Esempio n. 1
0
        public void Predict(TimeSpan ts)
        {
            lastTimeSpan = ts;

            var lastdate = Means.Last().Key;

            var newdate = lastdate + ts;

            var xp = filter.Predict(x, P, f, Q, lastTimeSpan.Ticks);

            var x_ = x.ToArray();

            Means[newdate] = x_;

            var P_ = P.ToArray();

            CoVariances[newdate] = P_;
        }
        public void Predict(out double[] x_, out double[,] P_, TimeSpan ts)
        {
            lastTimeSpan = ts;

            var lastdate = Means.Last().Key;

            var newdate = lastdate + ts;

            Q = q.Matrix(ts.Ticks);

            var xp = FilterSharp.Predict(x, P, f, Q, lastTimeSpan.Ticks);

            x_             = x.ToArray();
            Means[newdate] = x_;

            P_ = P.ToArray();

            CoVariances[newdate] = P_;
        }