// 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;
}