Wave:GoodnessOfFit: Difference between revisions
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==Beschreibung== | ==Beschreibung== | ||
'''GoodnessOfFit''' | '''GoodnessOfFit''' calculates various goodness of fit parameters for two time series: | ||
=== | === Volume error === | ||
:<math>m = 100 \cdot \frac{\sum_{t=1}^T{(Q_m^t - Q_o^t)}}{\sum_{t=1}^T{Q_o^t}}</math> | :<math>m = 100 \cdot \frac{\sum_{t=1}^T{(Q_m^t - Q_o^t)}}{\sum_{t=1}^T{Q_o^t}}</math> | ||
with: | |||
:<code>m</code>: | :<code>m</code>: Volume error [%] | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
=== | === Sum of squared errors === | ||
:<math>F^2 = \sum_{t=1}^T{\left(Q_o^t - Q_m^t\right)^2}</math> | :<math>F^2 = \sum_{t=1}^T{\left(Q_o^t - Q_m^t\right)^2}</math> | ||
with | |||
:<code>F²</code>: | :<code>F²</code>: Sum of squared errors | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
=== | === Correlation coefficient / coefficient of determination === | ||
:<math>r = \frac{s_{o,m}}{s_o \cdot s_m}</math> | :<math>r = \frac{s_{o,m}}{s_o \cdot s_m}</math> | ||
with | |||
:<math>s_{o,m} = \frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o}) \cdot (Q_m^t - \overline{Q_m})}</math> | :<math>s_{o,m} = \frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o}) \cdot (Q_m^t - \overline{Q_m})}</math> | ||
:<math>s_o = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o})^2}}</math> | :<math>s_o = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o})^2}}</math> | ||
:<math>s_m = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_m^t - \overline{Q_m})^2}}</math> | :<math>s_m = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_m^t - \overline{Q_m})^2}}</math> | ||
with | |||
:<code>r</code>: | :<code>r</code>: correlation coefficient (<code>-1 ≤ r ≤ 1</code>) | ||
:<code>r²</code>: | :<code>r²</code>: coefficient of determination (<code>0 ≤ r² ≤ 1</code>) | ||
:<code>s<sub>o,m</sub></code>: | :<code>s<sub>o,m</sub></code>: covariance | ||
:<code>s<sub>o</sub></code>: | :<code>s<sub>o</sub></code>: standard deviation of observed values | ||
:<code>s<sub>m</sub></code>: | :<code>s<sub>m</sub></code>: standard deviation of simulated values | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
:<code>n</code>: | :<code>n</code>: Number of values | ||
:<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: | :<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: observed average | ||
:<code><span style="text-decoration:overline;">Q<sub>m</sub></span></code>: | :<code><span style="text-decoration:overline;">Q<sub>m</sub></span></code>: simulated average | ||
==== | ====Rating==== | ||
{|cellpadding="5" cellspacing="0" border="0" class="standard stripes" | {|cellpadding="5" cellspacing="0" border="0" class="standard stripes" | ||
|- | |- | ||
! | ! Coefficient of determination !! Rating | ||
|- | |- | ||
| < 0.2 || | | < 0.2 || unsatisfactory | ||
|- | |- | ||
| 0.2 - 0.4 || | | 0.2 - 0.4 || satisfactory | ||
|- | |- | ||
| 0.4 - 0.6 || | | 0.4 - 0.6 || good | ||
|- | |- | ||
| 0.6 - 0.8 || | | 0.6 - 0.8 || very good | ||
|- | |- | ||
| > 0.8 || | | > 0.8 || excellent | ||
|} | |} | ||
===Nash-Sutcliffe | ===Nash-Sutcliffe efficiency=== | ||
:<math>E = 1-\frac{\sum_{t=1}^T\left(Q_o^t-Q_m^t\right)^2}{\sum_{t=1}^T\left(Q_o^t-\overline{Q_o}\right)^2}</math> {{:Literatur:Nash-Sutcliffe 1970|}} | :<math>E = 1-\frac{\sum_{t=1}^T\left(Q_o^t-Q_m^t\right)^2}{\sum_{t=1}^T\left(Q_o^t-\overline{Q_o}\right)^2}</math> {{:Literatur:Nash-Sutcliffe 1970|}} | ||
with | |||
:<code>E</code>: Nash-Sutcliffe | :<code>E</code>: Nash-Sutcliffe efficiency [-] | ||
:<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: | :<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: observed average | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
<blockquote> | <blockquote> | ||
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:— Wikipedia<ref>'''Wikipedia contributors''': "Nash-Sutcliffe efficiency coefficient," Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/w/index.php?title=Nash-Sutcliffe_efficiency_coefficient&oldid=231196847 (accessed September 18, 2008). </ref> | :— Wikipedia<ref>'''Wikipedia contributors''': "Nash-Sutcliffe efficiency coefficient," Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/w/index.php?title=Nash-Sutcliffe_efficiency_coefficient&oldid=231196847 (accessed September 18, 2008). </ref> | ||
===Logarithmic Nash-Sutcliffe | ===Logarithmic Nash-Sutcliffe efficiency=== | ||
:<math>E,ln = 1-\frac{\sum_{t=1}^T\left(ln(Q_o^t)-ln(Q_m^t)\right)^2}{\sum_{t=1}^T\left(ln(Q_o^t)-ln(\overline{Q_o})\right)^2}</math> | :<math>E,ln = 1-\frac{\sum_{t=1}^T\left(ln(Q_o^t)-ln(Q_m^t)\right)^2}{\sum_{t=1}^T\left(ln(Q_o^t)-ln(\overline{Q_o})\right)^2}</math> | ||
with | with | ||
:<code>E,ln</code>: Logarithmic Nash-Sutcliffe | :<code>E,ln</code>: Logarithmic Nash-Sutcliffe efficiency [-] | ||
:<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: | :<code><span style="text-decoration:overline;">Q<sub>o</sub></span></code>: observed average | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
<blockquote> | <blockquote> | ||
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:— BWK<ref>'''BWK''': "Detaillierte Nachweisführung immissionsorientierter Anforderungen an Misch- und Niederschlagswassereinleitungen gemäß BWK - Merkblatt 3", Okt. 2008</ref> | :— BWK<ref>'''BWK''': "Detaillierte Nachweisführung immissionsorientierter Anforderungen an Misch- und Niederschlagswassereinleitungen gemäß BWK - Merkblatt 3", Okt. 2008</ref> | ||
=== | ===Hydrologic deviation=== | ||
:<math>D = 200 \cdot \frac{\sum_{t=1}^T{|Q_m^t - Q_o^t| \cdot Q_o^t}}{n \cdot {Q_{o,max}}^2}</math> | :<math>D = 200 \cdot \frac{\sum_{t=1}^T{|Q_m^t - Q_o^t| \cdot Q_o^t}}{n \cdot {Q_{o,max}}^2}</math> | ||
mit | mit | ||
:<code>D</code>: | :<code>D</code>: Hydrologic deviation [-] | ||
:<code>Q<sub>o</sub><sup>t</sup></code>: | :<code>Q<sub>o</sub><sup>t</sup></code>: observed value at time <code>t</code> | ||
:<code>Q<sub>m</sub><sup>t</sup></code>: | :<code>Q<sub>m</sub><sup>t</sup></code>: simulated value at time <code>t</code> | ||
:<code>n</code>: | :<code>n</code>: Number of values | ||
:<code>Q<sub>o,max</sub></code>: | :<code>Q<sub>o,max</sub></code>: observed maximum | ||
<blockquote> | <blockquote> | ||
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:— {{:Literatur:Schultz_1968|Schultz (1968), S.53}} | :— {{:Literatur:Schultz_1968|Schultz (1968), S.53}} | ||
==== | ====Rating==== | ||
{|cellpadding="5" cellspacing="0" border="0" class="standard stripes" | {|cellpadding="5" cellspacing="0" border="0" class="standard stripes" | ||
|- | |- | ||
! Deviation !! | ! Deviation !! Rating | ||
|- | |- | ||
| 0 - 3 || | | 0 - 3 || very good | ||
|- | |- | ||
| 3 - 10 || | | 3 - 10 || good | ||
|- | |- | ||
| 10 - 18 || | | 10 - 18 || usable | ||
|} | |} | ||
: — {{:Literatur:Schultz_1968}} | : — {{:Literatur:Schultz_1968}} | ||
== | ==Notes== | ||
The two time series are cleaned before conducting the analysis, i.e. they are cut to each other's extents and all non-coincident nodes and nodes that have a NaN value in one the time series are discarded. | |||
== | ==Literature== | ||
<references/> | <references/> | ||
[[Category:BlueM.Wave|G]] | [[Category:BlueM.Wave|G]] | ||
[[Category:Analysis functions|G]] | [[Category:Analysis functions|G]] |
Revision as of 16:18, 11 December 2021
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Beschreibung
GoodnessOfFit calculates various goodness of fit parameters for two time series:
Volume error
- [math]\displaystyle{ m = 100 \cdot \frac{\sum_{t=1}^T{(Q_m^t - Q_o^t)}}{\sum_{t=1}^T{Q_o^t}} }[/math]
with:
m
: Volume error [%]Qot
: observed value at timet
Qmt
: simulated value at timet
Sum of squared errors
- [math]\displaystyle{ F^2 = \sum_{t=1}^T{\left(Q_o^t - Q_m^t\right)^2} }[/math]
with
F²
: Sum of squared errorsQot
: observed value at timet
Qmt
: simulated value at timet
Correlation coefficient / coefficient of determination
- [math]\displaystyle{ r = \frac{s_{o,m}}{s_o \cdot s_m} }[/math]
with
- [math]\displaystyle{ s_{o,m} = \frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o}) \cdot (Q_m^t - \overline{Q_m})} }[/math]
- [math]\displaystyle{ s_o = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_o^t - \overline{Q_o})^2}} }[/math]
- [math]\displaystyle{ s_m = \sqrt{\frac{1}{n - 1} \sum_{t=1}^T{(Q_m^t - \overline{Q_m})^2}} }[/math]
with
r
: correlation coefficient (-1 ≤ r ≤ 1
)r²
: coefficient of determination (0 ≤ r² ≤ 1
)so,m
: covarianceso
: standard deviation of observed valuessm
: standard deviation of simulated valuesQot
: observed value at timet
Qmt
: simulated value at timet
n
: Number of valuesQo
: observed averageQm
: simulated average
Rating
Coefficient of determination | Rating |
---|---|
< 0.2 | unsatisfactory |
0.2 - 0.4 | satisfactory |
0.4 - 0.6 | good |
0.6 - 0.8 | very good |
> 0.8 | excellent |
Nash-Sutcliffe efficiency
- [math]\displaystyle{ E = 1-\frac{\sum_{t=1}^T\left(Q_o^t-Q_m^t\right)^2}{\sum_{t=1}^T\left(Q_o^t-\overline{Q_o}\right)^2} }[/math] [1]
with
E
: Nash-Sutcliffe efficiency [-]Qo
: observed averageQot
: observed value at timet
Qmt
: simulated value at timet
Nash-Sutcliffe efficiencies can range from -∞ to 1. An efficiency of 1 (E=1) corresponds to a perfect match of modeled discharge to the observed data. An efficiency of 0 (E=0) indicates that the model predictions are as accurate as the mean of the observed data, whereas an efficiency less than zero (-∞<E<0) occurs when the observed mean is a better predictor than the model. Essentially, the closer the model efficiency is to 1, the more accurate the model is.
- — Wikipedia[2]
Logarithmic Nash-Sutcliffe efficiency
- [math]\displaystyle{ E,ln = 1-\frac{\sum_{t=1}^T\left(ln(Q_o^t)-ln(Q_m^t)\right)^2}{\sum_{t=1}^T\left(ln(Q_o^t)-ln(\overline{Q_o})\right)^2} }[/math]
with
E,ln
: Logarithmic Nash-Sutcliffe efficiency [-]Qo
: observed averageQot
: observed value at timet
Qmt
: simulated value at timet
Da in die Modelleffizienz [(Nash-Sutcliffe Effizenz)] der quadratische Fehler zwischen den simulierten und gemessenen Werten eingeht, werden Abweichungen hoher Werte (z. B. Hochwasserabflüsse) gegenüber geringen Werten (z. B. Niedrigwasserabflüsse) überbewertet. Daher wird häufig die logarithmierte Modelleffizienz berechnet. Das Gütemaß Reff,ln ist besser zur Bewertung der Modellierung von geringeren Werten (z. B. Niedrigwasserabflüssen) geeignet.
- — BWK[3]
Hydrologic deviation
- [math]\displaystyle{ D = 200 \cdot \frac{\sum_{t=1}^T{|Q_m^t - Q_o^t| \cdot Q_o^t}}{n \cdot {Q_{o,max}}^2} }[/math]
mit
D
: Hydrologic deviation [-]Qot
: observed value at timet
Qmt
: simulated value at timet
n
: Number of valuesQo,max
: observed maximum
[Die hydrologische Deviation] kann verstanden werden als gewogene mittlere Abweichung, angegeben in Prozent des jeweiligen Spitzenabflusses. Bei völliger Übereinstimmung der beiden Kurven würde sich somit die Deviation zu Null ergeben; bei Vorhandensein der gemessenen Kurve (in Dreiecksform) und Nichtvorhandensein der gerechneten Kurve (alle Ordinaten gleich Null) ergäbe sich eine Deviation von 50,0 — um nur zwei Extremfälle zu nennen.
- — Schultz (1968), S.53[4]
Rating
Deviation | Rating |
---|---|
0 - 3 | very good |
3 - 10 | good |
10 - 18 | usable |
- — Schultz (1968)[4]
Notes
The two time series are cleaned before conducting the analysis, i.e. they are cut to each other's extents and all non-coincident nodes and nodes that have a NaN value in one the time series are discarded.
Literature
- ↑ Nash, J. E. and Sutcliffe, J. V. (1970): River flow forecasting through conceptual models part I — A discussion of principles, Journal of Hydrology, 10 (3), 282–290, DOI:10.1016/0022-1694(70)90255-6.
- ↑ Wikipedia contributors: "Nash-Sutcliffe efficiency coefficient," Wikipedia, The Free Encyclopedia, http://en.wikipedia.org/w/index.php?title=Nash-Sutcliffe_efficiency_coefficient&oldid=231196847 (accessed September 18, 2008).
- ↑ BWK: "Detaillierte Nachweisführung immissionsorientierter Anforderungen an Misch- und Niederschlagswassereinleitungen gemäß BWK - Merkblatt 3", Okt. 2008
- ↑ 4.0 4.1 Schultz, G. A. (1968): Bestimmung theoretischer Abflußganglinien durch elektronische Berechnung von Niederschlagskonzentration und Retention (HYREUN-Verfahren), Versuchsanstalt für Wasserbau der Technischen Hochschule München, Bericht Nr. 11, [IHWB-Signatur: 10 WBW 11]