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QuanTAlib/lib/errors/pseudohuber
Miha Kralj 6e24fea8b7 Add Tukey's Biweight and WMAPE implementations with comprehensive tests and documentation
- 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.
2025-12-30 09:27:08 -08:00
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