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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -287,7 +287,7 @@ public class MseTests
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predicted.Add(now.AddMinutes(i), i * 10 + 5);
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}
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var results = Mse.Calculate(actual, predicted, 3);
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var results = Mse.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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// All errors are 5², so MSE should be 25
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@@ -46,7 +46,7 @@ public sealed class Mse : BiInputIndicatorBase
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/// <param name="predicted">Predicted values series</param>
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/// <param name="period">MSE period</param>
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/// <returns>MSE series</returns>
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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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=> CalculateImpl(actual, predicted, period, Batch);
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/// <summary>
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@@ -78,4 +78,11 @@ public sealed class Mse : BiInputIndicatorBase
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// Apply rolling mean using shared helper
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ErrorHelpers.ApplyRollingMean(sqErrors, output, period);
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}
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}
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public static (TSeries Results, Mse Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Mse(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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}
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