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Miha Kralj
2026-02-27 07:48:12 -08:00
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# RAE: Relative Absolute Error
# RAE: Relative Absolute Error
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Error Metric |
| **Inputs** | Source (close) |
| **Parameters** | `period` |
| **Outputs** | Single series (Rae) |
| **Output range** | $\geq 0$ |
| **Warmup** | `period` bars |
### TL;DR
- Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor ...
- Parameterized by `period`.
- Output range: $\geq 0$.
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "How much better than just guessing the mean? RAE gives you the ratio."