SMAPE and MASE formulas in ETS

Copper Contributor

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
Sergei, 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?

@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.

No worries. I was hoping that someone who has access to technical documentation might pick this one up an respond. In any case, thank you for trying.