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평균 절대 스케일 오차 (MASE)×평균 절대 오차 (MAE)×
분야모델 평가모델 평가
계열MCDMMCDM
기원 연도20061799
창시자Rob J. Hyndman and Anne B. KoehlerPierre-Simon Laplace
유형Scale-independent baseline comparison metricRobust distance-based metric
원전Hyndman, 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 ↗
별칭MASEMAE, L1 error, mean absolute deviation
관련43
요약Mean 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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