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عنوان فارسی مقاله:

مقیاس های جدید درصد خطای مطلق برای پیش بینی های تقاضای متناوب

عنوان انگلیسی مقاله:

A new metric of absolute percentage error for intermittent demand forecasts

سال انتشار : 2016

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بخشی از مقاله انگلیسی:

3. Properties of MAAPE

This section compares MAPE and MAAPE, in order to investigate the properties of MAAPE. Recall that APE and AAPE are defined by components of MAPE and MAAPE, as in Eqs. (1.1) and (2.2), respectively. Without loss of generality, we therefore compare APE and AAPE. Fig. 3 provides visualizations of APE and AAPE in the upper and lower rows, respectively, with actual (A) and forecast (F ) values that vary from 0.1 to 10 in increments of 0.1. In the left column, the values of each measure are presented in a color map, varying from blue (low values) to red (high values). The actual and forecast values are on the x- and y-axes, respectively. For example, in Fig. 3(a), the upper-left coer presents APE values for small actual values and large forecast values, while the lower-right coer presents APE values for large actual values and small forecast values. As expected, the APE values in the upperleft coer are much larger than those in other regions. In the right column, the values of each measure on the diagonal line of the corresponding figure in the left column (from upper-left to lower-right) are plotted. On the x-axis in Fig. 3(b), both actual (A) and forecast (F ) values are presented; for simplicity, the x-axis can be regarded as F /A. Fig. 3(a) and (b) clearly illustrate the drawbacks of MAPE: it provides extremely large values when the actual values are small. In contrast, it can be seen clearly in Fig. 3(c) and (d) that AAPE does not go to infinity even with close-to-zero actual values, which is a significant advantage of MAAPE over MAPE. It is evident from a comparison of Fig. 3(c) and (d) with Fig. 3(a) and (b) that AAPE is less sensitive to small actual values than APE.

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کلمات کلیدی:

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