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Root-Mean-Square Error


The root-mean-square error (RMSE) of predictions y^^_i for observed values y_i is the square root of the mean square error,

 RMSE=sqrt(1/nsum_(i=1)^n(y_i-y^^_i)^2).

It has the same units as the observations and weights large errors more heavily than the mean absolute error. For the same set of errors, the inequality between the root-mean-square and arithmetic mean gives MAE<=RMSE.


See also

Mean Absolute Error, Mean Absolute Percentage Error, Mean Square Error, Root-Mean-Square

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References

Hyndman, R. J. and Koehler, A. B. "Another Look at Measures of Forecast Accuracy." Int. J. Forecasting 22, 679-688, 2006. https://doi.org/10.1016/j.ijforecast.2006.03.001.

Cite this as:

Weisstein, Eric W. "Root-Mean-Square Error." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Root-Mean-SquareError.html

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