private void SmoothedCycleSubseriesDetrending(double[] c, FastLoess lowPass, double[] s)
{
for (int i = 0; i < s.Length; i++)
{
s[i] = c[i] - lowPass.Y[i];
}
}
private void TrendSmooth(double[] deseasonSeries, int np, double[] t)
{
List <double> virtualDeseasonSeries = VirtualXValuesProvider.GetXValues(deseasonSeries.Length);
FastLoess trender = new FastLoess(virtualDeseasonSeries, deseasonSeries, _isTemporal, Nt(np));
trender.Estimate();
for (int i = 0; i < deseasonSeries.Length; i++)
{
t[i] = trender.Y[i];
}
}
private FastLoess LowPassFiltering(double[] c, int np)
{
List <double> c1 = MovingAverage(c, np);
List <double> c2 = MovingAverage(c1, np);
List <double> c3 = MovingAverage(c2, 3);
List <double> virtualC3XValues = VirtualXValuesProvider.GetXValues(c3.Count);
FastLoess lowPass = new FastLoess(virtualC3XValues, c3, _isTemporal, Nl(np));
lowPass.Estimate();
return(lowPass);
}
private bool CycleSubseriesSmooth(double[] detrendedY, int np, double[] c)
{
for (int i = 0; i < np; i++)
{
_cycleSubSeries[i] = new List <double>();
_smoothedSubseries[i] = new List <double>();
}
// obtain all the subseries
for (int i = 0; i < detrendedY.Length; i++)
{
int cycleIndex = i % np;
_cycleSubSeries[cycleIndex].Add(detrendedY[i]);
}
// smoothing on each subseries
for (int i = 0; i < _cycleSubSeries.Length; i++)
{
List <double> virtualXValues = VirtualXValuesProvider.GetXValues(_cycleSubSeries[i].Count);
FastLoess model = new FastLoess(virtualXValues, _cycleSubSeries[i], _isTemporal, Ns);
model.Estimate();
// add a prior point
_smoothedSubseries[i].Add(model.EstimateY(-1.0));
_smoothedSubseries[i].AddRange(model.Y);
// add a after point
_smoothedSubseries[i].Add(model.EstimateY(_cycleSubSeries[i].Count * 1.0));
}
// c is the smoothed series, with _length + 2Np points.
int index = 0;
for (int i = 0; i < _smoothedSubseries[0].Count; i++)
{
for (int j = 0; j < _smoothedSubseries.Length; j++)
{
if (_smoothedSubseries[j].Count <= i)
{
break;
}
if (_smoothedSubseries[j][i].Equals(double.NaN))
{
return(false);
}
c[index] = (_smoothedSubseries[j][i]);
++index;
}
}
return(true);
}