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use std::collections::VecDeque;
use crate::Echo;
use crate::View;
#[derive(Clone)]
pub struct ALMA<V> {
view: V,
window_len: usize,
wtd_sum: f64,
cum_wt: f64,
m: f64,
s: f64,
q_vals: VecDeque<f64>,
q_wtd: VecDeque<f64>,
q_out: VecDeque<f64>,
}
impl<V> std::fmt::Debug for ALMA<V>
where
V: View,
{
fn fmt(&self, fmt: &mut std::fmt::Formatter<'_>) -> Result<(), std::fmt::Error> {
write!(fmt, "ALMA(window_len: {}, wtd_sum: {}, cum_wt: {}, m: {}, s: {}, q_vals: {:?}, q_wtd: {:?}, q_out: {:?})",
self.window_len, self.wtd_sum, self.cum_wt, self.m, self.s, self.q_vals, self.q_wtd, self.q_out)
}
}
#[inline(always)]
pub fn new_final(window_len: usize) -> ALMA<Echo> {
ALMA::new(Echo::new(), window_len)
}
impl<V> ALMA<V>
where
V: View,
{
#[inline(always)]
pub fn new(view: V, window_len: usize) -> Self {
ALMA::new_custom(view, window_len, 6.0, 0.85)
}
#[inline]
pub fn new_custom(view: V, window_len: usize, sigma: f64, offset: f64) -> Self {
let m = offset * (window_len as f64 + 1.0);
let s = window_len as f64 / sigma;
ALMA {
view,
window_len,
m,
s,
wtd_sum: 0.0,
cum_wt: 0.0,
q_vals: VecDeque::new(),
q_wtd: VecDeque::new(),
q_out: VecDeque::new(),
}
}
}
impl<V> View for ALMA<V>
where
V: View,
{
fn update(&mut self, val: f64) {
self.view.update(val);
let val = self.view.last();
if self.q_vals.len() >= self.window_len {
let old_val = self.q_vals.front().unwrap();
let old_wtd = self.q_wtd.front().unwrap();
self.wtd_sum -= old_wtd * old_val;
self.cum_wt -= *old_wtd;
self.q_vals.pop_front();
self.q_wtd.pop_front();
self.q_out.pop_front();
}
let count = self.q_vals.len() as f64;
let wtd = (-(count - self.m).powi(2) / (2.0 * self.s * self.s)).exp();
self.wtd_sum += wtd * val;
self.cum_wt += wtd;
self.q_vals.push_back(val);
self.q_wtd.push_back(wtd);
let ala = self.wtd_sum / self.cum_wt;
self.q_out.push_back(ala);
}
#[inline(always)]
fn last(&self) -> f64 {
return *self.q_out.back().unwrap();
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::plot::plot_values;
use crate::test_data::TEST_DATA;
use rand::{thread_rng, Rng};
#[test]
fn alma() {
let mut rng = thread_rng();
let mut alma = new_final(16);
for _ in 0..1_000_000 {
let v = rng.gen::<f64>();
alma.update(v);
let last = alma.last();
assert!(last >= 0.0);
assert!(last <= 1.0);
}
}
#[test]
fn alma_plot() {
let mut alma = new_final(16);
let mut out: Vec<f64> = Vec::new();
for v in &TEST_DATA {
alma.update(*v);
out.push(alma.last())
}
let filename = "img/alma.png";
plot_values(out, filename).unwrap();
}
}