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预测模型评价指标

MSE,RMSE,MAE,MARE误差分析

MSE(Mean Square Error)均方误差

$$MSE=\frac{1}{n}\sum_{i=0}^n(y_i-y_{i,pred})^2$$

RMSE(Root Mean Square Error)均方根误差

$$RMSE=\sqrt{\frac{1}{n}\sum_{i=0}^n(y_i-y_{i,pred})^2}$$

MAE(Mean absolute error)平均绝对误差

$$MAE=\frac{1}{m}\sum_{i=0}^n|y_i-y_{i,pred}|$$

MARE(Mean absolute relative error)

$$MARE=\frac{1}{m}\sum_{i=0}^n|\frac{y_i-y_{i,pred}}{y_i}|$$