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