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xml doc rewrite
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@@ -1,10 +1,42 @@
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using System;
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namespace QuanTAlib;
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/// <summary>
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/// SMAPE: Symmetric Mean Absolute Percentage Error
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/// A variation of MAPE that treats positive and negative errors symmetrically.
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/// SMAPE uses the average of actual and predicted values in the denominator,
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/// making it more robust than MAPE for values close to zero.
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/// </summary>
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/// <remarks>
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/// The SMAPE calculation process:
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/// 1. Calculates absolute difference between actual and predicted
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/// 2. Divides by sum of absolute actual and predicted values
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/// 3. Averages these ratios and multiplies by 200%
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///
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/// Key characteristics:
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/// - Symmetric treatment of errors
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/// - Range is 0% to 200%
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/// - More robust than MAPE near zero
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/// - Scale-independent
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/// - Handles both positive and negative values
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///
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/// Formula:
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/// SMAPE = (200/n) * Σ|actual - predicted| / (|actual| + |predicted|)
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///
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/// Sources:
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/// https://en.wikipedia.org/wiki/Symmetric_mean_absolute_percentage_error
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/// https://www.sciencedirect.com/science/article/abs/pii/0169207085900059
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///
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/// Note: More stable than MAPE when actual values are close to zero
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/// </remarks>
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public class Smape : AbstractBase
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{
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private readonly CircularBuffer _actualBuffer;
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private readonly CircularBuffer _predictedBuffer;
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/// <param name="period">The number of points over which to calculate the SMAPE.</param>
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/// <exception cref="ArgumentOutOfRangeException">Thrown when period is less than 1.</exception>
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public Smape(int period)
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{
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if (period < 1)
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@@ -18,6 +50,8 @@ public class Smape : AbstractBase
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Init();
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}
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/// <param name="source">The data source object that publishes updates.</param>
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/// <param name="period">The number of points over which to calculate the SMAPE.</param>
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public Smape(object source, int period) : this(period)
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{
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var pubEvent = source.GetType().GetEvent("Pub");
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@@ -47,6 +81,7 @@ public class Smape : AbstractBase
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double actual = Input.Value;
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_actualBuffer.Add(actual, Input.IsNew);
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// If no predicted value provided, use mean of actual values
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double predicted = double.IsNaN(Input2.Value) ? _actualBuffer.Average() : Input2.Value;
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_predictedBuffer.Add(predicted, Input.IsNew);
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