Wave:GoodnessOfFit

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Wave.png Wave | Development

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 time t
Qmt: simulated value at time t

Sum of squared errors

[math]\displaystyle{ F^2 = \sum_{t=1}^T{\left(Q_o^t - Q_m^t\right)^2} }[/math]

with

: Sum of squared errors
Qot: observed value at time t
Qmt: simulated value at time t

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)
: coefficient of determination (0 ≤ r² ≤ 1)
so,m: covariance
so: standard deviation of observed values
sm: standard deviation of simulated values
Qot: observed value at time t
Qmt: simulated value at time t
n: Number of values
Qo: observed average
Qm: 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 average
Qot: observed value at time t
Qmt: simulated value at time t

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+\epsilon)-ln(Q_m^t+\epsilon)\right)^2}{\sum_{t=1}^T\left(ln(Q_o^t)-\overline{ln(Q_o+\epsilon)}\right)^2} }[/math]

with

E,ln: Logarithmic Nash-Sutcliffe efficiency [-]
Qot: observed value at time t
Qmt: simulated value at time t
ε: small constant set to 1% of the average value of Qo as recommended by Pushpalatha et al. (2012)[3].

Kling-Gupta efficiency

[math]\displaystyle{ \text{KGE} = 1 - \sqrt{ (r - 1)^2 + (\beta - 1)^2 + (\gamma - 1)^2 } }[/math]
with
r: correlation coefficient
β: bias ratio
γ: variability ratio

-∞ ≤ KGE ≤ 1. Larger is better.

Reference: Gupta et al. 2009[4]

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 time t
Qmt: simulated value at time t
n: Number of values
Qo,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[5]

Rating

Deviation Rating
0 - 3 very good
3 - 10 good
10 - 18 usable
— Schultz (1968)[5]

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 of the time series are discarded.

Literature

  1. 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.
  2. 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).
  3. Pushpalatha, Raji, Perrin, Charles, Le Moine, Nicolas, Andréassian, Vazken (2012): A review of efficiency criteria suitable for evaluating low-flow simulations, Journal of Hydrology, Volumes 420–421, 2012, Pages 171-182, ISSN 0022-1694, https://doi.org/10.1016/j.jhydrol.2011.11.055.
  4. Gupta, H. V., Kling, H., Yilmaz, K. K., & Martinez, G. F. (2009): Decomposition of the mean squared error and NSE performance criteria: Implications for improving hydrological modelling. Journal of hydrology, 377(1-2), 80-91. doi:10.1016/j.jhydrol.2009.08.003. ISSN 0022-1694
  5. 5.0 5.1 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]