMSE
RMSE
X obs
(the latter one is also called CV,RMSE for the resemblance with calculating the
coefficient of variance).
n
i 1
n
i 1
( xi x) ( yi y )
( xi x) 2
n
i 1
( yi y ) 2
E 1
i 1
n
( X obs,i X mo del ) 2
i 1
( X obs,i X obs ) 2