private double CalculateNextXSimple(Random rnd, DoubleSeries s, ARMASeriesConfig c)
{
var ar_part = 0.0;
var ma_part = 0.0;
// AR
for (int j = 0, x_Count = s.X.Count; j < c.P.Length && j < s.X.Count; j++)
{
ar_part += c.P[j] * s.X[x_Count - 1 - j];
}
// MA
for (int j = 0, e_Count = s.E.Count; j < c.Q.Length && j < s.E.Count; j++)
{
ma_part += c.Q[j] * s.E[s.E.Count - 1 - j];
}
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise/shock
var xt = c.C + et + ar_part + ma_part; // next sensor value
s.E.Add(et);
s.X.Add(xt);
return(xt);
}
private double CalculateNextX(Random rnd, DoubleSeries s, ARMASeriesConfig c)
{
var ar_part = 0.0;
var ma_part = 0.0;
// AR
for (int j = 0, x_Count = s.X.Count; j < c.P.Length && j < s.X.Count; j++)
{
ar_part += c.P[j] * s.X[x_Count - 1 - j];
}
// MA
for (int j = 0, e_Count = s.E.Count; j < c.Q.Length && j < s.E.Count; j++)
{
ma_part += c.Q[j] * s.E[s.E.Count - 1 - j];
}
// Drivers
var ar_part_drivers = 0.0;
var ma_part_drivers = 0.0;
lock (seriesDict)
CalculateDriverParts(c.Drivers, out ar_part_drivers, out ma_part_drivers);
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise/shock
var xt = c.C + et + ar_part + ma_part + ar_part_drivers + ma_part_drivers; // next sensor value
lock (seriesDict) {
if (s.X.Count > MAX_BUFFER_SIZE)
{
s.X.RemoveAt(0);
}
if (s.E.Count > MAX_BUFFER_SIZE)
{
s.E.RemoveAt(0);
}
s.E.Add(et);
s.X.Add(xt);
}
return(xt);
}
private void StreamSeries(StreamingJob job, ARMASeriesConfig c)
{
DateTime dtts = new DateTime(1000, 1, 1, 0, 0, 0, 0);
for (long i = 0; true; i++)
{
job.Token.ThrowIfCancellationRequested();
double xt = 0.0;
try {
lock (seriesDict)
xt = CalculateNextX(rnd, series, c);
} catch (Exception ex) {
Console.WriteLine(ex.Message + "\n" + ex.Source);
}
if (c.Export && i > c.Delay)
{
double outlierCandidate = rnd.NextDouble();
if (outlierCandidate < c.OutlierRatio3s)
{
xt = GenerateOutlier(rnd, xt, series.X, 3, 5);
}
else if (outlierCandidate < c.OutlierRatio2s)
{
xt = GenerateOutlier(rnd, xt, series.X, 2, 3);
}
// string timestamp = DateTime.Now.ToString(DATETIME_FORMAT); // v1
string timestamp = dtts.ToString(generatorConfig.DateTimeFormat); // v2
var msg = JsonConvert.SerializeObject(GenerateMessage(c, group, timestamp, xt));
job.Client.Publish(config.Topic, Encoding.UTF8.GetBytes(msg));
Thread.Sleep(c.Interval);
dtts = dtts.AddMilliseconds(c.Interval); // v2
}
else if (i > c.Delay)
{
Thread.Sleep(c.Interval);
}
}
}