//public override Icon GetIcon()
//{
// return null;
//}
private Data.TimeSeries ApplyFilterTo(Data.TimeSeries ts)
{
var retval = new Data.TimeSeries();
var maOrder = maCoeffs.Length;
var arOrder = arCoeffs.Length;
double arSum = 0;
for (var i = 1; i < arOrder; ++i)
{
arSum += arCoeffs[i];
}
double maSum = 0;
for (var i = 0; i < maOrder; ++i)
{
maSum += maCoeffs[i];
}
// now go through and apply filter
for (var t = 0; t < ts.Count; ++t)
{
var tx = 0.0;
if (TimeInterval.Ticks == 0) // apply the filter to successive data points
{
// get MA part
for (var i = 0; i < maOrder; ++i)
{
tx += t >= i ? maCoeffs[i] * ts[t - i] : ts[0];
}
// get AR part
for (var i = 1; i < arOrder; ++i)
{
tx += t >= i ? arCoeffs[i] * retval[t - i] : ts[0];
}
tx /= arSum + maSum;
}
else // apply the filter to data points at specified sampling interval
{
// get MA part
for (var i = 0; i < maOrder; ++i)
{
tx += maCoeffs[i] * ts.ValueAtTime(ts.TimeStamp(t) - new TimeSpan(i * TimeInterval.Ticks));
}
// get AR part
for (var i = 1; i < arOrder; ++i)
{
tx += arCoeffs[i] * retval.ValueAtTime(ts.TimeStamp(t) - new TimeSpan(i * TimeInterval.Ticks));
}
tx /= arSum + maSum;
}
retval.Add(ts.TimeStamp(t), tx, false);
}
return(retval);
}
private Data.TimeSeries DoUnivariateSampling(Data.TimeSeries ofTS)
{
var retval = new Data.TimeSeries();
retval.Title = ofTS.Title;
if (SamplingInterval.Ticks == 0)
{
int i0, i1;
bool gotHit;
i0 = ofTS.IndexAtOrBefore(StartTime, out gotHit);
if (!gotHit)
{
++i0;
}
i1 = ofTS.IndexAtOrBefore(EndTime, out gotHit);
++i1;
if (i1 > ofTS.Count)
{
i1 = ofTS.Count;
}
for (var t = i0; t < i1; ++t)
{
retval.Add(ofTS.TimeStamp(t), ofTS[t], false);
}
}
else
{
for (var current = new DateTime(StartTime.Ticks);
current < EndTime;
current = new DateTime((current + SamplingInterval).Ticks))
{
foreach (var sampleOffset in SamplingBaseOffsets)
{
var adjusted = current + sampleOffset;
var skipping = false;
if (SkipWeekends)
{
if (adjusted.DayOfWeek == DayOfWeek.Saturday || adjusted.DayOfWeek == DayOfWeek.Sunday)
{
skipping = true;
}
}
if (IsWithinSkipIntervals(adjusted))
{
skipping = true;
}
if (!skipping)
{
var sampled = ofTS.ValueAtTime(adjusted);
retval.Add(adjusted, sampled, false);
}
}
}
}
return(retval);
}
//public override Icon GetIcon()
//{
// return null;
//}
private Data.TimeSeries ApplyFilterTo(Data.TimeSeries ts)
{
var retval = new Data.TimeSeries();
// now go through and apply filter
for (var t = 0; t < ts.Count; ++t)
{
var tx = 0.0;
// get MA part
tx += (1 - SmoothFactor) * ts[t];
// get AR part
tx += t >= 1 ? SmoothFactor * retval[t - 1] : 0;
retval.Add(ts.TimeStamp(t), tx, false);
}
return(retval);
}