Forum Discussion
bpecaruk1953
Jan 26, 2021Copper Contributor
SMAPE and MASE formulas in ETS
Does anyone knows the formulas Microsoft used for SMAPE and MASE errors produced when using ETS routine for forecasting in Excel? Is there a technical documentation available anywhere?
4 Replies
- SergeiBaklanDiamond Contributor
- bpecaruk1953Copper ContributorSergei, thanks. I did, but there is no formula/equation showing how are these two errors calculated. Wikipedia shows at least three formulae for SMAPE, for example. Which one was implemented in Excel?
- SergeiBaklanDiamond Contributor
bpecaruk1953 sorry, I'm not an expert here and I don't think more info as in above post is published. Concrete algorithms are usually hided.