Distance Measure

This function allows to measure the distance between a real series and a predicted or estimated one.

distmeasure Distance Measure
err = distmeasure(Y,Yf,type) gives the distance between the real series Y
and the predicted or estimated one Yf. Y and Yf must be two column or row
vectors with the same lenght and size. They must contain only real
values.
The kind of distance is chosen through the input string type.

Y = Real series

Yf = Estimated series

type = Type of distance measure, namely: Mean Absolute Error (MAE), Mean
Absolute Percentage Error (MAPE), Root Mean Square Error (RMSE), Root
Mean Square Percentage Error (RMSPE), Mean Error (ME), Mean Percentage
Error (MPE), Mean Square Error (MSE), Mean Square Percentage Error
(MSPE).

Sample usage:

Y = rand(1,1000);
Yf = rand(1,1000);

err = distmeasure(Y,Yf,'RMSE')