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Typo on freqai docs
1. `a the` - there is an extra "a" before `the features` 2. `historic` - it should be "historical" to match the correct adjective form.
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@ -234,7 +234,7 @@ This will perform PCA on the features and reduce their dimensionality so that th
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## Inlier metric
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## Inlier metric
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The `inlier_metric` is a metric aimed at quantifying how similar a the features of a data point are to the most recent historic data points.
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The `inlier_metric` is a metric aimed at quantifying how similar the features of a data point are to the most recent historical data points.
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You define the lookback window by setting `inlier_metric_window` and FreqAI computes the distance between the present time point and each of the previous `inlier_metric_window` lookback points. A Weibull function is fit to each of the lookback distributions and its cumulative distribution function (CDF) is used to produce a quantile for each lookback point. The `inlier_metric` is then computed for each time point as the average of the corresponding lookback quantiles. The figure below explains the concept for an `inlier_metric_window` of 5.
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You define the lookback window by setting `inlier_metric_window` and FreqAI computes the distance between the present time point and each of the previous `inlier_metric_window` lookback points. A Weibull function is fit to each of the lookback distributions and its cumulative distribution function (CDF) is used to produce a quantile for each lookback point. The `inlier_metric` is then computed for each time point as the average of the corresponding lookback quantiles. The figure below explains the concept for an `inlier_metric_window` of 5.
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