private double CalculateNextXSimple(Random rnd, DoubleSeries s, ARMASeriesConfig c)
{
var ar_part = 0.0;
var ma_part = 0.0;
// AR
for (int j = 0, x_Count = s.X.Count; j < c.P.Length && j < s.X.Count; j++)
{
ar_part += c.P[j] * s.X[x_Count - 1 - j];
}
// MA
for (int j = 0, e_Count = s.E.Count; j < c.Q.Length && j < s.E.Count; j++)
{
ma_part += c.Q[j] * s.E[s.E.Count - 1 - j];
}
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise/shock
var xt = c.C + et + ar_part + ma_part; // next sensor value
s.E.Add(et);
s.X.Add(xt);
return(xt);
}
private double CalculateNextX(Random rnd, DoubleSeries s, PFSeriesConfig c, Function f, string fHead, long i)
{
double t = i / c.TimeQuotient;
var arg = ConfigurationParser.ParseArgument("t", t);
var periodicPart = ConfigurationParser.ComputeFunction(fHead, f, arg);
var ar_part_drivers = 0.0;
var ma_part_drivers = 0.0;
lock (seriesDict)
CalculateDriverParts(c.Drivers, out ar_part_drivers, out ma_part_drivers);
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise
var xt = c.C + periodicPart + ar_part_drivers + ma_part_drivers + et;
lock (seriesDict) {
if (s.X.Count > MAX_BUFFER_SIZE)
{
s.X.RemoveAt(0);
}
s.X.Add(xt);
}
return(xt);
}
private double CalculateNextXSimple(Random rnd, DoubleSeries s, PFSeriesConfig c, Function f, string fHead, long i)
{
double t = i / c.TimeQuotient;
var arg = ConfigurationParser.ParseArgument("t", t);
var xt = ConfigurationParser.ComputeFunction(fHead, f, arg);
s.X.Add(xt);
return(xt);
}
public DoubleSeriesGenerator(string group, GeneratorConfig generatorConfig, Dictionary <string, DoubleSeries> seriesDict, Random rnd, DoubleSeries series, SeriesConfig config)
{
this.group = group;
this.generatorConfig = generatorConfig;
this.seriesDict = seriesDict;
this.rnd = rnd;
this.series = series;
this.config = config;
}
private double CalculateNextX(Random rnd, DoubleSeries s, ARMASeriesConfig c)
{
var ar_part = 0.0;
var ma_part = 0.0;
// AR
for (int j = 0, x_Count = s.X.Count; j < c.P.Length && j < s.X.Count; j++)
{
ar_part += c.P[j] * s.X[x_Count - 1 - j];
}
// MA
for (int j = 0, e_Count = s.E.Count; j < c.Q.Length && j < s.E.Count; j++)
{
ma_part += c.Q[j] * s.E[s.E.Count - 1 - j];
}
// Drivers
var ar_part_drivers = 0.0;
var ma_part_drivers = 0.0;
lock (seriesDict)
CalculateDriverParts(c.Drivers, out ar_part_drivers, out ma_part_drivers);
var et = rnd.NextGaussian_BoxMuller(c.Mean, c.StdDev); // next noise/shock
var xt = c.C + et + ar_part + ma_part + ar_part_drivers + ma_part_drivers; // next sensor value
lock (seriesDict) {
if (s.X.Count > MAX_BUFFER_SIZE)
{
s.X.RemoveAt(0);
}
if (s.E.Count > MAX_BUFFER_SIZE)
{
s.E.RemoveAt(0);
}
s.E.Add(et);
s.X.Add(xt);
}
return(xt);
}