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CalibrationReport CV-RMSE and NMBE computation

asked 2021-11-16 15:20:58 -0600

rimas-maalka gravatar image

updated 2021-11-17 04:45:11 -0600

In the UtilityBill measure, the formulas for computing NMBE and CV-RMSE include an 'n-1' rather than just an 'n' in the denominator. For example:


result = 100.0 * std::pow(squaredError / (n - 1), 0.5) / ybar;
result = 100.0 * (sumError / (n - 1)) / ybar;

Why doesn't the formula just use 'n' as described in the definition, e.g.

Thank you

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answered 2021-11-16 20:15:45 -0600

In this case, when you are estimating the variance you don't know what the real mean is so you have to use an estimate of the mean instead of the true mean. Estimating the mean reduces the degrees of freedom (number of samples) by one so you use N-1 instead of N which results in a slightly larger estimate of the variance. This link might help a bit:

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Asked: 2021-11-16 15:20:58 -0600

Seen: 27 times

Last updated: Nov 17