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| title |
|---|
| pseudo_moving_average |
A moving average algorithm that continuously calculates an average value from a stream of samples.
The sample size does not affect the size of the instantiated object. There is no overhead based on the number of samples as it simulates a window of N values from the current average.
There are four variants of the algorithm; two for integral values and two for floating point. Each sub-variant allows the selection of compile time or run time sample size.
The integral variant allows a compile time scaling factor to emulate fixed point arithmetic.
Integral
template <typename T, const size_t SAMPLE_SIZE, const size_t SCALING>
pseudo_moving_average;
static const size_t SAMPLE_SIZE
The number of samples averaged over.
If this value is zero, then the run time sample size specialisation is used.
static const size_t SCALING
The sample scaling factor.
pseudo_moving_average(const T initial_value)
Description
Constructs the object with the initial value for the average.
pseudo_moving_average(const T initial_value, const size_t sample_size)
Description
For runtime sample size specialisation only.
Constructs the object with the initial value for the average and the sample size.
void clear(const T initial_value)
Description
Clears the object to the initial value for the average.
void add(T new_value)
Description
Adds a new sample value.
T value() const
Description
Returns the scaled value of the average.
To unscale the returned value, use one of the rounding found in scaled_rounding.
iterator input()
Description
Returns an iterator that allows the input of new values.
Example
std::array data{ 9, 1, 8, 2, 7, 3, 6, 4, 5 };
etl::pseudo_moving_average<int, SAMPLE_SIZE, SCALING> cma(0);
std::copy(data.begin(), data.end(), cma.input());
int average = cma.value();
void set_sample_size(const size_t sample_size)
Description
For runtime sample size specialisation only.
Sets the sample size.
Floating point
template <typename T, const size_t SAMPLE_SIZE>
pseudo_moving_average;
static const size_t SAMPLE_SIZE
The number of samples averaged over.
pseudo_moving_average(const T initial_value)
Description
Constructs the object with the initial value for the average.
pseudo_moving_average(const T initial_value, const size_t sample_size)
Description
For runtime sample size specialisation only.
Constructs the object with the initial value for the average and the sample size.
void clear(const T initial_value)
Description
Clears the object to the initial value for the average.
void add(T new_value)
Description
Adds a new sample value.
T value() const
Description
Returns the average value.
void set_sample_size(const size_t sample_size)
Description
For runtime sample size specialisation only.
Sets the sample size.
How It Works
If the current moving average is 5, then an equivalent sequence of samples (for a sample size of 9), that gives the same average, would be 5, 5, 5, 5, 5, 5, 5, 5, 5
This means, to find the average when adding a new sample to a moving average that has a current value of 5, all we need to do is multiply the current average by the sample size (9), add the new sample, and divide by the sample size + 1 (10).