array.hpp

神经网络是序列预测,C++实现

#ifndef ARRAY_HPP
#define ARRAY_HPP

// for mean, max, min, etc
#include "math_utils.hpp"

// technical indicators
void ringHighVector(double *ans,double *data, const int &length);
void ringLowVector(double *ans,double *data, const int &length);
double findRingHigh(double *data, const int &currentPosition, const int &length);
double findRingLow(double *data, const int &currentPosition, const int &length);

// delay functions
void lagVector(double *ans,double *data, const int &length, const int &periods);
void leadVector(double *ans,double *data, const int &length, const int &periods);
void diffVector(double *ans,double *data, const int &length, const int &periods);

// fill functions
void fillVectorValue(double *data, const int &length, const double &value);
void fillVectorForward(double *data, const int &length);
void fillVectorBackward(double *data, const int &length);

// rolling funcs
void movingAverageVector(double *ans,double *data, const int &length, const int &periods);
void movingSumVector(double *ans,double *data, const int &length, const int &periods);
void movingMaxVector(double *ans,double *data, const int &length, const int &periods);
void movingMinVector(double *ans,double *data, const int &length, const int &periods);
void movingRankVector(double *ans,double *data, const int &length, const int &periods);

// stats
void movingStdevVector(double *ans,double *data, const int &length, const int &periods);
void analogVector(double *ans,
		  double *stationary,
		  double *moving,
		  const int &len_stationary,
		  const int &len_moving,
		  const int &periods);

// whole array
void cumSumVector(double *ans, double *data, const unsigned int &rows, const bool &rm_nan);

#endif // ARRAY_HPP