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validation and profiles

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Miha Kralj
2026-02-26 22:02:52 -08:00
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lib/forecasts/afirma/Afirma.md
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## Performance Profile
### Operation Count (Streaming Mode)
AFIRMA chains AR model estimation with IIR/FIR filtering — O(p) per bar where p = AR order.
| Operation | Count | Cost (cycles) | Subtotal |
| :--- | :---: | :---: | :---: |
| AR coefficient estimation (p terms) | p | 4 cy | ~4p cy |
| FIR forward pass (p multiplies) | p | 1 cy | ~p cy |
| IIR feedback pass (p multiplies) | p | 1 cy | ~p cy |
| Output computation via FMA | 1 | 1 cy | ~1 cy |
| NaN guard + state update | 1 | 2 cy | ~2 cy |
| **Total (p=8)** | **O(p)** | — | **~49 cy** |
O(p) per bar where p = AR order. AR coefficient estimation dominates; FMA-fused filter passes are cheap. Streaming mode maintains p state variables.
| Metric | Value | Notes |
| :--- | :---: | :--- |
| **Complexity** | O(P) | Convolution per bar |