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| 対称MAPE (sMAPE)× | 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≠ | 1985 | 1799 |
| 提唱者≠ | J. Scott Armstrong | Pierre-Simon Laplace |
| 種類≠ | Symmetric percentage-based evaluation metric | Robust distance-based metric |
| 原典≠ | Armstrong, J. S. (1985). Long-range forecasting: from crystal ball to computer (2nd ed.). New York: John Wiley & Sons. ISBN: 978-0471082010 | Laplace, P. S. (1799). Traité de Mécanique Céleste. Paris: J.B.M. Duprat. link ↗ |
| 別名 | sMAPE, SMAPE, symmetric MAPE | MAE, L1 error, mean absolute deviation |
| 関連≠ | 4 | 3 |
| 概要≠ | 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. | 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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