The mean absolute error (MAE) of predictions 
for observed values 
is the arithmetic mean
of the absolute errors 
, namely
It has the same units as the observations and, unlike the mean
square error, weights errors linearly rather than quadratically.
See also
Absolute Value,
Mean Absolute Percentage Error,
Mean Square Error,
Root-Mean-Square Error
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References
Hyndman, R. J. and Koehler, A. B. "Another Look at Measures of Forecast Accuracy." Int. J. Forecasting 22,
679-688, 2006. https://doi.org/10.1016/j.ijforecast.2006.03.001.
Cite this as:
Weisstein, Eric W. "Mean Absolute Error."
From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/MeanAbsoluteError.html
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