public void test_ehler_transform_transformation()
{
Stack <ITransformation> transforms = null;
Ehler ehler = new Ehler(
ALPHA,
AddForSineWave,
AddForCycle,
NUM_PREDICTION_DAYS,
isRecursive,
minLength,
scoring,
scoring);
List <double> actual = ehler.Remove(TrendingSignal, ref transforms);
var transformation = transforms.Pop();
double[] retrended = new double[100];
for (int i = 0; i < actual.Count; i += 1)
{
retrended[i] = actual[i] + transformation.ValueAt(i);
}
var rms = Math.Sqrt(TrendingSignal.Zip(retrended, (x, y) => Math.Pow((x - y), 2)).Average());
Assert.IsTrue(rms <= TOLERANCE);
}
public void test_ehler_transform_decycling()
{
Stack <ITransformation> transforms = null;
Ehler ehler = new Ehler(
ALPHA,
AddForSineWave,
AddForCycle,
NUM_PREDICTION_DAYS,
isRecursive,
minLength,
scoring,
scoring);
List <double> actual = ehler.Remove(TrendingSignal, ref transforms);
var rms = Math.Sqrt(Trend.Zip(actual, (x, y) => Math.Pow((x - y), 2)).Average());
Assert.IsTrue(rms <= TOLERANCE);
}