public WienerProzessViewModel()
{
IsgTimeWienerProcessSignalSource wp = new IsgTimeWienerProcessSignalSource(0.1, 1);
for (int i = 0; i < 100; i++)
{
Points.Add(new DataPoint(0.1 * i, wp.ValueAt(new Point1DDiscrete()
{
X = i
}).Values[0]));
}
RaisePropertyChanged("Points");
}
public IsgTimeItoProcessSignalSource(int dim, double timeDelta, Func <double[], double, double[]> a, Func <double[], double, double[]> b, double[] startValue)
{
TimeDelta = timeDelta;
_a = a;
_b = b;
_values.Add(new Point <double>(dim)
{
Values = startValue
});
_dimensions = dim;
for (int i = 0; i < dim; i++)
{
var wp = new IsgTimeWienerProcessSignalSource(timeDelta);
var wpd = new SGDForwarderivativeProcessor(wp);
_wienerProcessDeltas.Add(wpd);
}
}
