xml doc rewrite

This commit is contained in:
Miha
2024-10-27 09:38:53 -07:00
parent c21b96152c
commit b2fcdda785
71 changed files with 2607 additions and 1102 deletions
+35 -1
View File
@@ -1,10 +1,42 @@
using System;
namespace QuanTAlib;
/// <summary>
/// MAPD: Mean Absolute Percentage Deviation
/// A percentage-based error metric that measures the average absolute percentage
/// difference between predicted and actual values. MAPD expresses accuracy as a
/// percentage, making it scale-independent and easy to interpret.
/// </summary>
/// <remarks>
/// The MAPD calculation process:
/// 1. Calculates absolute percentage difference for each point
/// 2. Sums all absolute percentage differences
/// 3. Divides by the number of observations
///
/// Key characteristics:
/// - Scale-independent (percentage-based)
/// - Easy to interpret (0-100% range)
/// - Useful for comparing different scales
/// - Cannot handle zero actual values
/// - Asymmetric (treats over/under predictions differently)
///
/// Formula:
/// MAPD = (1/n) * Σ|((actual - predicted) / actual)|
///
/// Sources:
/// https://en.wikipedia.org/wiki/Mean_absolute_percentage_error
/// https://www.statisticshowto.com/mean-absolute-percentage-error-mape/
///
/// Note: Also known as MAPE (Mean Absolute Percentage Error) in some contexts
/// </remarks>
public class Mapd : AbstractBase
{
private readonly CircularBuffer _actualBuffer;
private readonly CircularBuffer _predictedBuffer;
/// <param name="period">The number of points over which to calculate the MAPD.</param>
/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
public Mapd(int period)
{
if (period < 1)
@@ -18,6 +50,8 @@ public class Mapd : AbstractBase
Init();
}
/// <param name="source">The data source object that publishes updates.</param>
/// <param name="period">The number of points over which to calculate the MAPD.</param>
public Mapd(object source, int period) : this(period)
{
var pubEvent = source.GetType().GetEvent("Pub");
@@ -47,6 +81,7 @@ public class Mapd : AbstractBase
double actual = Input.Value;
_actualBuffer.Add(actual, Input.IsNew);
// If no predicted value provided, use mean of actual values
double predicted = double.IsNaN(Input2.Value) ? _actualBuffer.Average() : Input2.Value;
_predictedBuffer.Add(predicted, Input.IsNew);
@@ -71,5 +106,4 @@ public class Mapd : AbstractBase
IsHot = _index >= WarmupPeriod;
return mapd;
}
}