public SeasonalTrendLoess buildSmoother(double[] data)
{
this.sanityCheck(data);
if (this.fPeriodic)
{
this.fSeasonalWidth = (100 * data.Length);
this.fSeasonalDegree = 0;
}
else if (this.fSeasonalDegree == 0)
{
this.fSeasonalDegree = 1;
}
var seasonalSettings = buildSettings(this.fSeasonalWidth, this.fSeasonalDegree, this.fSeasonalJump);
if (this.fFlatTrend)
{
this.fTrendWidth = 100 * this.fPeriodLength * data.Length;
this.fTrendDegree = 0;
}
else if (this.fLinearTrend)
{
this.fTrendWidth = 100 * this.fPeriodLength * data.Length;
this.fTrendDegree = 1;
}
else if (this.fTrendDegree == 0)
{
this.fTrendDegree = 1;
}
if ((this.fTrendWidth == 0))
{
this.fTrendWidth = SeasonalTrendLoessBuilder.calcDefaultTrendWidth(this.fPeriodLength, this.fSeasonalWidth);
}
LoessSettings trendSettings = this.buildSettings(this.fTrendWidth, this.fTrendDegree, this.fTrendJump);
if ((this.fLowpassWidth == 0))
{
this.fLowpassWidth = this.fPeriodLength;
}
LoessSettings lowpassSettings = this.buildSettings(this.fLowpassWidth, this.fLowpassDegree, this.fLowpassJump);
var stl = new SeasonalTrendLoess(data, this.fPeriodLength, this.fInnerIterations, this.fRobustIterations,
seasonalSettings, trendSettings, lowpassSettings);
return(stl);
}
public SeasonalTrendLoess(double[] data, int periodicity, int ni, int no, LoessSettings seasonalSettings,
LoessSettings trendSettings, LoessSettings lowpassSettings)
{
this.fData = data;
int size = data.Length;
this.fPeriodLength = periodicity;
this.fSeasonalSettings = seasonalSettings;
this.fTrendSettings = trendSettings;
this.fLowpassSettings = lowpassSettings;
this.fInnerIterations = ni;
this.fRobustIterations = no;
this.fLoessSmootherFactory = new LoessBuilder();
this.fLoessSmootherFactory.Width = this.fTrendSettings.Width;
this.fLoessSmootherFactory.Degree = this.fTrendSettings.Degree;
this.fLoessSmootherFactory.Jump = this.fTrendSettings.Jump;
this.fLowpassLoessFactory = new LoessBuilder();
this.fLowpassLoessFactory.Width = this.fLowpassSettings.Width;
this.fLowpassLoessFactory.Degree = this.fLowpassSettings.Degree;
this.fLowpassLoessFactory.Jump = this.fLowpassSettings.Jump;
//
var builder = new CyclicSubSeriesSmootherBuilder();
builder.Width = seasonalSettings.Width;
builder.Degree = seasonalSettings.Degree;
builder.Jump = seasonalSettings.Jump;
builder.DataLength = size;
builder.extrapolateForwardAndBack(1);
builder.Periodicity = periodicity;
///
this.fCyclicSubSeriesSmoother = builder.build();
this.fDetrend = new double[size];
this.fExtendedSeasonal = new double[(size + (2 * this.fPeriodLength))];
}
