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https://github.com/mihakralj/QuanTAlib.git
synced 2026-07-28 17:57:45 +00:00
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.
22 lines
707 B
Markdown
22 lines
707 B
Markdown
# Errors
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Error metrics and performance indicators for model/strategy evaluation.
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| Indicator | Full Name | Description |
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| :--- | :--- | :--- |
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| HUBER | Huber Loss | |
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| MAE | Mean Absolute Error | |
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| MAPD | Mean Absolute Percentage Difference | |
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| MAPE | Mean Absolute Percentage Error | |
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| MASE | Mean Absolute Scaled Error | |
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| ME | Mean Error | |
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| MPE | Mean Percentage Error | |
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| MSE | Mean Squared Error | |
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| MSLE | Mean Squared Logarithmic Error | |
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| RAE | Relative Absolute Error | |
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| RMSE | Root Mean Squared Error | |
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| RMSLE | Root Mean Squared Logarithmic Error | |
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| RSE | Relative Squared Error | |
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| RSQUARED | R-Squared | |
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| SMAPE | Symmetric Mean Absolute Percentage Error | |
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