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// Prings Kst
//
// prings_kst
//
// Prings KST
//
//
//
// Inputs: 1
// Outputs: 2
// Constants: 0
#include <stdlib.h>
#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;
}
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