private static double GetNadarayaWatsonMiddlePoint(IList <double> source, NadarayaWatsonVariant variant)
{
switch (variant)
{
case NadarayaWatsonVariant.Subsitution:
return((Averages.Central(source, 50).Value + Averages.Median(source).Value) / 2.0);
case NadarayaWatsonVariant.NoiseCoursing:
return((Averages.Maximum(source).Value - Averages.Minimum(source).Value) / 2.0);
}
return(double.NaN);
}
public static IList <double> NadarayaWatson(IList <IList <double> > orderedSet, NadarayaWatsonVariant variant, KernelType kernelType, double kernelSize)
{
if (orderedSet == null || orderedSet.Count == 0)
{
return(new List <double>().AsReadOnly());
}
KernelsCommander kernel = new KernelsCommander(kernelType);
IList <double> set = new List <double>();
double numerator = 0.0;
double denominator = 0.0;
double currentWeight;
for (int x = 0; x < orderedSet.Count; x++)
{
for (int i = 0; i < orderedSet.Count; i++)
{
currentWeight = kernel.Execute(orderedSet[x], orderedSet[i], kernelSize);
numerator += currentWeight * GetNadarayaWatsonMiddlePoint(orderedSet[i], variant);
denominator += currentWeight;
}
set.Add(numerator / denominator);
numerator = 0.0;
denominator = 0.0;
}
return(set);
}
