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평균 절대 스케일 오차 (MASE)×대칭 MAPE (sMAPE)×
분야모델 평가모델 평가
계열MCDMMCDM
기원 연도20061985
창시자Rob J. Hyndman and Anne B. KoehlerJ. Scott Armstrong
유형Scale-independent baseline comparison metricSymmetric percentage-based evaluation metric
원전Hyndman, 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
별칭MASEsMAPE, SMAPE, symmetric MAPE
관련44
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.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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