microsoft/forecasting

[BUG] Bad definition for sMAPE() function

hongooi73 opened this issue · 0 comments

hongooi73 commented

Symmetric MAPE definition seems to be in error:

forecasting/fclib/fclib/evaluation/evaluation_utils.py

Line 38 in bc47741

return ((predictions - actuals).abs() / (predictions.abs() + actuals.abs())).mean()

According to FPP3, it should be (no abs() calls in the denominator)

image