// Simple Moving Average // // average_simple - sma // // Unweighted mean of previous k data points // // SMA_k = ( 1 / k ) * SUM[ i = 1, k ] x_i // // Initial Values // // Cumulative moving average to n = k // // Successive Value // // SMA_n = x_n-1 + ( 1 / n )( x_n - x_n-1 ) // // Inputs: 1 // Outputs: 1 // Constants: 1 #include #include "ts.h" typedef struct { uint_t k; } ts_average_params_t; ts_parameter_t const ts_average_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_params_t) }; uint_t ts_average_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_average_params_t *)c)->k - 1 : 0 ); } int ts_average( 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_average_p ); if ( !c ) return -1; TS_CHECK_INPUT(x, x_n, n); uint_t k = ((ts_average_params_t *)c)->k; if (k == 0 || n < k) return -1; uint_t xi = 0; uint_t yi = k; fp_t sum = 0; for( ; xi < k; ++xi ) { sum += x[0][xi]; } y[0][k - 1] = sum / k; for( ; xi < n; ++xi, ++yi ) { y[0][yi] = y[0][yi - 1] + ( x[0][xi] - x[0][xi - k] ) / k; } return 0; }