normalization of methods

This commit is contained in:
Miha Kralj
2026-02-10 21:33:16 -08:00
parent 915d7a007b
commit 6d6259a47d
527 changed files with 10525 additions and 2123 deletions
+2 -2
View File
@@ -332,7 +332,7 @@ public class HuberTests
predicted.Add(now.AddMinutes(i), 100.5); // Small constant error
}
var results = Huber.Calculate(actual, predicted, 3);
var results = Huber.Batch(actual, predicted, 3);
Assert.Equal(10, results.Count);
// Error = 0.5, Huber (small error) = 0.5 * 0.5^2 = 0.125
@@ -355,7 +355,7 @@ public class HuberTests
predicted.Add(DateTime.UtcNow, i);
}
Assert.Throws<ArgumentException>(() => Huber.Calculate(actual, predicted, 3));
Assert.Throws<ArgumentException>(() => Huber.Batch(actual, predicted, 3));
}
[Fact]
+9 -2
View File
@@ -67,7 +67,7 @@ public sealed class Huber : BiInputIndicatorBase
/// <summary>
/// Calculates Huber Loss for two time series.
/// </summary>
public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.345)
public static TSeries Batch(TSeries actual, TSeries predicted, int period, double delta = 1.345)
{
if (actual.Count != predicted.Count)
{
@@ -127,4 +127,11 @@ public sealed class Huber : BiInputIndicatorBase
// Apply rolling mean
ErrorHelpers.ApplyRollingMean(errors, output, period);
}
}
public static (TSeries Results, Huber Indicator) Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.345)
{
var indicator = new Huber(period, delta);
TSeries results = Batch(actual, predicted, period, delta);
return (results, indicator);
}
}