nl.liacs.timeseries.kernel

Class WeightedMovingAverage

java.lang.Object

nl.liacs.timeseries.kernel.AbstractKernel

nl.liacs.timeseries.kernel.DiscreteKernel

nl.liacs.timeseries.kernel.BasicKernel

nl.liacs.timeseries.kernel.Uniform

nl.liacs.timeseries.kernel.SimpleMovingAverage

nl.liacs.timeseries.kernel.WeightedMovingAverage

public class WeightedMovingAverage
extends SimpleMovingAverage

WeightedMovingAverage kernels take into account previous values when determining the current one, but weigh those using configurable weights.

WeightedMovingAverage kernels differ from other discrete moving average kernels like SimpleMovingAverage, ExponentialMovingAverage. WeightedMovingAverage allow a flexible and fine-grained configuration of each and every individual weight.

Author:

Marvin Meeng Last updated 11.07.2012

See Also:

SimpleMovingAverage, ExponentialMovingAverage

Field Summary

Fields

Modifier and Type	Field and Description
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

Fields inherited from class nl.liacs.timeseries.kernel.DiscreteKernel

DEFAULT_OOB_POLICY, DEFAULT_WIDTH

Constructor Summary

Constructors

Constructor and Description
WeightedMovingAverage(double[] theWeights) Constructs a Weighted Moving Average kernel, using supplied weights.
WeightedMovingAverage(int theWidth) Constructs a Weighted Moving Average kernel, initialised with linear increasing weights, resulting in recent observations contributing more to the final result than older ones.

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.
static double[]	calculateLinearWeights(int theNrWeights) Constructs an array of size theNrWeights, with values that increase linearly.
java.lang.String	getGuiText() Deprecated.
boolean	getHasDelay() Deprecated.
boolean	getHasOOBP() Deprecated.
boolean	getHasWidth() Deprecated.
int	getNrExtraFields() Deprecated.
java.lang.String	getShortText() Deprecated.
AbstractKernel	setWeights(double[] theWeights) Sets the weights to be used for this Kernel.
java.lang.String	toString() Returns the String representation of this Kernel.

Methods inherited from class nl.liacs.timeseries.kernel.SimpleMovingAverage

isValidWidth

Methods inherited from class nl.liacs.timeseries.kernel.BasicKernel

getInfo, getKernel, setOutOfBoundsPolicy, setWidth

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

Constructor Detail

WeightedMovingAverage

public WeightedMovingAverage(int theWidth)

Constructs a Weighted Moving Average kernel, initialised with linear increasing weights, resulting in recent observations contributing more to the final result than older ones.

NOTE:s the weights may not sum to 1.0 exactly, because of rounding errors.

WeightedMovingAverage

public WeightedMovingAverage(double[] theWeights)

Constructs a Weighted Moving Average kernel, using supplied weights.

Method Detail

setWeights

public AbstractKernel setWeights(double[] theWeights)

Sets the weights to be used for this Kernel.

Parameters:

theWeights - The weights to use

Returns:

The Kernel on which this method was called.

calculateLinearWeights

public static double[] calculateLinearWeights(int theNrWeights)

Constructs an array of size theNrWeights, with values that increase linearly.

Parameters:

theNrWeights - The size of the output array.

Returns:

A double[] with linearly increasing values.

applyTo

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

Deprecated.

Description copied from class: BasicKernel

Apply the Kernel to some input array. Values for which it is not possible to apply the whole Kernel are set based on the OutOfBoundsPolicy. Note: this method assumes the Kernel has a positive odd width.

Overrides:

applyTo in class SimpleMovingAverage

Parameters:

theInput - The array on which to apply the Kernel.

Returns:

An array of the same size as theInput, containing the result of applying the Kernel to theInput, or an empty array if theInput is null.

See Also:

OutOfBoundsPolicy, BasicKernel.setWidth(int)

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.

Overrides:

applyTo in class SimpleMovingAverage

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.

Overrides:

getGuiText in class SimpleMovingAverage

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.

Overrides:

getShortText in class SimpleMovingAverage

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 SimpleMovingAverage

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 SimpleMovingAverage

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.

Overrides:

getHasDelay in class SimpleMovingAverage

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.

Overrides:

getNrExtraFields in class SimpleMovingAverage

Returns:

The number of extra fields.

toString

public java.lang.String toString()

Returns the String representation of this Kernel. The items between the braces represent the width and OutOfBoundsPolicy used for this Kernel, and the values of the Kernel itself.

Overrides:

toString in class SimpleMovingAverage

Returns:

The String representation of the kernel.