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https://github.com/mihakralj/QuanTAlib.git
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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.
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@@ -14,11 +14,11 @@ MAPE divides each absolute error by the actual value, converting errors to perce
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### Properties
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- **Scale-independent**: Expressed as percentage
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- **Asymmetric**: Penalizes over-prediction more than under-prediction
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- **Undefined at zero**: Cannot compute when actual value is zero
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- **Non-negative**: MAPE ≥ 0, with 0 indicating perfect prediction
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- **No upper bound**: Can exceed 100% for large errors
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* **Scale-independent**: Expressed as percentage
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* **Asymmetric**: Penalizes over-prediction more than under-prediction
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* **Undefined at zero**: Cannot compute when actual value is zero
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* **Non-negative**: MAPE ≥ 0, with 0 indicating perfect prediction
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* **No upper bound**: Can exceed 100% for large errors
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## Mathematical Foundation
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@@ -30,8 +30,8 @@ $$APE_i = 100 \times \left| \frac{y_i - \hat{y}_i}{y_i} \right|$$
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Where:
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- $y_i$ = actual value
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- $\hat{y}_i$ = predicted value
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* $y_i$ = actual value
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* $\hat{y}_i$ = predicted value
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### 2. Mean Calculation
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@@ -143,15 +143,15 @@ Same absolute error (50), but over-prediction shows higher MAPE.
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## Edge Cases
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- **Identical Values**: Returns 0% when actual equals predicted
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- **Zero Actual**: Uses epsilon (1e-10) to avoid division by zero
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- **NaN Handling**: Uses last valid value substitution
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- **Single Input**: Not supported (requires two series)
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- **Period = 1**: Returns current percentage error
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* **Identical Values**: Returns 0% when actual equals predicted
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* **Zero Actual**: Uses epsilon (1e-10) to avoid division by zero
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* **NaN Handling**: Uses last valid value substitution
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* **Single Input**: Not supported (requires two series)
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* **Period = 1**: Returns current percentage error
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## Related Indicators
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- [MAPD](../mapd/Mapd.md) - Mean Absolute Percentage Deviation (divides by predicted)
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- [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error
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- [MPE](../mpe/Mpe.md) - Mean Percentage Error (signed)
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- [MAE](../mae/Mae.md) - Mean Absolute Error (same units)
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* [MAPD](../mapd/Mapd.md) - Mean Absolute Percentage Deviation (divides by predicted)
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* [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error
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* [MPE](../mpe/Mpe.md) - Mean Percentage Error (signed)
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* [MAE](../mae/Mae.md) - Mean Absolute Error (same units)
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