public double GetAdaptiveStandardDeviation(IList <double> sequence, double timeWindow)
{
var timeBasedMovingAverageFilter = new TimeBasedMovingAverage(timeWindow);
var timeBasedMovingAverage = timeBasedMovingAverageFilter.ProcessSamples(sequence);
if (timeBasedMovingAverage.Count != sequence.Count)
{
throw new InvalidDataException("Different sample count data vs. filtered data");
}
var sumResidualSquares = sequence.Select((val, i) => Math.Pow(val - timeBasedMovingAverage[i], 2)).Sum();
return(Math.Sqrt(sumResidualSquares / (sequence.Count - 1)));
}
public IList <double> GetMovingAverage(IList <double> sequence)
{
var timeBasedMovingAverageFilter = new TimeBasedMovingAverage(_options.IntervalAverageWindowTime);
return(timeBasedMovingAverageFilter.ProcessSamples(sequence));
}