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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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@@ -12,16 +12,16 @@ MSE is fundamental to least-squares regression, dating back to Gauss and Legendr
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MSE squares each error before averaging, which has significant implications:
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- Large errors contribute disproportionately to the metric
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- The quadratic penalty creates a smooth, differentiable loss surface
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- Optimal for normally distributed errors
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* Large errors contribute disproportionately to the metric
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* The quadratic penalty creates a smooth, differentiable loss surface
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* Optimal for normally distributed errors
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### Properties
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- **Non-negative**: MSE ≥ 0, with 0 indicating perfect prediction
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- **Squared units**: If data is in dollars, MSE is in dollars²
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- **Outlier sensitive**: Single large error dominates the metric
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- **Differentiable**: Smooth gradient for optimization algorithms
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* **Non-negative**: MSE ≥ 0, with 0 indicating perfect prediction
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* **Squared units**: If data is in dollars, MSE is in dollars²
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* **Outlier sensitive**: Single large error dominates the metric
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* **Differentiable**: Smooth gradient for optimization algorithms
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## Mathematical Foundation
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@@ -101,12 +101,12 @@ RMSE has the advantage of being in the same units as the original data.
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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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- **Large Errors**: Can produce very large values due to squaring
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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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* **Large Errors**: Can produce very large values due to squaring
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## Related Indicators
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- [MAE](../mae/Mae.md) - Mean Absolute Error (robust to outliers)
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- [RMSE](../rmse/Rmse.md) - Root Mean Squared Error (same units as data)
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- [Huber](../huber/Huber.md) - Combines MSE and MAE benefits
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* [MAE](../mae/Mae.md) - Mean Absolute Error (robust to outliers)
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* [RMSE](../rmse/Rmse.md) - Root Mean Squared Error (same units as data)
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* [Huber](../huber/Huber.md) - Combines MSE and MAE benefits
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