RMSE
Units & Measurements abbreviation · Statistics
| Stands for | Root mean square error |
|---|---|
| Categories | Units & Measurements |
RMSE stands for Root mean square error, a statistics abbreviation also used in technology.
The square root of the mean squared error, giving typical prediction error in the same units as the outcome. A house-price model with an RMSE of $25,000 is typically off by roughly that much.
Example: The forecasting model has an RMSE of 2.3°C on next-day temperatures.
Usage notes
RMSE weights large errors more than MAE does, so it is always at least as large as MAE, and a big gap between the two signals occasional large misses. Weather-forecast verification and many data-science competitions use it. Comparing RMSE across data sets with different scales requires normalizing, for example by the mean.
Related abbreviations
More statistics abbreviations
- PMF – Probability mass function
- PPV – Positive predictive value
- Q1 – First quartile
- Q3 – Third quartile
- QQ – Quantile-quantile (plot)
- r – Pearson correlation coefficient
- ROC – Receiver operating characteristic
- RR – Relative risk
- RSS – Residual sum of squares
- RV – Random variable
- R² – Coefficient of determination
- SD – Standard deviation