In statistics the mean squared prediction error (MSPE), also known as mean squared error of the predictions, of a smoothing, curve fitting, or regression...
6 KB (1,025 words) - 14:41, 15 November 2024
In statistics, the mean squared error (MSE) or mean squared deviation (MSD) of an estimator (of a procedure for estimating an unobserved quantity) measures...
24 KB (3,861 words) - 12:45, 11 May 2025
The root mean square deviation (RMSD) or root mean square error (RMSE) is either one of two closely related and frequently used measures of the differences...
11 KB (1,620 words) - 18:39, 16 February 2025
equalizer "Mean Squared Error (MSE)". www.probabilitycourse.com. Retrieved 9 May 2017. Moon and Stirling. Johnson, D. "Minimum Mean Squared Error Estimators"...
41 KB (9,310 words) - 08:40, 13 May 2025
in the sense that the least squares approach is related to the mean squared error, the equivalent for mean absolute error is least absolute deviations...
8 KB (1,074 words) - 18:40, 16 February 2025
arises in the expression mean squared error (MSE). The mean squared error of a regression is a number computed from the sum of squares of the computed residuals...
16 KB (2,164 words) - 16:12, 23 May 2025
The mean absolute percentage error (MAPE), also known as mean absolute percentage deviation (MAPD), is a measure of prediction accuracy of a forecasting...
9 KB (1,481 words) - 07:42, 4 October 2024
zero. Percentage error Mean absolute percentage error Mean squared error Mean squared prediction error Minimum mean-square error Squared deviations Peak...
2 KB (241 words) - 16:13, 30 October 2023
in that the RMS includes the squared deviation (error) as well. Physical scientists often use the term root mean square as a synonym for standard deviation...
19 KB (2,786 words) - 10:02, 9 April 2025
true error variance σ2 is replaced by an estimate, the reduced chi-squared statistic, based on the minimized value of the residual sum of squares (objective...
36 KB (5,243 words) - 19:58, 10 June 2025
MAE=MAD={\frac {\sum _{t=1}^{N}|E_{t}|}{N}}} Mean squared error (MSE) or mean squared prediction error (MSPE): M S E = M S P E = ∑ t = 1 N E t 2 N...
41 KB (5,326 words) - 00:07, 26 May 2025
used to estimate the population mean μ and population standard deviation σ of the underlying population, while prediction intervals may be used to estimate...
21 KB (2,883 words) - 22:39, 22 April 2025
statistic is chi-squared distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used...
22 KB (2,432 words) - 16:59, 17 March 2025
mean. In regression analysis, the term "standard error" refers either to the square root of the reduced chi-squared statistic or the standard error for...
20 KB (2,781 words) - 03:46, 4 May 2025
Forecast errors can be evaluated using a variety of methods namely mean percentage error, root mean squared error, mean absolute percentage error, mean squared...
13 KB (1,678 words) - 05:55, 25 May 2025
a_{0}=-1} . On the other hand, if the mean square prediction error is constrained to be unity and the prediction error equation is included on top of the...
8 KB (1,306 words) - 11:30, 13 March 2025
Local regression (category CS1 errors: ISBN date)
{Y}}} ? Performance is often assessed using a squared-error loss function. The mean squared prediction error is E ( Y ~ − μ ^ ( x ~ ) ) 2 = E ( Y ~ − μ (...
34 KB (5,833 words) - 01:45, 21 May 2025
sum of squares (RSS), also known as the sum of squared residuals (SSR) or the sum of squared estimate of errors (SSE), is the sum of the squares of residuals...
6 KB (1,055 words) - 08:31, 1 March 2023
Mean absolute error Mean absolute percentage error Mean squared error Root mean squared error Armstrong, J. S. (1985) Long-range Forecasting: From Crystal...
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has a smaller mean squared error. In practice s2 is used more often, since it is more convenient for the hypothesis testing. The square root of s2 is...
65 KB (9,098 words) - 10:14, 3 June 2025
In statistics, the mean signed difference (MSD), also known as mean signed deviation, mean signed error, or mean bias error is a sample statistic that...
3 KB (508 words) - 04:41, 25 November 2024
minimum mean square prediction error), while BIC is not . Haussler et al. (1994) showed that when BMA is used for classification, its expected error is at...
53 KB (6,685 words) - 14:14, 8 June 2025
out-of-sample mean squared error, also known as the mean squared prediction error, is substantially higher than the in-sample mean square error, this is a...
9 KB (1,117 words) - 22:30, 3 May 2024
difference Mean square quantization error Mean square weighted deviation Mean squared error Mean squared prediction error Mean time between failures Mean-reverting...
87 KB (8,280 words) - 23:04, 12 March 2025
continuously distributed, the mean squared error, root mean squared error or median absolute deviation could be used to summarize the errors. When users apply cross-validation...
44 KB (5,781 words) - 09:14, 19 February 2025
distribution is the square root of its variance. (For a finite population, variance is the average of the squared deviations from the mean.) A useful property...
59 KB (8,233 words) - 19:16, 23 April 2025
regularization Matthews correlation coefficient Mean shift Mean squared error Mean squared prediction error Measurement invariance Medoid MeeMix Melomics...
39 KB (3,386 words) - 19:51, 2 June 2025
to determine a good experimental design include integrated mean squared prediction error [4] and distance based criteria [5]. Popular strategies for...
7 KB (888 words) - 08:13, 18 August 2024
Coefficient of determination (redirect from R-squared)
the coefficient of determination, denoted R2 or r2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is...
45 KB (6,216 words) - 05:14, 27 February 2025
Variance (redirect from Scaled chi-squared distribution)
expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance...
61 KB (10,215 words) - 16:29, 24 May 2025