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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -49,7 +49,7 @@ public sealed class Mrae : BiInputIndicatorBase
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/// <summary>
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/// Calculates Mean Relative Absolute Error for two time series.
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/// </summary>
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public static TSeries Calculate(TSeries actual, TSeries predicted, int period)
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public static TSeries Batch(TSeries actual, TSeries predicted, int period)
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{
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if (actual.Count != predicted.Count)
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{
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@@ -104,6 +104,13 @@ public sealed class Mrae : BiInputIndicatorBase
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ErrorHelpers.ApplyRollingMean(errors, output, period);
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}
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public static (TSeries Results, Mrae Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mrae(period);
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TSeries results = Batch(actual, predicted, period);
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return (results, indicator);
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}
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/// <summary>
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/// Computes relative errors (0-1 scale, not percentage).
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/// </summary>
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@@ -163,4 +170,4 @@ public sealed class Mrae : BiInputIndicatorBase
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: 0.0;
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}
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}
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}
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}
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