scirs2-series 0.4.1

Time series analysis module for SciRS2 (scirs2-series)
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
//! Basis function systems for functional data analysis
//!
//! This module provides various basis function systems used to represent
//! functional data as linear combinations of basis functions.
//!
//! # Available Basis Systems
//!
//! - [`BSplineBasis`]: B-spline basis with arbitrary knot sequences
//! - [`FourierBasis`]: Truncated Fourier basis (sine/cosine pairs)
//! - [`WaveletBasis`]: Haar and Daubechies D4 wavelet basis functions
//! - [`MonomialBasis`]: Polynomial (monomial) basis functions

use crate::error::{Result, TimeSeriesError};
use scirs2_core::ndarray::{Array1, Array2};

// ============================================================
// Core Trait
// ============================================================

/// A basis function system over a compact domain
///
/// Implementors provide evaluation of basis functions and their derivatives
/// at arbitrary points, enabling smooth functional data representations.
pub trait BasisSystem: Send + Sync {
    /// Number of basis functions in the system
    fn n_basis(&self) -> usize;

    /// Evaluate all basis functions at a single point `t`
    ///
    /// Returns a vector of length `n_basis()`.
    fn evaluate(&self, t: f64) -> Result<Array1<f64>>;

    /// Evaluate the `order`-th derivative of all basis functions at `t`
    fn evaluate_deriv(&self, t: f64, order: usize) -> Result<Array1<f64>>;

    /// Gram matrix G where G[i,j] = ∫ φ_i(t) φ_j(t) dt
    fn gram_matrix(&self) -> Result<Array2<f64>>;

    /// Penalty matrix D for `order`-th derivative roughness:
    /// D[i,j] = ∫ φ_i^(order)(t) φ_j^(order)(t) dt
    fn penalty_matrix(&self, order: usize) -> Result<Array2<f64>>;
}

/// Evaluate all basis functions at multiple data points, yielding an (n_points × n_basis) matrix
pub fn evaluate_basis_matrix<B: BasisSystem>(
    basis: &B,
    points: &Array1<f64>,
) -> Result<Array2<f64>> {
    let n = points.len();
    let k = basis.n_basis();
    let mut mat = Array2::zeros((n, k));
    for (i, &t) in points.iter().enumerate() {
        let row = basis.evaluate(t)?;
        for j in 0..k {
            mat[[i, j]] = row[j];
        }
    }
    Ok(mat)
}

/// Evaluate derivatives of all basis functions at multiple data points
pub fn evaluate_deriv_matrix<B: BasisSystem>(
    basis: &B,
    points: &Array1<f64>,
    order: usize,
) -> Result<Array2<f64>> {
    let n = points.len();
    let k = basis.n_basis();
    let mut mat = Array2::zeros((n, k));
    for (i, &t) in points.iter().enumerate() {
        let row = basis.evaluate_deriv(t, order)?;
        for j in 0..k {
            mat[[i, j]] = row[j];
        }
    }
    Ok(mat)
}

// ============================================================
// B-Spline Basis
// ============================================================

/// B-spline basis defined by a knot vector and spline order
///
/// Uses the Cox–de Boor recursion to evaluate B-splines of any order.
/// The domain is `[knots[order-1], knots[knots.len()-order]]`.
#[derive(Debug, Clone)]
pub struct BSplineBasis {
    /// Extended knot vector (including repeated boundary knots)
    pub knots: Vec<f64>,
    /// Spline order k (degree = k-1); must be >= 1
    pub order: usize,
    /// Number of basis functions = len(knots) - order
    n_basis: usize,
    /// Left boundary of active domain
    domain_min: f64,
    /// Right boundary of active domain
    domain_max: f64,
    /// Number of quadrature points for Gram matrix integration
    n_quad: usize,
}

impl BSplineBasis {
    /// Construct a B-spline basis with the given (extended) knot vector and order
    ///
    /// The knot vector must be non-decreasing and must have length >= 2*order.
    pub fn new(knots: Vec<f64>, order: usize) -> Result<Self> {
        if order == 0 {
            return Err(TimeSeriesError::InvalidInput(
                "B-spline order must be >= 1".to_string(),
            ));
        }
        if knots.len() < 2 * order {
            return Err(TimeSeriesError::InvalidInput(format!(
                "Knot vector length {} must be >= 2*order = {}",
                knots.len(),
                2 * order
            )));
        }
        // Verify non-decreasing
        for i in 1..knots.len() {
            if knots[i] < knots[i - 1] {
                return Err(TimeSeriesError::InvalidInput(
                    "Knot vector must be non-decreasing".to_string(),
                ));
            }
        }
        let n_basis = knots.len() - order;
        let domain_min = knots[order - 1];
        let domain_max = knots[knots.len() - order];
        Ok(Self {
            knots,
            order,
            n_basis,
            domain_min,
            domain_max,
            n_quad: 200,
        })
    }

    /// Construct a uniform B-spline basis on [0,1] with `n_interior` interior knots
    pub fn uniform(n_interior: usize, order: usize) -> Result<Self> {
        let n_knots = n_interior + 2 * order;
        let mut knots = Vec::with_capacity(n_knots);
        // Repeat boundary knots `order` times
        for _ in 0..order {
            knots.push(0.0);
        }
        for i in 1..=(n_interior) {
            knots.push(i as f64 / (n_interior + 1) as f64);
        }
        for _ in 0..order {
            knots.push(1.0);
        }
        Self::new(knots, order)
    }

    /// Cox–de Boor recursion: evaluate B_{i,k}(t)
    fn bspline_value(&self, i: usize, k: usize, t: f64) -> f64 {
        if k == 1 {
            let left = self.knots[i];
            let right = self.knots[i + 1];
            if t >= left && t < right {
                return 1.0;
            }
            // Special handling for last knot span (closed on right)
            if t >= right && (i + 1) == self.knots.len() - 1 {
                return 1.0;
            }
            return 0.0;
        }
        let mut result = 0.0;
        let denom1 = self.knots[i + k - 1] - self.knots[i];
        if denom1 > 0.0 {
            result += ((t - self.knots[i]) / denom1) * self.bspline_value(i, k - 1, t);
        }
        let denom2 = self.knots[i + k] - self.knots[i + 1];
        if denom2 > 0.0 {
            result +=
                ((self.knots[i + k] - t) / denom2) * self.bspline_value(i + 1, k - 1, t);
        }
        result
    }

    /// Evaluate derivative of B_{i,k}(t) of given order using recursion
    fn bspline_deriv(&self, i: usize, k: usize, t: f64, deriv_order: usize) -> f64 {
        if deriv_order == 0 {
            return self.bspline_value(i, k, t);
        }
        if k <= 1 {
            return 0.0;
        }
        let mut result = 0.0;
        let d1 = self.knots[i + k - 1] - self.knots[i];
        if d1 > 0.0 {
            result += (k as f64 - 1.0) / d1
                * self.bspline_deriv(i, k - 1, t, deriv_order - 1);
        }
        let d2 = self.knots[i + k] - self.knots[i + 1];
        if d2 > 0.0 {
            result -= (k as f64 - 1.0) / d2
                * self.bspline_deriv(i + 1, k - 1, t, deriv_order - 1);
        }
        result
    }

    fn gauss_legendre_points(&self, n: usize) -> (Vec<f64>, Vec<f64>) {
        // Generate Gauss-Legendre quadrature on [domain_min, domain_max]
        let (nodes_01, weights_01) = gauss_legendre_01(n);
        let a = self.domain_min;
        let b = self.domain_max;
        let scale = b - a;
        let nodes: Vec<f64> = nodes_01.iter().map(|&x| a + scale * x).collect();
        let weights: Vec<f64> = weights_01.iter().map(|&w| scale * w).collect();
        (nodes, weights)
    }
}

impl BasisSystem for BSplineBasis {
    fn n_basis(&self) -> usize {
        self.n_basis
    }

    fn evaluate(&self, t: f64) -> Result<Array1<f64>> {
        let mut vals = Array1::zeros(self.n_basis);
        for i in 0..self.n_basis {
            vals[i] = self.bspline_value(i, self.order, t);
        }
        Ok(vals)
    }

    fn evaluate_deriv(&self, t: f64, order: usize) -> Result<Array1<f64>> {
        let mut vals = Array1::zeros(self.n_basis);
        for i in 0..self.n_basis {
            vals[i] = self.bspline_deriv(i, self.order, t, order);
        }
        Ok(vals)
    }

    fn gram_matrix(&self) -> Result<Array2<f64>> {
        let (nodes, weights) = self.gauss_legendre_points(self.n_quad);
        let k = self.n_basis;
        let mut g = Array2::zeros((k, k));
        for (&t, &w) in nodes.iter().zip(weights.iter()) {
            let phi = self.evaluate(t)?;
            for i in 0..k {
                for j in 0..=i {
                    let val = w * phi[i] * phi[j];
                    g[[i, j]] += val;
                    if i != j {
                        g[[j, i]] += val;
                    }
                }
            }
        }
        Ok(g)
    }

    fn penalty_matrix(&self, order: usize) -> Result<Array2<f64>> {
        let (nodes, weights) = self.gauss_legendre_points(self.n_quad);
        let k = self.n_basis;
        let mut d = Array2::zeros((k, k));
        for (&t, &w) in nodes.iter().zip(weights.iter()) {
            let dphi = self.evaluate_deriv(t, order)?;
            for i in 0..k {
                for j in 0..=i {
                    let val = w * dphi[i] * dphi[j];
                    d[[i, j]] += val;
                    if i != j {
                        d[[j, i]] += val;
                    }
                }
            }
        }
        Ok(d)
    }
}

// ============================================================
// Fourier Basis
// ============================================================

/// Truncated Fourier basis on [0, period]
///
/// The basis consists of the constant 1 followed by sin/cos pairs:
/// `φ_0(t) = 1`, `φ_{2k-1}(t) = sin(2πkt/T)`, `φ_{2k}(t) = cos(2πkt/T)`
/// for k = 1, 2, ..., n_harmonics.
/// Total basis size = 2*n_harmonics + 1.
#[derive(Debug, Clone)]
pub struct FourierBasis {
    /// Number of harmonic pairs (sin/cos)
    pub n_harmonics: usize,
    /// Period T
    pub period: f64,
    /// Number of quadrature points for integration
    n_quad: usize,
}

impl FourierBasis {
    /// Create a Fourier basis with the given number of harmonics and period
    pub fn new(n_harmonics: usize, period: f64) -> Result<Self> {
        if period <= 0.0 {
            return Err(TimeSeriesError::InvalidInput(
                "Fourier basis period must be positive".to_string(),
            ));
        }
        Ok(Self {
            n_harmonics,
            period,
            n_quad: 400,
        })
    }

    /// Evaluate the j-th basis function at t
    fn eval_one(&self, j: usize, t: f64) -> f64 {
        if j == 0 {
            return 1.0;
        }
        let k = (j + 1) / 2;
        let arg = 2.0 * std::f64::consts::PI * k as f64 * t / self.period;
        if j % 2 == 1 {
            arg.sin()
        } else {
            arg.cos()
        }
    }

    /// Evaluate the `deriv_order`-th derivative of basis function j at t
    fn eval_deriv_one(&self, j: usize, t: f64, deriv_order: usize) -> f64 {
        if j == 0 {
            if deriv_order == 0 {
                return 1.0;
            }
            return 0.0;
        }
        let k = (j + 1) / 2;
        let omega = 2.0 * std::f64::consts::PI * k as f64 / self.period;
        let arg = omega * t;
        // Derivative of order d of A*sin(ωt) = A*ω^d * sin(ωt + d*π/2)
        let phase_shift = deriv_order as f64 * std::f64::consts::FRAC_PI_2;
        let amplitude = omega.powi(deriv_order as i32);
        if j % 2 == 1 {
            amplitude * (arg + phase_shift).sin()
        } else {
            amplitude * (arg + phase_shift).cos()
        }
    }
}

impl BasisSystem for FourierBasis {
    fn n_basis(&self) -> usize {
        2 * self.n_harmonics + 1
    }

    fn evaluate(&self, t: f64) -> Result<Array1<f64>> {
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        for j in 0..k {
            vals[j] = self.eval_one(j, t);
        }
        Ok(vals)
    }

    fn evaluate_deriv(&self, t: f64, order: usize) -> Result<Array1<f64>> {
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        for j in 0..k {
            vals[j] = self.eval_deriv_one(j, t, order);
        }
        Ok(vals)
    }

    fn gram_matrix(&self) -> Result<Array2<f64>> {
        // Fourier basis is orthogonal on [0, period]:
        // <1,1> = period, <sin,sin> = period/2, <cos,cos> = period/2, cross = 0
        let k = self.n_basis();
        let mut g = Array2::zeros((k, k));
        g[[0, 0]] = self.period;
        for i in 1..k {
            g[[i, i]] = self.period / 2.0;
        }
        Ok(g)
    }

    fn penalty_matrix(&self, order: usize) -> Result<Array2<f64>> {
        // Analytical formula: integral of (φ'_j)^2 over [0,period]
        let k = self.n_basis();
        let mut d = Array2::zeros((k, k));
        if order == 0 {
            return self.gram_matrix();
        }
        // Constant function: derivative = 0
        // For sin/cos with frequency k: |d^n/dt^n φ_j|^2 integral = (ω_k)^{2n} * period/2
        for j in 1..k {
            let freq = (j + 1) / 2;
            let omega = 2.0 * std::f64::consts::PI * freq as f64 / self.period;
            d[[j, j]] = omega.powi(2 * order as i32) * self.period / 2.0;
        }
        Ok(d)
    }
}

// ============================================================
// Wavelet Basis
// ============================================================

/// Type of wavelet used in WaveletBasis
#[derive(Debug, Clone, Copy, PartialEq)]
pub enum WaveletType {
    /// Haar wavelet (piecewise constant)
    Haar,
    /// Daubechies D4 wavelet (4-tap filter)
    Daubechies4,
}

/// Wavelet basis using Haar or Daubechies D4 wavelets
///
/// Provides a multi-resolution basis on [0, 1] at `n_levels` resolution levels.
/// For Haar wavelets the basis functions are piecewise constant.
/// For D4 the scaling function and wavelets are evaluated via the cascade algorithm.
#[derive(Debug, Clone)]
pub struct WaveletBasis {
    /// Wavelet type
    pub wavelet_type: WaveletType,
    /// Number of resolution levels
    pub n_levels: usize,
    /// Number of cascade iterations for D4 evaluation
    pub cascade_iters: usize,
}

impl WaveletBasis {
    /// Create a wavelet basis with the given type and number of resolution levels
    pub fn new(wavelet_type: WaveletType, n_levels: usize) -> Result<Self> {
        if n_levels == 0 {
            return Err(TimeSeriesError::InvalidInput(
                "WaveletBasis requires at least 1 level".to_string(),
            ));
        }
        Ok(Self {
            wavelet_type,
            n_levels,
            cascade_iters: 8,
        })
    }

    /// Haar scaling function at resolution j, translation k: ψ_{j,k}(t) = 2^{j/2} h(2^j t - k)
    fn haar_scaling(t: f64, j: usize, k: usize) -> f64 {
        let scale = (1u64 << j) as f64;
        let u = scale * t - k as f64;
        if u >= 0.0 && u < 1.0 {
            scale.sqrt()
        } else {
            0.0
        }
    }

    /// Haar mother wavelet at resolution j, translation k
    fn haar_wavelet(t: f64, j: usize, k: usize) -> f64 {
        let scale = (1u64 << j) as f64;
        let u = scale * t - k as f64;
        let amplitude = scale.sqrt();
        if u >= 0.0 && u < 0.5 {
            amplitude
        } else if u >= 0.5 && u < 1.0 {
            -amplitude
        } else {
            0.0
        }
    }

    /// D4 low-pass filter coefficients (Daubechies 4)
    fn d4_lo() -> [f64; 4] {
        let s3 = 3.0_f64.sqrt();
        let denom = 4.0 * 2.0_f64.sqrt();
        [
            (1.0 + s3) / denom,
            (3.0 + s3) / denom,
            (3.0 - s3) / denom,
            (1.0 - s3) / denom,
        ]
    }

    /// D4 high-pass (wavelet) filter coefficients
    fn d4_hi() -> [f64; 4] {
        let lo = Self::d4_lo();
        [-lo[3], lo[2], -lo[1], lo[0]]
    }

    /// Evaluate D4 scaling function at t ∈ [0,1] via cascade algorithm
    fn d4_scaling(&self, t: f64) -> f64 {
        if t < 0.0 || t > 1.0 {
            return 0.0;
        }
        // Start with box function on [0,1], iterate cascade
        let n_points = 1 << self.cascade_iters;
        let idx = (t * n_points as f64) as usize;
        let idx = idx.min(n_points - 1);
        // Evaluate at discrete points using cascade
        let values = self.cascade_scaling(self.cascade_iters);
        if idx < values.len() {
            values[idx]
        } else {
            0.0
        }
    }

    /// Cascade algorithm: produce scaling function values at 2^n evenly-spaced points on [0, support]
    fn cascade_scaling(&self, n: usize) -> Vec<f64> {
        let lo = Self::d4_lo();
        let support = 3; // D4 support is [0, 3]
        let n_out = support * (1 << n);
        // Initialize with delta at 0
        let mut vals = vec![0.0_f64; n_out + 1];
        vals[0] = 1.0;
        for _iter in 0..n {
            let len = vals.len();
            let mut new_vals = vec![0.0_f64; 2 * len];
            for i in 0..len {
                for (k, &h) in lo.iter().enumerate() {
                    let idx = 2 * i + k;
                    if idx < new_vals.len() {
                        new_vals[idx] += h * vals[i] * std::f64::consts::SQRT_2;
                    }
                }
            }
            vals = new_vals;
        }
        vals
    }

    /// Evaluate D4 wavelet function at t ∈ [0,1]
    fn d4_wavelet(&self, t: f64) -> f64 {
        if t < 0.0 || t > 1.0 {
            return 0.0;
        }
        let hi = Self::d4_hi();
        let n_points = 1 << self.cascade_iters;
        let scaling = self.cascade_scaling(self.cascade_iters);
        let support_n = scaling.len();
        // ψ(t) = √2 Σ g_k φ(2t - k)
        let mut result = 0.0;
        for (k, &g) in hi.iter().enumerate() {
            let u = 2.0 * t - k as f64;
            if u >= 0.0 && u <= 3.0 {
                let idx = (u * n_points as f64) as usize;
                let idx = idx.min(support_n - 1);
                result += std::f64::consts::SQRT_2 * g * scaling[idx];
            }
        }
        result
    }

    fn eval_basis_one(&self, j_idx: usize, t: f64) -> f64 {
        match self.wavelet_type {
            WaveletType::Haar => {
                if j_idx == 0 {
                    // Scaling function at level 0 (constant 1)
                    return if t >= 0.0 && t <= 1.0 { 1.0 } else { 0.0 };
                }
                // Enumerate wavelet functions: level j has 2^j wavelets
                let mut count = 1usize;
                let mut level = 0usize;
                loop {
                    let n_in_level = 1usize << level;
                    if j_idx < count + n_in_level {
                        let k = j_idx - count;
                        return Self::haar_wavelet(t, level, k);
                    }
                    count += n_in_level;
                    level += 1;
                    if level > self.n_levels + 2 {
                        return 0.0;
                    }
                }
            }
            WaveletType::Daubechies4 => {
                if j_idx == 0 {
                    return self.d4_scaling(t);
                }
                // Enumerate wavelet functions at various levels
                let mut count = 1usize;
                let mut level = 0usize;
                loop {
                    let n_in_level = 1usize << level;
                    if j_idx < count + n_in_level {
                        let k = j_idx - count;
                        let scale = (1u64 << level) as f64;
                        let u = scale * t - k as f64;
                        return scale.sqrt() * self.d4_wavelet(u);
                    }
                    count += n_in_level;
                    level += 1;
                    if level > self.n_levels + 2 {
                        return 0.0;
                    }
                }
            }
        }
    }
}

impl BasisSystem for WaveletBasis {
    fn n_basis(&self) -> usize {
        // 1 scaling function + sum_{j=0}^{n_levels-1} 2^j wavelets
        1 + (1usize << self.n_levels) - 1
    }

    fn evaluate(&self, t: f64) -> Result<Array1<f64>> {
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        for j in 0..k {
            vals[j] = self.eval_basis_one(j, t);
        }
        Ok(vals)
    }

    fn evaluate_deriv(&self, t: f64, order: usize) -> Result<Array1<f64>> {
        if order == 0 {
            return self.evaluate(t);
        }
        // Wavelet derivatives via finite differences (5-point stencil)
        let h = 1e-5;
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        if order == 1 {
            let phi_plus = self.evaluate(t + h)?;
            let phi_minus = self.evaluate(t - h)?;
            for j in 0..k {
                vals[j] = (phi_plus[j] - phi_minus[j]) / (2.0 * h);
            }
        } else if order == 2 {
            let phi_plus = self.evaluate(t + h)?;
            let phi_center = self.evaluate(t)?;
            let phi_minus = self.evaluate(t - h)?;
            for j in 0..k {
                vals[j] = (phi_plus[j] - 2.0 * phi_center[j] + phi_minus[j]) / (h * h);
            }
        } else {
            // Higher orders via recursive finite differences
            let phi1 = self.evaluate_deriv(t + h, order - 1)?;
            let phi2 = self.evaluate_deriv(t - h, order - 1)?;
            for j in 0..k {
                vals[j] = (phi1[j] - phi2[j]) / (2.0 * h);
            }
        }
        Ok(vals)
    }

    fn gram_matrix(&self) -> Result<Array2<f64>> {
        let n = 400;
        let (nodes, weights) = gauss_legendre_01_scaled(n, 0.0, 1.0);
        let k = self.n_basis();
        let mut g = Array2::zeros((k, k));
        for (&t, &w) in nodes.iter().zip(weights.iter()) {
            let phi = self.evaluate(t)?;
            for i in 0..k {
                for j in 0..=i {
                    let val = w * phi[i] * phi[j];
                    g[[i, j]] += val;
                    if i != j {
                        g[[j, i]] += val;
                    }
                }
            }
        }
        Ok(g)
    }

    fn penalty_matrix(&self, order: usize) -> Result<Array2<f64>> {
        let n = 400;
        let (nodes, weights) = gauss_legendre_01_scaled(n, 0.0, 1.0);
        let k = self.n_basis();
        let mut d = Array2::zeros((k, k));
        for (&t, &w) in nodes.iter().zip(weights.iter()) {
            let dphi = self.evaluate_deriv(t, order)?;
            for i in 0..k {
                for j in 0..=i {
                    let val = w * dphi[i] * dphi[j];
                    d[[i, j]] += val;
                    if i != j {
                        d[[j, i]] += val;
                    }
                }
            }
        }
        Ok(d)
    }
}

// ============================================================
// Monomial (Polynomial) Basis
// ============================================================

/// Polynomial (monomial) basis φ_j(t) = t^j for j = 0, 1, ..., degree
///
/// Defined on the interval [domain_min, domain_max].
/// Note: for high-degree polynomials, consider using an orthogonal polynomial
/// basis (e.g., Legendre) for numerical stability.
#[derive(Debug, Clone)]
pub struct MonomialBasis {
    /// Polynomial degree (basis size = degree + 1)
    pub degree: usize,
    /// Left endpoint of domain
    pub domain_min: f64,
    /// Right endpoint of domain
    pub domain_max: f64,
}

impl MonomialBasis {
    /// Create a monomial basis on `[domain_min, domain_max]` up to degree `degree`
    pub fn new(degree: usize, domain_min: f64, domain_max: f64) -> Result<Self> {
        if domain_min >= domain_max {
            return Err(TimeSeriesError::InvalidInput(
                "domain_min must be less than domain_max".to_string(),
            ));
        }
        Ok(Self {
            degree,
            domain_min,
            domain_max,
        })
    }

    /// Normalize t to [0, 1]
    fn normalize(&self, t: f64) -> f64 {
        (t - self.domain_min) / (self.domain_max - self.domain_min)
    }

    /// Rising factorial / derivative coefficient: d^k/dt^k [t^j] = j!/(j-k)! * t^(j-k)
    fn poly_deriv_coeff(j: usize, order: usize) -> f64 {
        if order > j {
            return 0.0;
        }
        let mut coeff = 1.0_f64;
        for m in 0..order {
            coeff *= (j - m) as f64;
        }
        coeff
    }
}

impl BasisSystem for MonomialBasis {
    fn n_basis(&self) -> usize {
        self.degree + 1
    }

    fn evaluate(&self, t: f64) -> Result<Array1<f64>> {
        let u = self.normalize(t);
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        let mut pow = 1.0;
        for j in 0..k {
            vals[j] = pow;
            pow *= u;
        }
        Ok(vals)
    }

    fn evaluate_deriv(&self, t: f64, order: usize) -> Result<Array1<f64>> {
        if order == 0 {
            return self.evaluate(t);
        }
        let u = self.normalize(t);
        let scale = self.domain_max - self.domain_min;
        let k = self.n_basis();
        let mut vals = Array1::zeros(k);
        for j in 0..k {
            let coeff = Self::poly_deriv_coeff(j, order);
            if coeff.abs() < 1e-15 {
                vals[j] = 0.0;
            } else {
                let exp = if j >= order { j - order } else { 0 };
                vals[j] = coeff * u.powi(exp as i32) / scale.powi(order as i32);
            }
        }
        Ok(vals)
    }

    fn gram_matrix(&self) -> Result<Array2<f64>> {
        let k = self.n_basis();
        let mut g = Array2::zeros((k, k));
        // Gram matrix on [0,1]: G[i,j] = integral_0^1 u^i u^j du = 1/(i+j+1)
        // Then scale by domain width
        let scale = self.domain_max - self.domain_min;
        for i in 0..k {
            for j in 0..k {
                g[[i, j]] = scale / (i + j + 1) as f64;
            }
        }
        Ok(g)
    }

    fn penalty_matrix(&self, order: usize) -> Result<Array2<f64>> {
        if order == 0 {
            return self.gram_matrix();
        }
        let k = self.n_basis();
        let mut d = Array2::zeros((k, k));
        let scale = self.domain_max - self.domain_min;
        // d^order/dt^order [t^j] on [0,1]: coeff_j * u^(j-order)
        // integral_0^1 coeff_i * u^(i-order) * coeff_j * u^(j-order) du = coeff_i*coeff_j / (i+j-2*order+1)
        for i in order..k {
            for j in order..k {
                let ci = Self::poly_deriv_coeff(i, order);
                let cj = Self::poly_deriv_coeff(j, order);
                let exp = (i + j) as i32 - 2 * order as i32;
                if exp >= 0 {
                    d[[i, j]] = ci * cj / (exp as f64 + 1.0)
                        / scale.powi(2 * order as i32 - 1);
                }
            }
        }
        Ok(d)
    }
}

// ============================================================
// Gauss-Legendre quadrature helpers
// ============================================================

/// Gauss-Legendre nodes and weights on [0,1] using n-point rule
/// Uses a simple iterative eigenvalue approach for the Jacobi matrix.
pub fn gauss_legendre_01(n: usize) -> (Vec<f64>, Vec<f64>) {
    if n == 0 {
        return (vec![], vec![]);
    }
    // Compute nodes/weights on [-1,1] via Golub-Welsch, then map to [0,1]
    let (nodes_sym, weights_sym) = gauss_legendre_sym(n);
    let nodes: Vec<f64> = nodes_sym.iter().map(|&x| (x + 1.0) / 2.0).collect();
    let weights: Vec<f64> = weights_sym.iter().map(|&w| w / 2.0).collect();
    (nodes, weights)
}

/// Gauss-Legendre nodes/weights scaled to [a, b]
pub fn gauss_legendre_01_scaled(n: usize, a: f64, b: f64) -> (Vec<f64>, Vec<f64>) {
    let (nodes_01, weights_01) = gauss_legendre_01(n);
    let scale = b - a;
    let nodes: Vec<f64> = nodes_01.iter().map(|&x| a + scale * x).collect();
    let weights: Vec<f64> = weights_01.iter().map(|&w| scale * w).collect();
    (nodes, weights)
}

/// Gauss-Legendre nodes/weights on [-1,1] via the eigenvalue method (Golub-Welsch)
fn gauss_legendre_sym(n: usize) -> (Vec<f64>, Vec<f64>) {
    if n == 1 {
        return (vec![0.0], vec![2.0]);
    }
    // Off-diagonal elements of Jacobi matrix: beta_i = i / sqrt(4i^2 - 1)
    let mut beta = vec![0.0_f64; n - 1];
    for i in 1..n {
        beta[i - 1] = i as f64 / ((4 * i * i - 1) as f64).sqrt();
    }
    // Compute eigenvalues of symmetric tridiagonal matrix using implicit QR
    let (nodes, eigvecs) = tridiag_eig_sym(n, &beta);
    // Weights = 2 * (first component of eigenvectors)^2
    let weights: Vec<f64> = eigvecs.iter().map(|v| 2.0 * v * v).collect();
    (nodes, weights)
}

/// Compute eigenvalues of symmetric tridiagonal matrix with zero diagonal
/// and off-diagonal `beta`. Returns (eigenvalues, first_components_of_eigenvecs).
fn tridiag_eig_sym(n: usize, beta: &[f64]) -> (Vec<f64>, Vec<f64>) {
    use std::f64::consts::PI;
    // Initial estimates via Chebyshev nodes
    let mut d = vec![0.0_f64; n]; // diagonal
    let mut e: Vec<f64> = {
        // Extend to length n (the implicit QR algorithm needs indices up to n-1)
        let mut v = beta.to_vec();
        v.push(0.0);
        v
    }; // off-diagonal

    // Store eigenvectors (just first component needed)
    let mut z = vec![1.0_f64; n]; // first component of each eigenvector
    let mut z_full: Vec<Vec<f64>> = (0..n).map(|i| {
        let mut v = vec![0.0_f64; n];
        v[i] = 1.0;
        v
    }).collect();

    let max_iter = 100 * n;
    let eps = f64::EPSILON;

    for l in 0..n {
        let mut iter = 0;
        loop {
            // Find small off-diagonal element
            let mut m = l;
            while m < n - 1 {
                let dd = d[m].abs() + d[m + 1].abs();
                if e[m].abs() <= eps * dd {
                    break;
                }
                m += 1;
            }
            if m == l {
                break;
            }
            iter += 1;
            if iter > max_iter {
                break;
            }
            // Form shift
            let g = (d[l + 1] - d[l]) / (2.0 * e[l]);
            let r = (g * g + 1.0).sqrt();
            let g = d[m] - d[l] + e[l] / (g + if g >= 0.0 { r } else { -r });
            let (mut s, mut c, mut p) = (1.0_f64, 1.0_f64, 0.0_f64);
            for i in (l..m).rev() {
                let f = s * e[i];
                let b = c * e[i];
                let r = (f * f + g * g).sqrt();
                e[i + 1] = r;
                if r.abs() < 1e-300 {
                    d[i + 1] -= p;
                    e[m] = 0.0;
                    break;
                }
                s = f / r;
                c = g / r;
                let g_new = d[i + 1] - p;
                let r2 = (d[i] - g_new) * s + 2.0 * c * b;
                p = s * r2;
                d[i + 1] = g_new + p;
                let g = c * r2 - b;
                // Update eigenvectors
                for k in 0..n {
                    let fv = z_full[k][i + 1];
                    z_full[k][i + 1] = s * z_full[k][i] + c * fv;
                    z_full[k][i] = c * z_full[k][i] - s * fv;
                }
                let _ = g; // suppress unused warning (used next iteration)
                let _ = b;
                let g = g_new + p - r2 * s;
                let _ = g;
            }
            d[l] -= p;
            e[l] = g;
            e[m] = 0.0;
        }
    }

    // Extract first component of eigenvectors
    let first_comps: Vec<f64> = (0..n).map(|i| z_full[0][i]).collect();
    (d, first_comps)
}

#[cfg(test)]
mod tests {
    use super::*;
    use approx::assert_abs_diff_eq;

    #[test]
    fn test_bspline_partition_of_unity() {
        let basis = BSplineBasis::uniform(5, 4).expect("basis creation failed");
        // B-splines should sum to 1 at interior points
        for &t in &[0.1, 0.3, 0.5, 0.7, 0.9] {
            let vals = basis.evaluate(t).expect("evaluate failed");
            let sum: f64 = vals.iter().sum();
            assert_abs_diff_eq!(sum, 1.0, epsilon = 1e-10);
        }
    }

    #[test]
    fn test_fourier_gram_matrix() {
        let basis = FourierBasis::new(3, 1.0).expect("basis creation");
        let g = basis.gram_matrix().expect("gram matrix");
        // Diagonal: period for constant, period/2 for sin/cos
        assert_abs_diff_eq!(g[[0, 0]], 1.0, epsilon = 1e-10);
        assert_abs_diff_eq!(g[[1, 1]], 0.5, epsilon = 1e-10);
        // Off-diagonal should be zero (orthogonal)
        assert_abs_diff_eq!(g[[0, 1]], 0.0, epsilon = 1e-10);
    }

    #[test]
    fn test_monomial_gram_matrix() {
        let basis = MonomialBasis::new(3, 0.0, 1.0).expect("basis creation");
        let g = basis.gram_matrix().expect("gram matrix");
        // G[0,0] = integral_0^1 1 dt = 1
        assert_abs_diff_eq!(g[[0, 0]], 1.0, epsilon = 1e-10);
        // G[0,1] = integral_0^1 t dt = 0.5
        assert_abs_diff_eq!(g[[0, 1]], 0.5, epsilon = 1e-10);
    }

    #[test]
    fn test_evaluate_basis_matrix_shape() {
        let basis = BSplineBasis::uniform(3, 4).expect("basis");
        let pts = Array1::from_vec(vec![0.1, 0.2, 0.5, 0.8, 0.9]);
        let mat = evaluate_basis_matrix(&basis, &pts).expect("eval matrix");
        assert_eq!(mat.nrows(), 5);
        assert_eq!(mat.ncols(), basis.n_basis());
    }

    #[test]
    fn test_wavelet_basis_haar() {
        let basis = WaveletBasis::new(WaveletType::Haar, 3).expect("wavelet basis");
        // Should not panic
        let vals = basis.evaluate(0.5).expect("evaluate");
        assert_eq!(vals.len(), basis.n_basis());
    }
}