// Prings Kst // // prings_kst // // Prings KST // // // // Inputs: 1 // Outputs: 2 // Constants: 0 #include #include "ts.h" ts_parameter_t const ts_prings_kst_p = { .n_inputs = 1, .n_outputs = 2, .n_constants = 0, .params_size = 0 }; uint_t ts_prings_kst_offset( ts_constant_t const *c ) { ( void )c; return ( 8 ); } int ts_prings_kst( 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_prings_kst_p ); (void)c; if (n < 23) return -1; fp_t *raw_kst = calloc( n, sizeof( fp_t ) ); if ( !raw_kst ) return -1; for (uint_t i = 0; i < 8; ++i) { y[0][i] = 0; y[1][i] = 0; } for( uint_t i = 8; i < n; ++i ) { if ( x[0][i - 2] == 0 || x[0][i - 3] == 0 || x[0][i - 5] == 0 || x[0][i - 8] == 0 ) { raw_kst[i] = 0; continue; } fp_t r2 = ( x[0][i] - x[0][i - 2] ) / x[0][i - 2] * 100; fp_t r3 = ( x[0][i] - x[0][i - 3] ) / x[0][i - 3] * 100; fp_t r5 = ( x[0][i] - x[0][i - 5] ) / x[0][i - 5] * 100; fp_t r8 = ( x[0][i] - x[0][i - 8] ) / x[0][i - 8] * 100; raw_kst[i] = r2 + 2 * r3 + 3 * r5 + 4 * r8; } fp_t alpha1 = 2.0 / 11.0; y[0][8] = raw_kst[8]; for( uint_t i = 9; i < n; ++i ) { y[0][i] = y[0][i - 1] + alpha1 * ( raw_kst[i] - y[0][i - 1] ); } fp_t alpha2 = 2.0 / 16.0; for( uint_t i = 8; i < 16; ++i ) y[1][i] = 0; { fp_t seed = 0; for( uint_t i = 8; i <= 16; ++i ) seed += y[0][i]; seed /= 9.0; y[1][16] = seed; } for( uint_t i = 17; i < n; ++i ) { y[1][i] = y[1][i - 1] + alpha2 * ( y[0][i] - y[1][i - 1] ); } free( raw_kst ); return 0; }