@wikipedia
Synonym: Root Mean Square Error Deviation (RMSERMSD) = Root Mean Square Deviation Error (RMSDRMSE)
A number characterising the model prediction quality ( goodness of fit ) between the datasets of a given variable 𝑥 and its estimator 𝑥̂ :
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RMSD(x, \hat x) = \sqrt{MSE(x, \hat x)} = \sqrt{ \frac{1}{n} \sum_{i=1}^n (x_i - \hat x_i)^2 } |
where
| a variable represented by data set |
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| body | \{ x_1, \, x_2, \, x_3 , ... x_N \} |
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| discrete set of numerical samples of variable |
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| body | \{ \hat x_1, \, \hat x_2, \, \hat x_3 , ... \hat x_N \} |
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| discrete set of predictors for the corresponding samples of variable |
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| Mean Square Error (MSE) |
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The RMSD is a square root of Mean Square Error (MSE) between the datasets of a given variable and its estimator :
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