public void CouldCalculateOnlineMovingRegression()
{
var rng = new Random();
var y = new SortedMap <DateTime, double>();
var xx = new SortedMap <DateTime, double[]>();
var dt = DateTime.Today;
for (int i = 0; i < 10000; i++)
{
var xrow = new double[3];
xrow[0] = 1;
xrow[1] = rng.NextDouble() * 5 * i;
xrow[2] = rng.NextDouble() * 10 * i;
var yrow = 0.33 + 0.25 * xrow[1] + 1.5 * xrow[2] + (rng.NextDouble() - 0.5);
y.Add(dt, yrow);
xx.Add(dt, xrow);
dt = dt.AddSeconds(1);
}
var movingRegression = y.MovingRegression(xx, 1000, 100);
foreach (var kvp in movingRegression)
{
Console.WriteLine($"{kvp.Value[0, 0]} - {kvp.Value[1, 0]} - {kvp.Value[2, 0]}");
}
}
