public void Predict(TimeSpan ts) { lastTimeSpan = ts; var lastdate = Means.Last().Key; var newdate = lastdate + ts; var xp = filter.Predict(x, P, f, Q, lastTimeSpan.Ticks); var x_ = x.ToArray(); Means[newdate] = x_; var P_ = P.ToArray(); CoVariances[newdate] = P_; }
public void Predict(out double[] x_, out double[,] P_, TimeSpan ts) { lastTimeSpan = ts; var lastdate = Means.Last().Key; var newdate = lastdate + ts; Q = q.Matrix(ts.Ticks); var xp = FilterSharp.Predict(x, P, f, Q, lastTimeSpan.Ticks); x_ = x.ToArray(); Means[newdate] = x_; P_ = P.ToArray(); CoVariances[newdate] = P_; }