// Linear Regression // // linear_regression // // Linear regression line // // y = a + b*x via least squares // // Inputs: 1 // Outputs: 1 // Constants: 0 #include #include "ts.h" typedef struct { uint_t k; } ts_linear_regression_params_t; ts_parameter_t const ts_linear_regression_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_linear_regression_params_t) }; uint_t ts_linear_regression_offset( ts_constant_t const *c ) { ( void )c; return ( c ? ((ts_linear_regression_params_t *)c)->k - 1 : 0 ); } int ts_linear_regression( 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_linear_regression_p ); if ( !c ) return -1; TS_CHECK_INPUT(x, x_n, n); uint_t k = ((ts_linear_regression_params_t *)c)->k; if (k == 0 || n < k) return -1; // Precompute constant x sums (x values are always 0..k-1) fp_t sum_x = 0, sum_x2 = 0; for ( uint_t j = 0; j < k; ++j ) { fp_t xv = (fp_t)j; sum_x += xv; sum_x2 += xv * xv; } fp_t denom = (fp_t)k * sum_x2 - sum_x * sum_x; fp_t fk = (fp_t)k; // Initial window fp_t sum_y = 0, sum_xy = 0; for ( uint_t j = 0; j < k; ++j ) { fp_t yv = x[0][j]; sum_y += yv; sum_xy += (fp_t)j * yv; } if (denom == 0) { y[0][k - 1] = sum_y / fk; } else { fp_t slope = (fk * sum_xy - sum_x * sum_y) / denom; fp_t intercept = (sum_y - slope * sum_x) / fk; y[0][k - 1] = intercept + slope * (fp_t)(k - 1); } // Sliding window: sum_xy_new = sum_xy_old - sum_y_new + k * y_new for ( uint_t i = k; i < n; ++i ) { fp_t y_new = x[0][i]; fp_t y_old = x[0][i - k]; fp_t sum_y_old = sum_y; sum_y = sum_y - y_old + y_new; sum_xy = sum_xy - sum_y_old + y_old + (fk - 1) * y_new; if (denom == 0) { y[0][i] = sum_y / fk; } else { fp_t slope = (fk * sum_xy - sum_x * sum_y) / denom; fp_t intercept = (sum_y - slope * sum_x) / fk; y[0][i] = intercept + slope * (fp_t)(k - 1); } } return 0; }