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Miha Kralj
822aaa0d40
- 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.
707 B
707 B
Errors
Error metrics and performance indicators for model/strategy evaluation.
| Indicator | Full Name | Description |
|---|---|---|
| HUBER | Huber Loss | |
| MAE | Mean Absolute Error | |
| MAPD | Mean Absolute Percentage Difference | |
| MAPE | Mean Absolute Percentage Error | |
| MASE | Mean Absolute Scaled Error | |
| ME | Mean Error | |
| MPE | Mean Percentage Error | |
| MSE | Mean Squared Error | |
| MSLE | Mean Squared Logarithmic Error | |
| RAE | Relative Absolute Error | |
| RMSE | Root Mean Squared Error | |
| RMSLE | Root Mean Squared Logarithmic Error | |
| RSE | Relative Squared Error | |
| RSQUARED | R-Squared | |
| SMAPE | Symmetric Mean Absolute Percentage Error |