Calculates the root mean squared error (aka root mean squared deviation (RMSD)) function.
X is the original (eventual outcomes) time series sample data (a one dimensional array of cells (e.g. rows or columns)).
Y is the forecast time series data (a one dimensional array of cells (e.g. rows or columns)).
Ret_type is a switch to select the return output (1= RMSE (default), 2= NRMSE, 3= CV(RMSE)).
|2||Normalized RMSE (NRMSE)|
|3||Coefficient of Variation of the RMSE (CV(RMSE))|
- The RMSE is also known as root mean squared deviation (RMSD).
- Please go to RMSD reference page for definition and notes.
- Please go to the RMSD reference page for references.