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Merge remote-tracking branch 'origin/dev' into dev

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Miha Kralj
2024-11-06 20:56:42 -08:00
parent 582a0256ec 085c6dc634
commit a0ffd952af
1 changed files with 5 additions and 5 deletions
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lib/statistics/Tsf.cs
+5 -5
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@@ -128,8 +128,8 @@ public sealed class Tsf : AbstractBase
sumX2 += x * x; sumX2 += x * x;
} }
double slope = (n * sumXY - sumX * sumY) / (n * sumX2 - sumX * sumX); double slope = ((n * sumXY) - (sumX * sumY)) / ((n * sumX2) - (sumX * sumX));
double intercept = (sumY - slope * sumX) / n; double intercept = (sumY - (slope * sumX)) / n;
return (slope, intercept); return (slope, intercept);
} }
@@ -144,7 +144,7 @@ public sealed class Tsf : AbstractBase
{ {
double x = i + 1; double x = i + 1;
double y = values[i]; double y = values[i];
double predicted = slope * x + intercept; double predicted = (slope * x) + intercept;
double residual = y - predicted; double residual = y - predicted;
sumSquaredResiduals += residual * residual; sumSquaredResiduals += residual * residual;
} }
@@ -166,14 +166,14 @@ public sealed class Tsf : AbstractBase
var (slope, intercept) = CalculateLinearRegression(values); var (slope, intercept) = CalculateLinearRegression(values);
// Calculate forecast for the next period // Calculate forecast for the next period
Forecast = slope * (Period + 1) + intercept; Forecast = (slope * (Period + 1)) + intercept;
// Calculate standard error // Calculate standard error
double standardError = CalculateStandardError(values, slope, intercept); double standardError = CalculateStandardError(values, slope, intercept);
// Calculate confidence interval (using t-distribution with n-2 degrees of freedom) // Calculate confidence interval (using t-distribution with n-2 degrees of freedom)
double tValue = 1.96; // Approximation for 95% confidence interval double tValue = 1.96; // Approximation for 95% confidence interval
double marginOfError = tValue * standardError * Math.Sqrt(1 + 1.0 / Period); double marginOfError = tValue * standardError * Math.Sqrt(1 + (1.0 / Period));
LowerBound = Forecast - marginOfError; LowerBound = Forecast - marginOfError;
UpperBound = Forecast + marginOfError; UpperBound = Forecast + marginOfError;