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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 *)c)->k > 0 ? ((ts_deviation_average_params_t *)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 *)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;
}
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