blob: 391de93e112e1cbe9aabc8dd26196e52426a8e1b (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
|
// Simple Moving Average
//
// average_simple - sma
//
// Unweighted mean of previous k data points
//
// SMA_k = ( 1 / k ) * SUM[ i = 1, k ] x_i
//
// Initial Values
//
// Cumulative moving average to n = k
//
// Successive Value
//
// SMA_n = x_n-1 + ( 1 / n )( x_n - x_n-1 )
//
// Inputs: 1
// Outputs: 1
// Constants: 1
#include <math.h>
#include "ts.h"
typedef struct {
uint_t k;
} ts_average_params_t;
ts_parameter_t const ts_average_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_average_params_t) };
uint_t ts_average_offset( ts_constant_t const *c )
{
( void )c;
return ( c ? ((ts_average_params_t *)c)->k - 1 : 0 );
}
int ts_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_average_p );
if ( !c ) return -1;
TS_CHECK_INPUT(x, x_n, n);
uint_t k = ((ts_average_params_t *)c)->k;
if (k == 0 || n < k) return -1;
uint_t xi = 0;
uint_t yi = k;
fp_t sum = 0;
for( ; xi < k; ++xi )
{
sum += x[0][xi];
}
y[0][k - 1] = sum / k;
for( ; xi < n; ++xi, ++yi )
{
y[0][yi] = y[0][yi - 1] + ( x[0][xi] - x[0][xi - k] ) / k;
}
return 0;
}
|