/* =========================================================== * JFreeChart : a free chart library for the Java(tm) platform * =========================================================== * * (C) Copyright 2000-2005, by Object Refinery Limited and Contributors. * * Project Info: http://www.jfree.org/jfreechart/index.html * * This library is free software; you can redistribute it and/or modify it * under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation; either version 2.1 of the License, or * (at your option) any later version. * * This library is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public * License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with this library; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, * USA. * * [Java is a trademark or registered trademark of Sun Microsystems, Inc. * in the United States and other countries.] * * ------------------ * MovingAverage.java * ------------------ * (C) Copyright 2003-2005, by Object Refinery Limited. * * Original Author: David Gilbert (for Object Refinery Limited); * Contributor(s): Benoit Xhenseval; * * $Id: MovingAverage.java,v 1.5.2.1 2005/10/25 21:35:24 mungady Exp $ * * Changes * ------- * 28-Jan-2003 : Version 1 (DG); * 10-Mar-2003 : Added createPointMovingAverage() method contributed by Benoit * Xhenseval (DG); * 01-Aug-2003 : Added new method for TimeSeriesCollection, and fixed bug in * XYDataset method (DG); * 15-Jul-2004 : Switched getX() with getXValue() and getY() with * getYValue() (DG); * 11-Jan-2005 : Removed deprecated code in preparation for the 1.0.0 * release (DG); * */ package org.jfree.data.time; import org.jfree.data.xy.XYDataset; import org.jfree.data.xy.XYSeries; import org.jfree.data.xy.XYSeriesCollection; /** * A utility class for calculating moving averages of time series data. */ public class MovingAverage { /** * Creates a new {@link TimeSeriesCollection} containing a moving average * series for each series in the source collection. * * @param source the source collection. * @param suffix the suffix added to each source series name to create the * corresponding moving average series name. * @param periodCount the number of periods in the moving average * calculation. * @param skip the number of initial periods to skip. * * @return A collection of moving average time series. */ public static TimeSeriesCollection createMovingAverage( TimeSeriesCollection source, String suffix, int periodCount, int skip) { // check arguments if (source == null) { throw new IllegalArgumentException( "MovingAverage.createMovingAverage() : null source." ); } if (periodCount < 1) { throw new IllegalArgumentException( "periodCount must be greater than or equal to 1." ); } TimeSeriesCollection result = new TimeSeriesCollection(); for (int i = 0; i < source.getSeriesCount(); i++) { TimeSeries sourceSeries = source.getSeries(i); TimeSeries maSeries = createMovingAverage( sourceSeries, sourceSeries.getKey() + suffix, periodCount, skip ); result.addSeries(maSeries); } return result; } /** * Creates a new {@link TimeSeries} containing moving average values for * the given series. If the series is empty (contains zero items), the * result is an empty series. * * @param source the source series. * @param name the name of the new series. * @param periodCount the number of periods used in the average * calculation. * @param skip the number of initial periods to skip. * * @return The moving average series. */ public static TimeSeries createMovingAverage(TimeSeries source, String name, int periodCount, int skip) { // check arguments if (source == null) { throw new IllegalArgumentException("Null source."); } if (periodCount < 1) { throw new IllegalArgumentException( "periodCount must be greater than or equal to 1." ); } TimeSeries result = new TimeSeries(name, source.getTimePeriodClass()); if (source.getItemCount() > 0) { // if the initial averaging period is to be excluded, then // calculate the index of the // first data item to have an average calculated... long firstSerial = source.getDataItem(0).getPeriod().getSerialIndex() + skip; for (int i = source.getItemCount() - 1; i >= 0; i--) { // get the current data item... TimeSeriesDataItem current = source.getDataItem(i); RegularTimePeriod period = current.getPeriod(); long serial = period.getSerialIndex(); if (serial >= firstSerial) { // work out the average for the earlier values... int n = 0; double sum = 0.0; long serialLimit = period.getSerialIndex() - periodCount; int offset = 0; boolean finished = false; while ((offset < periodCount) && (!finished)) { if ((i - offset) >= 0) { TimeSeriesDataItem item = source.getDataItem(i - offset); RegularTimePeriod p = item.getPeriod(); Number v = item.getValue(); long currentIndex = p.getSerialIndex(); if (currentIndex > serialLimit) { if (v != null) { sum = sum + v.doubleValue(); n = n + 1; } } else { finished = true; } } offset = offset + 1; } if (n > 0) { result.add(period, sum / n); } else { result.add(period, null); } } } } return result; } /** * Creates a new {@link TimeSeries} containing moving average values for * the given series, calculated by number of points (irrespective of the * 'age' of those points). If the series is empty (contains zero items), * the result is an empty series. *
* Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
*
* @param source the source series.
* @param name the name of the new series.
* @param pointCount the number of POINTS used in the average calculation
* (not periods!)
*
* @return The moving average series.
*/
public static TimeSeries createPointMovingAverage(TimeSeries source,
String name,
int pointCount) {
// check arguments
if (source == null) {
throw new IllegalArgumentException("Null 'source'.");
}
if (pointCount < 2) {
throw new IllegalArgumentException(
"periodCount must be greater than or equal to 2."
);
}
TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
double rollingSumForPeriod = 0.0;
for (int i = 0; i < source.getItemCount(); i++) {
// get the current data item...
TimeSeriesDataItem current = source.getDataItem(i);
RegularTimePeriod period = current.getPeriod();
rollingSumForPeriod += current.getValue().doubleValue();
if (i > pointCount - 1) {
// remove the point i-periodCount out of the rolling sum.
TimeSeriesDataItem startOfMovingAvg
= source.getDataItem(i - pointCount);
rollingSumForPeriod
-= startOfMovingAvg.getValue().doubleValue();
result.add(period, rollingSumForPeriod / pointCount);
}
else if (i == pointCount - 1) {
result.add(period, rollingSumForPeriod / pointCount);
}
}
return result;
}
/**
* Creates a new {@link XYDataset} containing the moving averages of each
* series in the source
dataset.
*
* @param source the source dataset.
* @param suffix the string to append to source series names to create
* target series names.
* @param period the averaging period.
* @param skip the length of the initial skip period.
*
* @return The dataset.
*/
public static XYDataset createMovingAverage(XYDataset source, String suffix,
long period, final long skip) {
return createMovingAverage(
source, suffix, (double) period, (double) skip
);
}
/**
* Creates a new {@link XYDataset} containing the moving averages of each
* series in the source
dataset.
*
* @param source the source dataset.
* @param suffix the string to append to source series names to create
* target series names.
* @param period the averaging period.
* @param skip the length of the initial skip period.
*
* @return The dataset.
*/
public static XYDataset createMovingAverage(XYDataset source, String suffix,
double period, double skip) {
// check arguments
if (source == null) {
throw new IllegalArgumentException("Null source (XYDataset).");
}
XYSeriesCollection result = new XYSeriesCollection();
for (int i = 0; i < source.getSeriesCount(); i++) {
XYSeries s = createMovingAverage(
source, i, source.getSeriesKey(i) + suffix, period, skip
);
result.addSeries(s);
}
return result;
}
/**
* Creates a new {@link XYSeries} containing the moving averages of one
* series in the source
dataset.
*
* @param source the source dataset.
* @param series the series index (zero based).
* @param name the name for the new series.
* @param period the averaging period.
* @param skip the length of the initial skip period.
*
* @return The dataset.
*/
public static XYSeries createMovingAverage(XYDataset source,
int series, String name,
double period, double skip) {
// check arguments
if (source == null) {
throw new IllegalArgumentException("Null source (XYDataset).");
}
if (period < Double.MIN_VALUE) {
throw new IllegalArgumentException("period must be positive.");
}
if (skip < 0.0) {
throw new IllegalArgumentException("skip must be >= 0.0.");
}
XYSeries result = new XYSeries(name);
if (source.getItemCount(series) > 0) {
// if the initial averaging period is to be excluded, then
// calculate the lowest x-value to have an average calculated...
double first = source.getXValue(series, 0) + skip;
for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
// get the current data item...
double x = source.getXValue(series, i);
if (x >= first) {
// work out the average for the earlier values...
int n = 0;
double sum = 0.0;
double limit = x - period;
int offset = 0;
boolean finished = false;
while (!finished) {
if ((i - offset) >= 0) {
double xx = source.getXValue(series, i - offset);
Number yy = source.getY(series, i - offset);
if (xx > limit) {
if (yy != null) {
sum = sum + yy.doubleValue();
n = n + 1;
}
}
else {
finished = true;
}
}
else {
finished = true;
}
offset = offset + 1;
}
if (n > 0) {
result.add(x, sum / n);
}
else {
result.add(x, null);
}
}
}
}
return result;
}
}