@ai-on-browser/data-analysis-models/lib/model/kz.js

Data analysis model package without any dependencies

/**
 * Kolmogorov–Zurbenko filter
 */
export default class KolmogorovZurbenkoFilter {
	// https://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Zurbenko_filter
	/**
	 * @param {number} m Window size
	 * @param {number} k Iteration count of a moving average
	 */
	constructor(m, k) {
		this._m = m
		this._k = k
	}

	_ma(x) {
		const p = []
		const n = x.length
		for (let i = 0; i < x.length; i++) {
			const t1 = i - Math.floor((this._m - 1) / 2)
			const t2 = t1 + this._m
			p[i] = 0
			for (let k = Math.max(0, t1); k < Math.min(n, t2); k++) {
				p[i] += x[k]
			}
			p[i] /= Math.min(n, t2) - Math.max(0, t1)
		}
		return p
	}

	/**
	 * Returns predicted values.
	 * @param {number[]} x Training data
	 * @returns {number[]} Predicted values
	 */
	predict(x) {
		let p = x
		for (let i = 0; i < this._k; i++) {
			p = this._ma(p)
		}
		return p
	}
}