diff options
Diffstat (limited to 'lib/time_series_forecast.c')
| -rw-r--r-- | lib/time_series_forecast.c | 58 |
1 files changed, 58 insertions, 0 deletions
diff --git a/lib/time_series_forecast.c b/lib/time_series_forecast.c new file mode 100644 index 0000000..bf8e7af --- /dev/null +++ b/lib/time_series_forecast.c @@ -0,0 +1,58 @@ +// Time Series Forecast +// +// time_series_forecast +// +// Time Series Forecast +// +// +// +// Inputs: 1 +// Outputs: 1 +// Constants: 0 + + +#include <math.h> +#include "ts.h" + + +ts_parameter_t const ts_time_series_forecast_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 }; + +uint_t ts_time_series_forecast_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 4 ); +} + +int ts_time_series_forecast( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_time_series_forecast_p ); + (void)c; + for ( uint_t j = 0; j < n && j < 4; ++j ) y[0][j] = 0; + for ( uint_t i = 4; i < n; ++i ) + { + fp_t sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0; + for ( uint_t j = 0; j < 5; ++j ) + { + fp_t xv = (fp_t)j; + fp_t yv = x[0][i - 4 + j]; + sum_x += xv; + sum_y += yv; + sum_xy += xv * yv; + sum_x2 += xv * xv; + } + fp_t denom = 5.0 * sum_x2 - sum_x * sum_x; + if (denom == 0) { + y[0][i] = sum_y / 5.0; + } else { + fp_t slope = (5.0 * sum_xy - sum_x * sum_y) / denom; + fp_t intercept = (sum_y - slope * sum_x) / 5.0; + y[0][i] = intercept + slope * 5.0; + } + } + return 0; +} + |