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use crate::evaluator::*;
use crate::statistics::Statistics;
#[derive(Clone, Default, Debug)]
pub struct Cusum {}
impl Cusum {
pub fn new() -> Self {
Self {}
}
}
lazy_info!(
CUSUM_INFO,
size: 1,
min_ts_length: 2,
t_required: false,
m_required: true,
w_required: false,
sorting_required: true,
);
impl<T> FeatureEvaluator<T> for Cusum
where
T: Float,
{
fn eval(&self, ts: &mut TimeSeries<T>) -> Result<Vec<T>, EvaluatorError> {
self.check_ts_length(ts)?;
let m_std = get_nonzero_m_std(ts)?;
let m_mean = ts.m.get_mean();
let cumsum: Vec<_> =
ts.m.sample
.iter()
.scan(T::zero(), |sum, &y| {
*sum += y - m_mean;
Some(*sum)
})
.collect();
Ok(vec![
(cumsum[..].maximum() - cumsum[..].minimum()) / (m_std * ts.lenf()),
])
}
fn get_info(&self) -> &EvaluatorInfo {
&CUSUM_INFO
}
fn get_names(&self) -> Vec<&str> {
vec!["cusum"]
}
}
#[cfg(test)]
#[allow(clippy::unreadable_literal)]
#[allow(clippy::excessive_precision)]
mod tests {
use super::*;
use crate::tests::*;
eval_info_test!(cusum_info, Cusum::default());
feature_test!(
cumsum,
[Box::new(Cusum::new())],
[0.3589213],
[1.0_f32, 1.0, 1.0, 5.0, 8.0, 20.0],
);
}