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| 平均絶対誤差スケール化指標 (MASE)× | 対称MAPE (sMAPE)× | |
|---|---|---|
| 分野 | モデル評価 | モデル評価 |
| 系統 | MCDM | MCDM |
| 提唱年≠ | 2006 | 1985 |
| 提唱者≠ | Rob J. Hyndman and Anne B. Koehler | J. Scott Armstrong |
| 種類≠ | Scale-independent baseline comparison metric | Symmetric percentage-based evaluation 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 ↗ | Armstrong, J. S. (1985). Long-range forecasting: from crystal ball to computer (2nd ed.). New York: John Wiley & Sons. ISBN: 978-0471082010 |
| 別名≠ | MASE | sMAPE, SMAPE, symmetric MAPE |
| 関連 | 4 | 4 |
| 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. | Symmetric Mean Absolute Percentage Error is a refinement of MAPE that addresses its asymmetry by using the average of actual and predicted values as the denominator. Proposed by J. Scott Armstrong and refined by Makridakis (1993) and Hyndman & Koehler (2006), sMAPE treats over- and under-predictions symmetrically. |
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