nl.liacs.timeseries.kernel

Class ExponentialMovingAverage

java.lang.Object

nl.liacs.timeseries.kernel.AbstractKernel

nl.liacs.timeseries.kernel.ContinuousKernel

nl.liacs.timeseries.kernel.ExponentialMovingAverage

public class ExponentialMovingAverage
extends ContinuousKernel

ExponentialMovingAverage kernels take into account previous values when determining the current one, but weight those using some exponentially decreasing weight, or FACTOR.

Author:

Marvin Meeng Last updated 11.07.2012

See Also:

setFactor(double)

Field Summary

Fields

Modifier and Type	Field and Description
static double	FACTOR The default decay factor for ExponentialMovingAverage kernels.
static java.lang.String	GUI_NAME
static boolean	HAS_DELAY
static boolean	HAS_OOBP
static boolean	HAS_WIDTH
static int	NR_EXTRA_FIELDS
static java.lang.String	SHORT_NAME

Constructor Summary

Constructors

Constructor and Description
ExponentialMovingAverage() Constructs an ExponentialMovingAverage kernel.
ExponentialMovingAverage(double theFactor) Constructs an ExponentialMovingAverage kernel.

Method Summary

Methods

Modifier and Type	Method and Description
double[]	applyTo(double[] theInput) Deprecated.
double[]	applyTo(double[] theInput, int theDelay) Apply the kernel to the specified array, with the specified delay.
java.lang.String	getGuiText() Deprecated.
boolean	getHasDelay() Deprecated.
boolean	getHasOOBP() Deprecated.
boolean	getHasWidth() Deprecated.
static double[]	getKernel(double theFactor, double theThreshold, boolean inverse) Constructs an array with a size determined using theThreshold, and with values that either increase or decrease based on inverse.
static double[]	getKernel(double theFactor, int theWidth, boolean inverse) Constructs an array of size theWidth, with values that either increase or decrease based on inverse.
int	getNrExtraFields() Deprecated.
java.lang.String	getShortText() Deprecated.
ExponentialMovingAverage	setFactor(double theFactor) Sets the decay factor used for the kernel.
java.lang.String	toString() Returns the String representation of this Kernel.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

GUI_NAME

public static final java.lang.String GUI_NAME

See Also:

Constant Field Values

SHORT_NAME

public static final java.lang.String SHORT_NAME

See Also:

Constant Field Values

HAS_WIDTH

public static final boolean HAS_WIDTH

See Also:

Constant Field Values

HAS_OOBP

public static final boolean HAS_OOBP

See Also:

Constant Field Values

HAS_DELAY

public static final boolean HAS_DELAY

See Also:

Constant Field Values

NR_EXTRA_FIELDS

public static final int NR_EXTRA_FIELDS

See Also:

Constant Field Values

FACTOR

public static final double FACTOR

The default decay factor for ExponentialMovingAverage kernels.

See Also:

setFactor(double), Constant Field Values

Constructor Detail

ExponentialMovingAverage

public ExponentialMovingAverage()

Constructs an ExponentialMovingAverage kernel.

ExponentialMovingAverage

public ExponentialMovingAverage(double theFactor)

Constructs an ExponentialMovingAverage kernel.

Parameters:

theFactor - The decay or increase factor of the Kernel.

Method Detail

setFactor

public ExponentialMovingAverage setFactor(double theFactor)

Sets the decay factor used for the kernel.

The factor must lie within the range [0, 1], else the old factor will remain in use.

A factor of 1.0 has the effect of not using previous values to calculate the current one. Reversely, a factor of 0.0 has the effect of not applying any decay to previous values when calculating the current one. The last use effectively turns this type of kernel into a MovingAverage one with the same width.

Parameters:

theFactor - The decay factor to use.

Returns:

The Kernel on which this method is called.

See Also:

MovingAverage

getKernel

public static double[] getKernel(double theFactor,
                 int theWidth,
                 boolean inverse)

Constructs an array of size theWidth, with values that either increase or decrease based on inverse.

If increase is true the last value will be 1.0 and values are calculated using the formula:
output[i] = theFactor^i.

If increase is false the first value will be 1.0 and values are calculated using the formula:
output[i] = theFactor^i.

Parameters:

theFactor - The decay factor.

theWidth - The size of the output array.

inverse - Output array values should increase if true, or decrease if false.

Returns:

A double[] with increasing or decreasing values.

getKernel

public static double[] getKernel(double theFactor,
                 double theThreshold,
                 boolean inverse)

Constructs an array with a size determined using theThreshold, and with values that either increase or decrease based on inverse.

The size of the output array is calculated using the following formula:
(int)(Math.log(theThreshold) / Math.log(theFactor)) + 1.

If increase is true the last value will be 1.0 and values are calculated using the formula:
output[i] = theFactor^i.

If increase is false the first value will be 1.0 and values are calculated using the formula:
output[i] = theFactor^i.

Parameters:

theFactor - The decay factor.

theThreshold - The size of the output array.

inverse - Output array values should increase if true, or decrease if false.

Returns:

A double[] with increasing or decreasing values.

applyTo

@Deprecated
public double[] applyTo(double[] theInput)

Deprecated.

Description copied from class: AbstractKernel

Apply the kernel to the specified array, with the specified delay.

In general, for kernels for which AbstractKernel.getHasWidth() returns true, the application of the kernel to the head and tail of the input array is undefined. This method will fill in the values for which this condition applies by using the OutOfBoundsPolicy set for the kernel.

Specified by:

applyTo in class AbstractKernel

Parameters:

theInput - The array to apply the kernel to.

Returns:

A new double[] with the result.

applyTo

public double[] applyTo(double[] theInput,
               int theDelay)

Description copied from class: AbstractKernel

Apply the kernel to the specified array, with the specified delay.

The delay may be 0, positive or negative. For a delay of 0 the values in the return array map directly to the input array. For a positive delay of n the values in the input array are 'shifted' n indices to the right. For a negative delay this 'shift' is to the left.

In general, for kernels for which AbstractKernel.getHasWidth() returns true, the application of the kernel to the head and tail of the input array is undefined. This method will fill in the values for which this condition applies by using the OutOfBoundsPolicy set for the kernel.

Specified by:

applyTo in class AbstractKernel

Parameters:

theInput - The array to apply the kernel to.

theDelay - The delay to use.

Returns:

A new double[] with the result.

getGuiText

@Deprecated
public java.lang.String getGuiText()

Deprecated.

Description copied from class: AbstractKernel

Returns the GUI friendly text for the kernel.

For most kernels this method returns the same result as a call to kernel.class.getSimpleName(). For some, the returned String will include some white spaces that beak up the various words, such that it forms regular text.

Specified by:

getGuiText in class AbstractKernel

Returns:

A GUI friendly String.

getShortText

@Deprecated
public java.lang.String getShortText()

Deprecated.

Description copied from class: AbstractKernel

Returns the short text for the kernel.

Specified by:

getShortText in class AbstractKernel

Returns:

A short String indicative of the class name.

getHasWidth

@Deprecated
public boolean getHasWidth()

Deprecated.

Description copied from class: AbstractKernel

Returns whether the kernel has a width.

This is true for a DiscreteKernel, and false for a ContinuousKernel.

Overrides:

getHasWidth in class ContinuousKernel

Returns:

true iff the kernel has a width, false otherwise.

See Also:

ContinuousKernel, DiscreteKernel

getHasOOBP

@Deprecated
public boolean getHasOOBP()

Deprecated.

Description copied from class: AbstractKernel

Returns whether the kernel has an OutOfBoundsPolicy.

This is true for a DiscreteKernel, and false for a ContinuousKernel.

Overrides:

getHasOOBP in class ContinuousKernel

Returns:

true iff the kernel has an out of bounds policy, false otherwise.

See Also:

OutOfBoundsPolicy, ContinuousKernel, DiscreteKernel

getHasDelay

@Deprecated
public boolean getHasDelay()

Deprecated.

Description copied from class: AbstractKernel

Returns whether a delay can be set for the kernel.

This is true for almost all kernels, but not for MovingAverage.

Specified by:

getHasDelay in class AbstractKernel

Returns:

true iff a delay can be set for the kernel, false otherwise.

getNrExtraFields

@Deprecated
public int getNrExtraFields()

Deprecated.

Description copied from class: AbstractKernel

Returns the number of extra fields for the kernel.

Extra fields hold kernel specific configuration settings, not shared with other kernels.

Specified by:

getNrExtraFields in class AbstractKernel

Returns:

The number of extra fields.

toString

public java.lang.String toString()

Returns the String representation of this Kernel. In item between the braces represent the factor used for this Kernel.

Specified by:

toString in class AbstractKernel

Returns:

The String representation of the kernel.