QuanTAlib/lib/forecasts/_index.md

Forecasts

"Prediction is very difficult, especially about the future." Niels Bohr

Forecasting and predictive models. Unlike reactive indicators that smooth past data, forecasts attempt to project future values. Extrapolation is inherently uncertain. Use with appropriate skepticism and position sizing.

Indicators

Indicator	Full Name	Description
AFIRMA	Adaptive FIR Moving Average	Windowed sinc coefficients. Optimal frequency response. Can extrapolate.
MLP	Multilayer Perceptron	Neural network regressor. Nonlinear pattern learning.