mirror of
https://github.com/mihakralj/QuanTAlib.git
synced 2026-08-21 03:58:04 +00:00
Refactor documentation for various filters and indicators to enhance clarity and consistency
- Updated Bessel, Bilateral, Blma, Butter, Conv, Ema, Kama, LSMA, MAMA, MGDI, SSF, USF, ATR, ADL, and ADOSC documentation to use bullet points for key concepts and features. - Added a new Qodana configuration file for code analysis. - Removed coverage configuration from Quantower.Tests.csproj to streamline testing setup.
This commit is contained in:
+13
-13
@@ -14,10 +14,10 @@ MAE treats all errors equally, making it more robust to outliers compared to squ
|
||||
|
||||
### Properties
|
||||
|
||||
- **Non-negative**: MAE ≥ 0, with 0 indicating perfect prediction
|
||||
- **Same units**: Unlike MSE, MAE is in the same units as the original data
|
||||
- **Linear sensitivity**: Each unit of error contributes equally to the final metric
|
||||
- **Robust**: Less sensitive to outliers than squared-error metrics
|
||||
* **Non-negative**: MAE ≥ 0, with 0 indicating perfect prediction
|
||||
* **Same units**: Unlike MSE, MAE is in the same units as the original data
|
||||
* **Linear sensitivity**: Each unit of error contributes equally to the final metric
|
||||
* **Robust**: Less sensitive to outliers than squared-error metrics
|
||||
|
||||
## Mathematical Foundation
|
||||
|
||||
@@ -28,8 +28,8 @@ For each observation, calculate the absolute difference between actual and predi
|
||||
$$e_i = |y_i - \hat{y}_i|$$
|
||||
|
||||
Where:
|
||||
- $y_i$ = actual value
|
||||
- $\hat{y}_i$ = predicted value
|
||||
* $y_i$ = actual value
|
||||
* $\hat{y}_i$ = predicted value
|
||||
|
||||
### 2. Mean Calculation
|
||||
|
||||
@@ -113,13 +113,13 @@ Mae.Batch(actualSpan, predictedSpan, outputSpan, period: 20);
|
||||
|
||||
## Edge Cases
|
||||
|
||||
- **Identical Values**: Returns 0 when actual equals predicted
|
||||
- **NaN Handling**: Uses last valid value substitution
|
||||
- **Single Input**: Not supported (requires two series)
|
||||
- **Period = 1**: Returns current absolute error
|
||||
* **Identical Values**: Returns 0 when actual equals predicted
|
||||
* **NaN Handling**: Uses last valid value substitution
|
||||
* **Single Input**: Not supported (requires two series)
|
||||
* **Period = 1**: Returns current absolute error
|
||||
|
||||
## Related Indicators
|
||||
|
||||
- [MSE](../mse/Mse.md) - Mean Squared Error
|
||||
- [RMSE](../rmse/Rmse.md) - Root Mean Squared Error
|
||||
- [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
|
||||
* [MSE](../mse/Mse.md) - Mean Squared Error
|
||||
* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error
|
||||
* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
|
||||
|
||||
Reference in New Issue
Block a user