- Introduced Tukey's Biweight as a robust loss function, including mathematical foundation, usage patterns, and performance profile.
- Added WMAPE (Weighted Mean Absolute Percentage Error) implementation, emphasizing its advantages for intermittent demand forecasting.
- Created unit tests for WMAPE covering various scenarios including edge cases and batch calculations.
- Documented both Tukey's Biweight and WMAPE with detailed explanations, properties, and common use cases.
- Introduced R² (Coefficient of Determination) metric with detailed mathematical foundation, performance profile, and usage examples.
- Implemented SMAPE (Symmetric Mean Absolute Percentage Error) metric, addressing asymmetry in MAPE with symmetric error calculations.
- Added unit tests for SMAPE covering various scenarios including edge cases and input validation.
- Enhanced Dema class to correctly handle event publishing with isNew parameter.
- Updated Quantower test project to include coverage configuration for better test reporting.
- Implemented the HTIT indicator in Htit.cs, utilizing the Hilbert Transform for trend analysis.
- Added unit tests for HTIT validation against TA-Lib, Skender, and Ooples implementations in Htit.Validation.Tests.cs.
- Created documentation for HTIT in Htit.md, detailing its core concepts, formula, parameters, usage, and interpretation.
Miha Kralj