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// Exponential Moving Average
//
// average_exponential - ema
//
// Weighted moving average with exponentially decreasing weights determined by
// the constant c
//
// y[0] = x[0]
// y[t] = a * x[t] + ( 1 - a ) * EMA[t - 1]
// a = 1 / k;
//
// Inputs: 1
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
fp_t k;
} ts_average_exponential_params_t;
ts_parameter_t const ts_average_exponential_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_exponential_params_t) };
uint_t ts_average_exponential_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_average_exponential(
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_exponential_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
fp_t k = ((ts_average_exponential_params_t const *)c)->k;
if (k <= 0 || isnan(k)) return -1;
fp_t a = 1.0 / k;
y[0][0] = x[0][0];
for( uint_t i = 1; i < n; ++i )
{
y[0][i] = y[0][i - 1] + a * ( x[0][i] - y[0][i - 1] );
}
return 0;
}
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