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Turmsegler

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Calculation

Experimental Time Series

Real Time Series

C++-Source



BOOL ivorix_ema (
          vector<double>& ivec,     // input  vector
          vector<double>& ovec,     // output vector
          unsigned long   span)     // time period or span of embedding
{
    ULONG   x     = 0;
    ULONG   e     = ivec.size();
    double  se    = 2.0 / ((double)span + 1.0);
    double  le    = 1.0 - se;

    if ( span == 0 || span >= e )
        return false;

    ovec.resize(ivec.size());

    ovec[0] = ivec[0];

    for ( x = 1; x < e; x++ )
        ovec[x] = ivec[x] * se + ovec[x-1] * le;

    return true;
}

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