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https://github.com/mihakralj/QuanTAlib.git
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normalization of methods
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@@ -241,7 +241,7 @@ public class RmseTests
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predicted.Add(now.AddMinutes(i), i * 10 + 5);
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}
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var results = Rmse.Calculate(actual, predicted, 3);
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var results = Rmse.Batch(actual, predicted, 3);
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Assert.Equal(10, results.Count);
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// All errors are 5, MSE = 25, RMSE = 5
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@@ -45,7 +45,7 @@ public sealed class Rmse : BiInputIndicatorBase
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/// <summary>
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/// Calculates RMSE for entire 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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=> CalculateImpl(actual, predicted, period, Batch);
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/// <summary>
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@@ -70,4 +70,11 @@ public sealed class Rmse : BiInputIndicatorBase
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ErrorHelpers.ComputeSquaredErrors(actual, predicted, sqErrors);
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ErrorHelpers.ApplyRollingMeanSqrt(sqErrors, output, period);
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}
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}
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public static (TSeries Results, Rmse Indicator) Calculate(TSeries actual, TSeries predicted, int period)
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{
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var indicator = new Rmse(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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