/*
* Copyright 2009 VoidSearch.com
*
* Licensed under the Apache License, Version 2.0 (the "License"); you may not
* use this file except in compliance with the License. You may obtain a copy of
* the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
* License for the specific language governing permissions and limitations under
* the License.
*/
package com.voidsearch.voidbase.quant.timeseries;
import java.util.List;
import java.util.ArrayList;
public class PolynomialSeries extends NumericalSequence implements SequenceGenerator {
// polynomial coefficients
private List<Double> coefficients;
/**
* default constructor - generates simple linear (y=x) polynomial
*/
public PolynomialSeries() {
coefficients = new ArrayList<Double>();
coefficients.add(0.0);
coefficients.add(1.0);
}
/**
*
* @param coefficients - array of polynomial coefficients
*/
public PolynomialSeries(List<Double> coefficients) {
this.coefficients = coefficients;
}
public double next() {
double value = 0;
for (int degree=0; degree < coefficients.size(); degree++) {
value += coefficients.get(degree)*Math.pow(counter,degree);
}
incrementCounter();
return value;
}
}