On the asymmetry of the symmetric MAPE
On the asymmetry of the symmetric MAPE
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DOI：
10.1016/s0169-2070(99)00007-2
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发表时间：
1999-10-01
影响因子：
7.9
通讯作者：
Lawton, R
中科院分区：
文献类型：
--
作者：
Goodwin, P;Lawton, R
一些作者建议，应避免使用平均绝对百分比误差（MAPE）作为预测准确性的衡量标准，因为他们认为它将高于实际观测值的预测误差与低于该值的预测误差区别对待。为了解决这个问题，已经提出了使用对称（或修改的）MAPE。本文表明，在其治疗的负和正的错误，建议的修改是远远不对称的，特别是在这些错误有很大的绝对值。在某些情况下，对称MAPE与绝对预报误差之间存在非单调关系。(C)1999 Elsevier Science B.V.保留所有权利。
Several authors have suggested that the use of the mean absolute percentage error (MAPE) as a measure of forecast accuracy should be avoided because they argue it treats forecast errors above the actual observation differently from those below this value. To counter this, the use of a symmetric (or modified) MAPE has been proposed. This paper shows that, in its treatment of negative and positive errors, the proposed modification is far from symmetric, particularly where these errors have large absolute values. It also shows that, under some circumstances, a non-monotonic relationship can occur between the symmetric MAPE and the absolute forecast errors. (C) 1999 Elsevier Science B.V. All rights reserved.