Linear regression algorithm.
Esempio n. 1
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        /// <summary>
        /// Uses least squares linear regression to calculate the best fit sine wave for the given data.
        /// </summary>
        /// <param name="yValues">The y values of the data points.</param>
        /// <param name="tValues">The time values of the data points, in seconds.</param>
        /// <param name="frequency">The frequency of the sine wave, in Hz.</param>
        /// <returns>A <see cref="SineWave"/> approximated from the given data points.</returns>
        public static SineWave SineFit(double[] yValues, double[] tValues, double frequency)
        {
            double[] z = yValues;
            double[] x = new double[tValues.Length];
            double[] y = new double[tValues.Length];
            double   a, b, d;

            double rad = 2.0D * Math.PI * frequency;

            for (int i = 0; i < tValues.Length; i++)
            {
                double angle = rad * tValues[i];
                x[i] = Math.Sin(angle);
                y[i] = Math.Cos(angle);
            }

            CurveFit.LeastSquares(z, x, y, out d, out a, out b);

            return(new SineWave
            {
                Amplitude = Math.Sqrt(a * a + b * b),
                Frequency = frequency,
                Phase = Math.Atan2(b, a),
                Bias = d
            });
        }
Esempio n. 2
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        /// <summary>
        /// Uses least squares linear regression to calculate the best fit sine wave for the given data.
        /// </summary>
        /// <param name="yValues">The y values of the data points.</param>
        /// <param name="tValues">The time values of the data points, in seconds.</param>
        /// <param name="frequency">The frequency of the sine wave, in Hz.</param>
        /// <returns>A <see cref="SineWave"/> approximated from the given data points.</returns>
        public static SineWave SineFit(double[] yValues, double[] tValues, double frequency)
        {
            double[] z = yValues;
            double[] x = tValues.Select(t => Math.Sin(2.0 * Math.PI * frequency * t)).ToArray();
            double[] y = tValues.Select(t => Math.Cos(2.0 * Math.PI * frequency * t)).ToArray();
            double   a, b, d;

            CurveFit.LeastSquares(z, x, y, out d, out a, out b);

            return(new SineWave()
            {
                Amplitude = Math.Sqrt(a * a + b * b),
                Frequency = frequency,
                Phase = Math.Atan2(b, a),
                Bias = d
            });
        }
Esempio n. 3
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        private void PerformCalculation(object state)
        {
            try
            {
                m_calculating = true;

                double[] xValues;
                double[] yValues;

                // Calculations are made against a copy of the current data set to keep lock time on
                // data values down to a minimum. This allows data to be added with minimal delay.
                lock (m_xValues)
                {
                    xValues = m_xValues.ToArray();
                    yValues = m_yValues.ToArray();
                }

                // Takes new values and calculates slope (curve fit for 1st order polynomial).
                m_slope = CurveFit.Compute(1, xValues, yValues)[1];
            }
            catch (Exception ex)
            {
                if ((object)Status != null)
                {
                    Status(this, new EventArgs <string>("CurveFit failed: " + ex.Message));
                }
            }
            finally
            {
                m_calculating = false;
            }

            if (Math.Sign(m_slope) != Math.Sign(m_lastSlope))
            {
                m_slopeRun = DateTime.UtcNow;
            }

            m_lastSlope = m_slope;

            // Notifies consumer of new calculated slope.
            if ((object)Recalculated != null)
            {
                Recalculated(this, EventArgs.Empty);
            }
        }