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