net.sourceforge.jabm.util.TimeSeriesWindow.java Source code

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Here is the source code for net.sourceforge.jabm.util.TimeSeriesWindow.java

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/*
 * JABM - Java Agent-Based Modeling Toolkit
 * Copyright (C) 2013 Steve Phelps
 *
 * This program is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public License as
 * published by the Free Software Foundation; either version 3 of
 * the License, or (at your option) any later version.
 *
 * This program 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 General Public License for more details.
 */
package net.sourceforge.jabm.util;

import org.apache.commons.math3.stat.descriptive.SummaryStatistics;

public class TimeSeriesWindow {

    protected double[] values;

    protected int windowSize;

    protected int currentIndex = 0;

    public TimeSeriesWindow(int windowSize) {
        this.windowSize = windowSize;
        values = new double[windowSize];
        for (int i = 0; i < windowSize; i++) {
            values[i] = Double.NaN;
        }
    }

    public int getWindowSize() {
        return windowSize;
    }

    public void addValue(double value) {
        values[currentIndex++ % windowSize] = value;
    }

    public double getValue(int lag) {
        int j = currentIndex - 1 - lag;
        int index;
        if (j < 0) {
            j = -j;
            int n = windowSize;
            int offset = j % n;
            index = windowSize - 1 - offset;
        } else {
            index = j % windowSize;
        }
        return values[index];
    }

    public SummaryStatistics getSummaryStatistics() {
        SummaryStatistics result = new SummaryStatistics();
        for (int i = 0; i < windowSize; i++) {
            result.addValue(getValue(i));
        }
        return result;
    }

    public double getSimpleMovingAverage() {
        return getSummaryStatistics().getMean();
    }

}