| STT | Metric | Metric Fullname | Characteristics |
|---|---|---|---|
| 1 | EVS | Explained Variance Score | Bigger is better (Best = 1), Range=(-inf, 1.0] |
| 2 | ME | Max Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 3 | MBE | Mean Bias Error | Best = 0, Range=(-inf, +inf) |
| 4 | MAE | Mean Absolute Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 5 | MSE | Mean Squared Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 6 | RMSE | Root Mean Squared Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 7 | MSLE | Mean Squared Log Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 8 | MedAE | Median Absolute Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 9 | MRE / MRB | Mean Relative Error / Mean Relative Bias | Smaller is better (Best = 0), Range=[0, +inf) |
| 10 | MPE | Mean Percentage Error | Best = 0, Range=(-inf, +inf) |
| 11 | MAPE | Mean Absolute Percentage Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 12 | SMAPE | Symmetric Mean Absolute Percentage Error | Smaller is better (Best = 0), Range=[0, 1] |
| 13 | MAAPE | Mean Arctangent Absolute Percentage Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 14 | MASE | Mean Absolute Scaled Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 15 | NSE | Nash-Sutcliffe Efficiency Coefficient | Bigger is better (Best = 1), Range=(-inf, 1] |
| 16 | NNSE | Normalized Nash-Sutcliffe Efficiency Coefficient | Bigger is better (Best = 1), Range=[0, 1] |
| 17 | WI | Willmott Index | Bigger is better (Best = 1), Range=[0, 1] |
| 18 | R / PCC | Pearson’s Correlation Coefficient | Bigger is better (Best = 1), Range=[-1, 1] |
| 19 | AR / APCC | Absolute Pearson's Correlation Coefficient | Bigger is better (Best = 1), Range=[-1, 1] |
| 20 | RSQ/R2S | (Pearson’s Correlation Index) ^ 2 | Bigger is better (Best = 1), Range=[0, 1] |
| 21 | R2 / COD | Coefficient of Determination | Bigger is better (Best = 1), Range=(-inf, 1] |
| 22 | AR2 / ACOD | Adjusted Coefficient of Determination | Bigger is better (Best = 1), Range=(-inf, 1] |
| 23 | CI | Confidence Index | Bigger is better (Best = 1), Range=(-inf, 1] |
| 24 | DRV | Deviation of Runoff Volume | Smaller is better (Best = 1.0), Range=[1, +inf) |
| 25 | KGE | Kling-Gupta Efficiency | Bigger is better (Best = 1), Range=(-inf, 1] |
| 26 | GINI | Gini Coefficient | Smaller is better (Best = 0), Range=[0, +inf) |
| 27 | GINI_WIKI | Gini Coefficient on Wikipage | Smaller is better (Best = 0), Range=[0, +inf) |
| 28 | PCD | Prediction of Change in Direction | Bigger is better (Best = 1.0), Range=[0, 1] |
| 29 | CE | Cross Entropy | Range(-inf, 0], Can't give comment about this |
| 30 | KLD | Kullback Leibler Divergence | Best = 0, Range=(-inf, +inf) |
| 31 | JSD | Jensen Shannon Divergence | Smaller is better (Best = 0), Range=[0, +inf) |
| 32 | VAF | Variance Accounted For | Bigger is better (Best = 100%), Range=(-inf, 100%] |
| 33 | RAE | Relative Absolute Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 34 | A10 | A10 Index | Bigger is better (Best = 1), Range=[0, 1] |
| 35 | A20 | A20 Index | Bigger is better (Best = 1), Range=[0, 1] |
| 36 | A30 | A30 Index | Bigger is better (Best = 1), Range=[0, 1] |
| 37 | NRMSE | Normalized Root Mean Square Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 38 | RSE | Residual Standard Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 39 | RE / RB | Relative Error / Relative Bias | Best = 0, Range=(-inf, +inf) |
| 40 | AE | Absolute Error | Best = 0, Range=(-inf, +inf) |
| 41 | SE | Squared Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 42 | SLE | Squared Log Error | Smaller is better (Best = 0), Range=[0, +inf) |
| 43 | COV | Covariance | Bigger is better (No best value), Range=(-inf, +inf) |
| 44 | COR | Correlation | Bigger is better (Best = 1), Range=[-1, +1] |
| 45 | EC | Efficiency Coefficient | Bigger is better (Best = 1), Range=(-inf, +1] |
| 46 | OI | Overall Index | Bigger is better (Best = 1), Range=(-inf, +1] |
| 47 | CRM | Coefficient of Residual Mass | Smaller is better (Best = 0), Range=(-inf, +inf) |
From now on:
- \hat{y} is the estimated target output,
- y is the corresponding (correct) target output.
- \hat{Y} is the whole estimated target output ,
- Y is the corresponding (correct) target output.
- mean(\hat{Y}) is the mean of whole estimated target output ,
- mean(Y) is the mean of whole (correct) target output.
.. toctree:: :maxdepth: 3 regression/EVS.rst regression/ME.rst regression/MAE.rst regression/MSE.rst regression/MBE.rst regression/RMSE.rst regression/MSLE.rst regression/MedAE.rst regression/MRE.rst regression/MPE.rst regression/MAPE.rst regression/SMAPE.rst regression/MAAPE.rst regression/MASE.rst regression/NSE.rst regression/NNSE.rst regression/WI.rst regression/R.rst regression/AR.rst regression/R2.rst regression/AR2.rst regression/CI.rst regression/R2s.rst regression/DRV.rst regression/KGE.rst regression/GINI.rst regression/PCD.rst regression/CE.rst regression/KLD.rst regression/JSD.rst regression/VAF.rst regression/RAE.rst regression/A10.rst regression/A20.rst regression/A30.rst regression/NRMSE.rst regression/RSE.rst regression/COV.rst regression/COR.rst regression/EC.rst regression/OI.rst regression/CRM.rst regression/RE.rst regression/AE.rst regression/SE.rst regression/SLE.rst
.. toctree:: :maxdepth: 3
.. toctree:: :maxdepth: 3
.. toctree:: :maxdepth: 3