From e5c2e0dcbde7c3410dd9aacc141369696c62a68d Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?Petr=C3=B4nio=20C=C3=A2ndido=20de=20Lima=20e=20Silva?=
 <petronio.candido@gmail.com>
Date: Thu, 20 Apr 2017 15:07:34 -0300
Subject: [PATCH]   - Adaptive Expectation transformation [Cheng, 2008]

---
 common/Transformations.py | 20 ++++++++++++++++++++
 1 file changed, 20 insertions(+)

diff --git a/common/Transformations.py b/common/Transformations.py
index 8bbcf66..53285aa 100644
--- a/common/Transformations.py
+++ b/common/Transformations.py
@@ -60,6 +60,26 @@ class Differential(Transformation):
             return inc
 
 
+class AdaptiveExpectation(Transformation):
+
+    def __init__(self, parameters):
+        super(AdaptiveExpectation, self).__init__(parameters)
+        self.h = parameters
+
+    def apply(self, data, param=None):
+        return  data
+
+    def inverse(self, data, param):
+        n = len(data)
+
+        inc = [param[t] + self.h*(data[t] - param[t]) for t in np.arange(0, n)]
+
+        if n == 1:
+            return inc[0]
+        else:
+            return inc
+
+
 def boxcox(original, plambda):
     n = len(original)
     if plambda != 0: