public double Process(ISGTimeDiscreteSignalSource <Point <int>, PointDouble, double> source)
{
double vola = 0;
double average = 0;
for (int i = 0; i < NumStepsBack; i++)
{
int indexInner = LastValueIndex - NumStepsBack + i;
double valAtPosInner = source.ValueAt(new Point <int>(1)
{
Values = new[] { indexInner }
}).Values[0];
average += valAtPosInner;
}
average = average / (NumStepsBack - 1);
for (int i = 0; i < NumStepsBack; i++)
{
int index = LastValueIndex - NumStepsBack + i;
double valAtPos = source.ValueAt(new Point <int>(1)
{
Values = new[] { index }
}).Values[0];
vola += (valAtPos - average) * (valAtPos - average);
}
return(vola / (NumStepsBack - 1));
}
public PointDouble ValueAt(Point <int> position)
{
PointDouble valueAtPos = _inputSignal.ValueAt(position);
var derivative = new PointDouble(position.Dimensions);
for (int i = 0; i < position.Values.Length; i++)
{
var posP1Arr = new int[valueAtPos.Dimensions];
Array.Copy(position.Values, posP1Arr, valueAtPos.Values.Length);
posP1Arr[i] += 1;
PointDouble posPlus1 = _inputSignal.ValueAt(new Point <int>(valueAtPos.Dimensions)
{
Values = posP1Arr
});
//Calculate Forward Derivative in Direction i
derivative = posPlus1 - valueAtPos;
}
return(derivative);
}
private double TransformAt(int pos, ISGTimeDiscreteSignalSource <Point1DDiscrete, PointContinous1D, double> source)
{
double real = 0;
double img = 0;
for (int i = 0; i < SignalLength; i++)
{
double valAtI = source.ValueAt(new Point1DDiscrete(i)).X;
real += valAtI * Math.Cos(2 * Math.PI * i * pos / SignalLength);
img -= valAtI * Math.Sin(2 * Math.PI * i * pos / SignalLength);
}
return(real * real + img * img);
}