lib/deviation_average.c


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// Moving Mean Deviation
//
// mean_deviation - md
//
// Inputs:    1
// Outputs:   1
// Constants: 0


#include <math.h>
#include "ts.h"


typedef struct {
    uint_t k;
} ts_deviation_average_params_t;

ts_parameter_t const ts_deviation_average_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_deviation_average_params_t) };


uint_t ts_deviation_average_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_deviation_average_params_t const *)c)->k > 0 ? ((ts_deviation_average_params_t const *)c)->k - 1 : 0 : 0 );
}

int ts_deviation_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_deviation_average_p );
	if ( !c ) return -1;
	uint_t k = ((ts_deviation_average_params_t const *)c)->k;
	if (k == 0 || n < k) return -1;

	uint_t xi = 0;
	uint_t yi = k - 1;

	fp_t mean = 0;

	for( ; xi < k; ++xi )
	{
		mean += x[0][xi];
	}

    fp_t rk = _ts_reciprocal( k );
	mean = rk * mean;

	{
        fp_t sum = 0;
        for( uint_t i = 0; i < k; i++ )
        {
            fp_t tmp = x[0][i] - mean;
            sum += fabs( tmp );
        }
        y[0][yi] = sum * rk;
	}

	for( xi = k, yi = k; xi < n; ++xi, ++yi )
	{
		mean = mean + ( x[0][xi] - x[0][xi - k] ) * rk;
        fp_t sum = 0;

        for( uint_t i = xi - k + 1; i <= xi; i++ )
        {
            fp_t tmp = x[0][i] - mean;
            sum += fabs( tmp );
        }

        y[0][yi] = sum * rk;
	}
	return 0;
}