RMSE - Root Mean Squared Error

Calculates the root mean squared error (aka root mean squared deviation (RMSD)) function.

 

Syntax

RMSE(X, Y, Ret_type)

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)).

Order Description
1 RMSE (default)
2 Normalized RMSE (NRMSE)
3 Coefficient of Variation of the RMSE (CV(RMSE))
 

Remarks

  1. The RMSE is also known as root mean squared deviation (RMSD).
  2. Please go to RMSD reference page for definition and notes.

Files Examples

References

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