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
+15 -15
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@@ -12,17 +12,17 @@ $$\text{MPE} = \frac{100}{n} \sum_{i=1}^{n} \frac{(\text{actual}_i - \text{predi
The sign preservation makes MPE invaluable for bias detection:
- **Positive MPE**: Model systematically under-predicts (actual > predicted)
- **Negative MPE**: Model systematically over-predicts (actual < predicted)
- **MPE near zero**: No systematic bias (though individual errors may be large)
* **Positive MPE**: Model systematically under-predicts (actual > predicted)
* **Negative MPE**: Model systematically over-predicts (actual < predicted)
* **MPE near zero**: No systematic bias (though individual errors may be large)
### Bias Detection
Consider a weather forecasting model:
- If MPE = +15%, the model consistently predicts temperatures 15% lower than actual
- If MPE = -10%, the model consistently predicts temperatures 10% higher than actual
- If MPE ≈ 0% but MAPE = 20%, errors cancel out (no bias) but magnitude is still significant
* If MPE = +15%, the model consistently predicts temperatures 15% lower than actual
* If MPE = -10%, the model consistently predicts temperatures 10% higher than actual
* If MPE ≈ 0% but MAPE = 20%, errors cancel out (no bias) but magnitude is still significant
## Mathematical Foundation
@@ -122,20 +122,20 @@ Errors of opposite signs cancel out. A model alternating between +50% and -50% e
**Solution**: Use MPE alongside MAPE:
- Low MAPE + Low |MPE|: Good model
- Low MAPE + High |MPE|: Unlikely (mathematically constrained)
- High MAPE + Low |MPE|: High variance, no bias
- High MAPE + High |MPE|: High variance with bias
* Low MAPE + Low |MPE|: Good model
* Low MAPE + High |MPE|: Unlikely (mathematically constrained)
* High MAPE + Low |MPE|: High variance, no bias
* High MAPE + High |MPE|: High variance with bias
### 3. Asymmetric Bounds
Unlike MAPE (bounded at 0% to ∞), MPE can range from -∞ to +100%:
- Maximum positive: actual = 100, predicted = 0 → MPE = +100%
- No upper bound on negative: actual = 100, predicted = 1000 → MPE = -900%
* Maximum positive: actual = 100, predicted = 0 → MPE = +100%
* No upper bound on negative: actual = 100, predicted = 1000 → MPE = -900%
## See Also
- [MAPE](../mape/Mape.md) - Unsigned percentage error for magnitude
- [ME](../me/Me.md) - Signed absolute error for absolute bias
- [MAE](../mae/Mae.md) - Unsigned absolute error for magnitude
* [MAPE](../mape/Mape.md) - Unsigned percentage error for magnitude
* [ME](../me/Me.md) - Signed absolute error for absolute bias
* [MAE](../mae/Mae.md) - Unsigned absolute error for magnitude