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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -332,7 +332,7 @@ public class HuberTests
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predicted.Add(now.AddMinutes(i), 100.5); // Small constant error
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}
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var results = Huber.Calculate(actual, predicted, 3);
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var results = Huber.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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// Error = 0.5, Huber (small error) = 0.5 * 0.5^2 = 0.125
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@@ -355,7 +355,7 @@ public class HuberTests
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predicted.Add(DateTime.UtcNow, i);
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}
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Assert.Throws<ArgumentException>(() => Huber.Calculate(actual, predicted, 3));
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Assert.Throws<ArgumentException>(() => Huber.Batch(actual, predicted, 3));
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}
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[Fact]
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@@ -67,7 +67,7 @@ public sealed class Huber : BiInputIndicatorBase
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/// <summary>
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/// Calculates Huber Loss for two time series.
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/// </summary>
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.345)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period, double delta = 1.345)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -127,4 +127,11 @@ public sealed class Huber : BiInputIndicatorBase
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// Apply rolling mean
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ErrorHelpers.ApplyRollingMean(errors, output, period);
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}
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}
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public static (TSeries Results, Huber Indicator) Calculate(TSeries actual, TSeries predicted, int period, double delta = 1.345)
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{
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var indicator = new Huber(period, delta);
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TSeries results = Batch(actual, predicted, period, delta);
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return (results, indicator);
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}
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}
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