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
+13 -13
View File
@@ -14,10 +14,10 @@ MRAE divides each absolute error by the actual value, providing context for the
### Properties
- **Scale-independent**: Comparable across different data magnitudes
- **Non-negative**: MRAE ≥ 0, with 0 indicating perfect prediction
- **Interpretable**: A value of 0.1 means 10% average relative error
- **Denominator sensitivity**: Undefined when actual values are zero (handled via substitution)
* **Scale-independent**: Comparable across different data magnitudes
* **Non-negative**: MRAE ≥ 0, with 0 indicating perfect prediction
* **Interpretable**: A value of 0.1 means 10% average relative error
* **Denominator sensitivity**: Undefined when actual values are zero (handled via substitution)
## Mathematical Foundation
@@ -28,8 +28,8 @@ For each observation, calculate the relative error:
$$e_i = \frac{|y_i - \hat{y}_i|}{|y_i|}$$
Where:
- $y_i$ = actual value
- $\hat{y}_i$ = predicted value
* $y_i$ = actual value
* $\hat{y}_i$ = predicted value
### 2. Mean Calculation
@@ -114,13 +114,13 @@ Mrae.Batch(actualSpan, predictedSpan, outputSpan, period: 20);
## Edge Cases
- **Zero Actual Values**: Substitutes with small epsilon (1e-10) to avoid division by zero
- **NaN Handling**: Uses last valid value substitution
- **Single Input**: Not supported (requires two series)
- **Period = 1**: Returns current relative absolute error
* **Zero Actual Values**: Substitutes with small epsilon (1e-10) to avoid division by zero
* **NaN Handling**: Uses last valid value substitution
* **Single Input**: Not supported (requires two series)
* **Period = 1**: Returns current relative absolute error
## Related Indicators
- [MAE](../mae/Mae.md) - Mean Absolute Error (non-relative)
- [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
- [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error
* [MAE](../mae/Mae.md) - Mean Absolute Error (non-relative)
* [MAPE](../mape/Mape.md) - Mean Absolute Percentage Error
* [SMAPE](../smape/Smape.md) - Symmetric Mean Absolute Percentage Error