Calculates the root mean squared error (aka root mean squared deviation (RMSD)) function.
RMSE(X, Y, Ret_type)
- is the original (eventual outcomes) time series sample data (a one dimensional array of cells (e.g. rows or columns)).
- is the forecast time series data (a one dimensional array of cells (e.g. rows or columns)).
- is a switch to select the return output (1= RMSE (default), 2= NRMSE, 3= CV(RMSE)).
Order Description 1 RMSE (default) 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.