NDK_CONVOLUTION

Returns an array of cells for the convolution operator of two time series.

Return Value

a value from NDK_RETCODE enumeration for the status of the call. 

NDK_SUCCESS	operation successful
Error	Error Code

Parameters

[in]	pData1	is the univariate time series data (a one dimensional array).
[in]	nSize1	is the number of observations in pData1.
[in]	pData2	is the second univariate time series data (a one dimensional array)
[in]	nSize2	is the number of observations in pData2.
[out]	pResult	is the convolution time series output
[in,out]	nWindowSize	is the maximum number of elements in Z.

Remarks

1. The time series must be homogeneous or equally spaced.
2. The two time series can have different sizes.
3. Presample values of \(X_t\) and \(Y_t\) are assumed to be zero
4. The convolution operator is described as follow: \[ Z_t=\sum_{j=\mathit{max}\left ( 1,t-M+1 \right )}^{\mathit{min}\left ( N,t+M-1 \right )}X_jY_{M-t+j}\] Where:
   • \(Z_t\) is the convolution time series
   • \(X_t\) is the first time series, with \(N\) observations
   • \(Y_t\) is the second time series, with \(M\) observations.
   • \(t\in \left[ 1,N+M \right]\), i.e., \(1\leq t \leq N+M\).

Exceptions

Exception Type	Condition
None	N/A

Requirements

Namespace	NumXLAPI
Class	SFSDK
Scope	Public
Lifetime	Static
Package	NumXLAPI.DLL

Examples