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SAP Analytics Cloud Smart Predictive Time Series include / exclude outliers in applying model

raycliu
Discoverer
454

When i train my time series model in SAP Analytics Cloud, the model generates a forecast and also identifies the signal outliers in the model.

Q1) Does the MAPE include or exclude the outliers in the calculation

Q2) Is there a way to include / exclude the outliers in the model and see the impact on the MAPE?

Thanks

Accepted Solutions (1)

Accepted Solutions (1)

achab
Product and Topic Expert
Product and Topic Expert
0 Kudos

To add to my previous answer, outliers are being used as part of the MAPE calculation and there is currently no way to include/exclude these values (apart from massaging the initial data source used to train the model). Kind regards Antoine

Answers (1)

Answers (1)

achab
Product and Topic Expert
Product and Topic Expert
0 Kudos

Hello Ray, when Smart Predict estimates the trend, outliers are actually not being taken into account to not penalize or influence the trend too heavily. Kind regards Antoine