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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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@@ -14,10 +14,10 @@ MdAE maintains a sorted view of errors through a specialized ring buffer. When n
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### Properties
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- **Outlier-robust**: Unaffected by extreme values
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- **Non-negative**: MdAE ≥ 0, with 0 indicating perfect prediction
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- **Same units**: Results are in the same units as the original data
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- **Stable**: Small changes in data produce small changes in output
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* **Outlier-robust**: Unaffected by extreme values
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* **Non-negative**: MdAE ≥ 0, with 0 indicating perfect prediction
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* **Same units**: Results are in the same units as the original data
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* **Stable**: Small changes in data produce small changes in output
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## Mathematical Foundation
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@@ -28,8 +28,8 @@ For each observation, calculate the absolute difference:
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$$e_i = |y_i - \hat{y}_i|$$
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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. Median Calculation
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@@ -119,14 +119,14 @@ Mdae.Batch(actualSpan, predictedSpan, outputSpan, period: 20);
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## Edge Cases
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- **Identical Values**: Returns 0 when actual equals predicted
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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 absolute error
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- **All Same Errors**: Returns that error value
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* **Identical Values**: Returns 0 when actual equals predicted
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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 absolute error
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* **All Same Errors**: Returns that error value
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## Related Indicators
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- [MAE](../mae/Mae.md) - Mean Absolute Error (uses mean)
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- [MdAPE](../mdape/Mdape.md) - Median Absolute Percentage Error
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- [Huber](../huber/Huber.md) - Huber Loss (robust but differentiable)
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* [MAE](../mae/Mae.md) - Mean Absolute Error (uses mean)
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* [MdAPE](../mdape/Mdape.md) - Median Absolute Percentage Error
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* [Huber](../huber/Huber.md) - Huber Loss (robust but differentiable)
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