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| 平均絶対誤差スケール化指標 (MASE)× | 平均絶対誤差 (MAE)× | |
|---|---|---|
| 分野 | モデル評価 | モデル評価 |
| 系統 | MCDM | MCDM |
| 提唱年≠ | 2006 | 1799 |
| 提唱者≠ | Rob J. Hyndman and Anne B. Koehler | Pierre-Simon Laplace |
| 種類≠ | Scale-independent baseline comparison metric | Robust distance-based metric |
| 原典≠ | Hyndman, R. J., & Koehler, A. B. (2006). Another look at measures of forecast accuracy. International Journal of Forecasting, 22(4), 679-688. DOI ↗ | Laplace, P. S. (1799). Traité de Mécanique Céleste. Paris: J.B.M. Duprat. link ↗ |
| 別名≠ | MASE | MAE, L1 error, mean absolute deviation |
| 関連≠ | 4 | 3 |
| 概要≠ | Mean Absolute Scaled Error is a scale-independent metric that measures prediction accuracy relative to a simple baseline (naive forecast). Introduced by Hyndman and Koehler (2006), MASE directly compares model performance to a reference method, overcoming limitations of MAPE and other percentage-based metrics. | Mean Absolute Error is a robust metric that measures the average absolute magnitude of prediction errors in regression models. Dating back to Pierre-Simon Laplace's work on observational errors (1799), MAE quantifies typical prediction deviation by averaging the absolute differences between observed and predicted values. |
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