lib/variable_index_dynamic_average.c


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// Variable Index Dynamic Average
//
// variable_index_dynamic_average
//
// Variable Index Dynamic Average
//
// 
//
// Inputs:    1
// Outputs:   1
// Constants: 1


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

typedef struct {
    uint_t period;
} ts_variable_index_dynamic_average_params_t;

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

uint_t ts_variable_index_dynamic_average_offset( ts_constant_t const *c )
{
	( void )c;
	return ( c ? ((ts_variable_index_dynamic_average_params_t const *)c)->period : 0 );
}

int ts_variable_index_dynamic_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_variable_index_dynamic_average_p );
	if ( !c ) return -1;
    uint_t period = ((ts_variable_index_dynamic_average_params_t const *)c)->period;
    if (period < 2 || n <= period) return -1;

    fp_t vidya = x[0][period];
    y[0][period] = vidya;

    fp_t alpha_init = (fp_t)(period - 2) / (2.0 * (fp_t)(period - 1));
    fp_t alpha = alpha_init;

    for( uint_t i = period + 1; i < n; ++i )
    {
        vidya = vidya + alpha * (x[0][i] - vidya);
        y[0][i] = vidya;

        fp_t numerator = fabs( x[0][i] - x[0][i - period] );
        fp_t denominator = 0;
        for( uint_t j = i - period + 1; j <= i; ++j )
            denominator += fabs( x[0][j] - x[0][j - 1] );
        fp_t er = (denominator == 0) ? 0 : numerator / denominator;

        fp_t alpha_new = er * er * 2.0 / (fp_t)(period + 1);
        if( alpha_new < 0 ) alpha_new = 0;
        if( alpha_new > 1 ) alpha_new = 1;

        alpha = (alpha + alpha_new) / 2.0;
    }
	return 0;
}