// Time Series Forecast // // time_series_forecast // // Time Series Forecast // // // // Inputs: 1 // Outputs: 1 // Constants: 0 #include #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; }