private void smoothOneSubSeries(double[] weights, double[] rawData, double[] smoothedData)
{
int cycleLength = rawData.Length;
// Smooth the cyclic sub-series with LOESS and then extrapolate one place beyond each end.
this.fLoessSmootherFactory.Data = rawData;
this.fLoessSmootherFactory.ExternalWeights = weights;
LoessSmoother smoother = this.fLoessSmootherFactory.build();
//Copy, shifting by 1 to leave room for the extrapolated point at the beginning.
// System.arraycopy(smoother.smooth(), 0, smoothedData, this.fNumPeriodsToExtrapolateBackward, cycleLength);
var ss = smoother.smooth();
for (int i = 0; i < cycleLength; i++)
{
smoothedData[this.fNumPeriodsToExtrapolateBackward + i] = ss[i];
}
LoessInterpolator interpolator = smoother.Interpolator;
// Extrapolate from the leftmost "width" points to the "-1" position
int left = 0;
int right = (left + (this.fWidth - 1));
right = Math.Min(right, (cycleLength - 1));
int leftValue = this.fNumPeriodsToExtrapolateBackward;
for (int i = 1; (i <= this.fNumPeriodsToExtrapolateBackward); i++)
{
double ys = interpolator.smoothOnePoint((i * -1), left, right);
//
smoothedData[(leftValue - i)] = ys == 0 ? smoothedData[leftValue] : ys;
}
// Extrapolate from the rightmost "width" points to the "length" position (one past the array end).
right = (cycleLength - 1);
left = ((right - this.fWidth) + 1);
left = Math.Max(0, left);
int rightValue = (this.fNumPeriodsToExtrapolateBackward + right);
for (int i = 1; (i <= this.fNumPeriodsToExtrapolateForward); i++)
{
Double ys = interpolator.smoothOnePoint((right + i), left, right);
//smoothedData[(rightValue + i)] = (ys == null);
smoothedData[rightValue + i] = ys == 0 ? smoothedData[rightValue] : ys;
}
}
public LoessSmoother(int width, int jump, int degree, double[] data, double[] externalWeights)
{
InterpolatorBuilder b = new InterpolatorBuilder();
b.Width = width;
b.Degree = degree;
b.ExternalWeights = externalWeights;
this.fInterpolator = b.interpolate(data);
this.fData = data;
this.fJump = Math.Min(jump, (data.Length - 1));
this.fWidth = width;
this.fSmoothed = new double[data.Length];
}
