sMAPE.ts: sMAPE

sMAPE.tsR Documentation

sMAPE

Description

Compute symmetric mean absolute percent error (sMAPE).

Usage

sMAPE.ts(actual, prediction)

Arguments

actual

Numeric vector of observed values.

prediction

Numeric vector of predicted values.

Details

sMAPE = mean( |a - p| / ((|a| + |p|)/2) ), excluding zero denominators.

Value

Numeric scalar with the sMAPE.

References

  • S. Makridakis and M. Hibon (2000). The M3-Competition: results, conclusions and implications. International Journal of Forecasting, 16(4).


tspredit documentation built on Feb. 11, 2026, 9:08 a.m.