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RMS,RMSE以及SD

(2018-05-08 11:03:35)
分类: GPS数据处理

本次分享几个容易混淆的量,分别为:

  • RMS:均方根值

  • RMSE: 均方根误差

  • Standard Deviation: 标准差


下面给出三个量的表达公式: 
均方根值 

Xrms=i=1NXiNN=X12+X22+...+XN2N" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">Xrms=∑i=1NXiNN=X12+X22+...+XN2N

 


均方根误差 

RMSE=i=1n(Xobs,iXmodel,i)2n" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">RMSE=∑i=1n(Xobs,i−Xmodel,i)2n

 

公式理解: 它是观测值与真值偏差的平方和观测次数n" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">n比值的平方根,在实际测量中,观测次数n" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">n总是有限的,真值只能用最可信赖(最佳)值来代替.方根误差对一组测量中的特大或特小误差反映非常敏感,所以,均方根误差能够很好地反映出测量的精密度。均方根误差,当对某一量进行甚多次的测量时,取这一测量列真误差的均方根差(真误差平方的算术平均值再开方),称为标准偏差,以" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">σ表示。" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">σ反映了测量数据偏离真实值的程度," role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">σ越小,表示测量精度越高,因此可用" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">σ作为评定这一测量过程精度的标准。


标准差: 

SD=sumi=1N(XiX)2n" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">SD=sumi=1N(Xi−X¯)2n

 

理解: 标准差是方差的算术平方根,也称均方差(Mean" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">Mean Square" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">Square Error" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">Error),是各数据偏离平均数的距离的平均数,它是离均差平方和平均后的方根,用" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">σ表示,标准差能反映一个数据集的离散程度。


在机器学习训练模型时,MSE" role="presentation" style="box-sizing: border-box; outline: 0px; display: inline; line-height: normal; text-align: left; word-spacing: normal; word-wrap: normal; white-space: nowrap; float: none; direction: ltr; max-width: none; max-height: none; min-width: 0px; min-height: 0px; border: 0px; padding: 0px; margin: 0px; word-break: break-all; position: relative;">MSE 是最常用的,用来刻画模型的误差。

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