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validation and profiles
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# RAE: Relative Absolute Error
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# RAE: Relative Absolute Error
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> "How much better than just guessing the mean? RAE gives you the ratio."
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@@ -37,6 +37,28 @@ $$\text{RAE} = \frac{\sum_{t=1}^{n} |y_t - \hat{y}_t|}{\sum_{t=1}^{n} |y_t - \ba
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## Performance Profile
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### Operation Count (Streaming Mode)
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O(1) per bar. Single-pass scalar transformation of (actual, forecast) pair; no lookback window required.
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| Operation | Count | Cost (cycles) | Subtotal |
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| :--- | :---: | :---: | :---: |
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| Error computation (subtract, abs/square/log) | 1-3 | ~3-8 cy | ~5-15 cy |
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| Running accumulator update (EMA or sum) | 1 | ~4 cy | ~4 cy |
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| **Total** | **2-4** | — | **~9-19 cycles** |
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Streaming update requires only the current actual/forecast pair and running state. ~10-15 cycles/bar typical.
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### Batch Mode (SIMD Analysis)
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| Operation | Vectorizable? | Notes |
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| :--- | :---: | :--- |
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| Element-wise error computation | Yes | Independent per bar; fully vectorizable with `Vector<double>` |
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| Reduction (sum/mean) | Yes | Parallel reduction; AVX2 gives 4x speedup |
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| Log/exp components | Partial | Transcendental ops; polynomial approx for SIMD |
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Batch SIMD: 4x-8x speedup for large windows. ~3-5 cy/bar amortized in vectorized batch mode.
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| Metric | Score | Notes |
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| ------ | ------ | ------ |
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| **Throughput** | ~40 ns/bar | Three running sums maintained |
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