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