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:
Miha Kralj
2025-12-31 23:39:47 -08:00
parent 11f4ec2497
commit d493bfd42f
175 changed files with 11977 additions and 897 deletions
+8 -8
View File
@@ -10,8 +10,8 @@ MASE computes a ratio: the mean absolute error of your predictions divided by th
### Interpretation Guide
| MASE Value | Interpretation |
|:-------------|:---------------|
| MASE Value | Interpretation |
| ---------- | -------------- |
| **MASE < 1** | Forecast is better than naive (good) |
| **MASE = 1** | Forecast equals naive performance |
| **MASE > 1** | Forecast is worse than naive (bad) |
@@ -42,7 +42,7 @@ $$\text{MASE} = \frac{\text{MAE}}{\text{Scale}}$$
## Performance Profile
| Metric | Score | Notes |
|:-------|:------|:------|
| ------ | ----- | ----- |
| **Throughput** | ~35 ns/bar | Dual running sums for error and scale |
| **Allocations** | 0 | Zero-allocation implementation |
| **Complexity** | O(1) | Constant time per update |
@@ -85,7 +85,7 @@ Mase.Batch(actualSpan, predictedSpan, outputSpan, 14);
## Comparison with Other Error Metrics
| Metric | Scale-Independent | Handles Zero | Symmetric | Interpretable |
|:-------|:------------------|:-------------|:----------|:--------------|
| ------ | ----------------- | ------------ | --------- | ------------- |
| **MASE** | ✅ | ✅ | ✅ | ✅ (vs naive) |
| **MAPE** | ✅ | ❌ | ❌ | ✅ (% error) |
| **SMAPE** | ✅ | ⚠️ | ✅ | ⚠️ (bounded %) |
@@ -94,7 +94,7 @@ Mase.Batch(actualSpan, predictedSpan, outputSpan, 14);
MASE is particularly valuable when:
- Comparing forecasts across different series
- Evaluating against a natural baseline (naive forecast)
- Working with data that includes zeros
- Needing symmetric treatment of over/under predictions
* Comparing forecasts across different series
* Evaluating against a natural baseline (naive forecast)
* Working with data that includes zeros
* Needing symmetric treatment of over/under predictions