Metric
MeanArctangentAbsolutePercentageError
Mean Arctangent Absolute Percentage Error (MAAPE).
Quickstart
python
from sktime.performance_metrics.forecasting import MeanArctangentAbsolutePercentageError
estimator = MeanArctangentAbsolutePercentageError(multioutput='uniform_average', multilevel='uniform_average', relative_to='y_true', eps=None, by_index=False)Parameters(5)
- multioutput{‘raw_values’, ‘uniform_average’}, default=’uniform_average’
- Defines aggregating of multiple output values.
- multilevel{‘raw_values’, ‘uniform_average’}, default=’uniform_average’
- Defines aggregating of multiple hierarchical levels.
- relative_to{“y_true”, “y_pred”}, default=”y_true”
- Determines the denominator of the percentage error.
- epsfloat, default=None
- Numerical epsilon used in denominator to avoid division by zero.
- by_indexbool, default=False
- If True, return the metric value at each time point. If False, return the aggregate metric value.
References
- Kim, S., & Kim, H. (2016). “A new metric of absolute percentage error for intermittent demand forecasts”. International Journal of Systems Science.