EPMA

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Calculation

Experimental Time Series

Real Time Series

C++-Source

BOOL ivorix_epma (
          vector<double>& ivec,     // input  vector
          vector<double>& ovec,     // output vector
          unsigned long   span)     // time period or span of embedding
{
    ULONG   x     = 0;
    ULONG   y     = 0;
    ULONG   p     = 0;
    ULONG   e     = ivec.size();
    double  sum   = 0;
    double  f     = 0;
    double  w     = 0;

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

    ovec.resize(ivec.size());

    ovec[0] = ivec[0];

    for ( x = 1; x < e; x++ )
    {
        sum = 0;
        p   = min(x, span);

        if ( p <= span )
            f = 2.0 / (p * (p+1));

        for ( y = 1; y <= p; y++ )
        {
            w    = (3* (double)y - p - 1);
            sum += w * ivec[x-y+1];
        }

        ovec[x] = f * sum;
    }

    return true;
}

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