001 /* ===========================================================
002 * JFreeChart : a free chart library for the Java(tm) platform
003 * ===========================================================
004 *
005 * (C) Copyright 2000-2005, by Object Refinery Limited and Contributors.
006 *
007 * Project Info: http://www.jfree.org/jfreechart/index.html
008 *
009 * This library is free software; you can redistribute it and/or modify it
010 * under the terms of the GNU Lesser General Public License as published by
011 * the Free Software Foundation; either version 2.1 of the License, or
012 * (at your option) any later version.
013 *
014 * This library is distributed in the hope that it will be useful, but
015 * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
016 * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public
017 * License for more details.
018 *
019 * You should have received a copy of the GNU Lesser General Public
020 * License along with this library; if not, write to the Free Software
021 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301,
022 * USA.
023 *
024 * [Java is a trademark or registered trademark of Sun Microsystems, Inc.
025 * in the United States and other countries.]
026 *
027 * ------------------
028 * MovingAverage.java
029 * ------------------
030 * (C) Copyright 2003-2005, by Object Refinery Limited.
031 *
032 * Original Author: David Gilbert (for Object Refinery Limited);
033 * Contributor(s): Benoit Xhenseval;
034 *
035 * $Id: MovingAverage.java,v 1.5.2.1 2005/10/25 21:35:24 mungady Exp $
036 *
037 * Changes
038 * -------
039 * 28-Jan-2003 : Version 1 (DG);
040 * 10-Mar-2003 : Added createPointMovingAverage() method contributed by Benoit
041 * Xhenseval (DG);
042 * 01-Aug-2003 : Added new method for TimeSeriesCollection, and fixed bug in
043 * XYDataset method (DG);
044 * 15-Jul-2004 : Switched getX() with getXValue() and getY() with
045 * getYValue() (DG);
046 * 11-Jan-2005 : Removed deprecated code in preparation for the 1.0.0
047 * release (DG);
048 *
049 */
050
051 package org.jfree.data.time;
052
053 import org.jfree.data.xy.XYDataset;
054 import org.jfree.data.xy.XYSeries;
055 import org.jfree.data.xy.XYSeriesCollection;
056
057 /**
058 * A utility class for calculating moving averages of time series data.
059 */
060 public class MovingAverage {
061
062 /**
063 * Creates a new {@link TimeSeriesCollection} containing a moving average
064 * series for each series in the source collection.
065 *
066 * @param source the source collection.
067 * @param suffix the suffix added to each source series name to create the
068 * corresponding moving average series name.
069 * @param periodCount the number of periods in the moving average
070 * calculation.
071 * @param skip the number of initial periods to skip.
072 *
073 * @return A collection of moving average time series.
074 */
075 public static TimeSeriesCollection createMovingAverage(
076 TimeSeriesCollection source, String suffix, int periodCount,
077 int skip) {
078
079 // check arguments
080 if (source == null) {
081 throw new IllegalArgumentException(
082 "MovingAverage.createMovingAverage() : null source."
083 );
084 }
085
086 if (periodCount < 1) {
087 throw new IllegalArgumentException(
088 "periodCount must be greater than or equal to 1."
089 );
090 }
091
092 TimeSeriesCollection result = new TimeSeriesCollection();
093
094 for (int i = 0; i < source.getSeriesCount(); i++) {
095 TimeSeries sourceSeries = source.getSeries(i);
096 TimeSeries maSeries = createMovingAverage(
097 sourceSeries, sourceSeries.getKey() + suffix, periodCount, skip
098 );
099 result.addSeries(maSeries);
100 }
101
102 return result;
103
104 }
105
106 /**
107 * Creates a new {@link TimeSeries} containing moving average values for
108 * the given series. If the series is empty (contains zero items), the
109 * result is an empty series.
110 *
111 * @param source the source series.
112 * @param name the name of the new series.
113 * @param periodCount the number of periods used in the average
114 * calculation.
115 * @param skip the number of initial periods to skip.
116 *
117 * @return The moving average series.
118 */
119 public static TimeSeries createMovingAverage(TimeSeries source,
120 String name,
121 int periodCount,
122 int skip) {
123
124 // check arguments
125 if (source == null) {
126 throw new IllegalArgumentException("Null source.");
127 }
128
129 if (periodCount < 1) {
130 throw new IllegalArgumentException(
131 "periodCount must be greater than or equal to 1."
132 );
133
134 }
135
136 TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
137
138 if (source.getItemCount() > 0) {
139
140 // if the initial averaging period is to be excluded, then
141 // calculate the index of the
142 // first data item to have an average calculated...
143 long firstSerial
144 = source.getDataItem(0).getPeriod().getSerialIndex() + skip;
145
146 for (int i = source.getItemCount() - 1; i >= 0; i--) {
147
148 // get the current data item...
149 TimeSeriesDataItem current = source.getDataItem(i);
150 RegularTimePeriod period = current.getPeriod();
151 long serial = period.getSerialIndex();
152
153 if (serial >= firstSerial) {
154 // work out the average for the earlier values...
155 int n = 0;
156 double sum = 0.0;
157 long serialLimit = period.getSerialIndex() - periodCount;
158 int offset = 0;
159 boolean finished = false;
160
161 while ((offset < periodCount) && (!finished)) {
162 if ((i - offset) >= 0) {
163 TimeSeriesDataItem item
164 = source.getDataItem(i - offset);
165 RegularTimePeriod p = item.getPeriod();
166 Number v = item.getValue();
167 long currentIndex = p.getSerialIndex();
168 if (currentIndex > serialLimit) {
169 if (v != null) {
170 sum = sum + v.doubleValue();
171 n = n + 1;
172 }
173 }
174 else {
175 finished = true;
176 }
177 }
178 offset = offset + 1;
179 }
180 if (n > 0) {
181 result.add(period, sum / n);
182 }
183 else {
184 result.add(period, null);
185 }
186 }
187
188 }
189 }
190
191 return result;
192
193 }
194
195 /**
196 * Creates a new {@link TimeSeries} containing moving average values for
197 * the given series, calculated by number of points (irrespective of the
198 * 'age' of those points). If the series is empty (contains zero items),
199 * the result is an empty series.
200 * <p>
201 * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
202 *
203 * @param source the source series.
204 * @param name the name of the new series.
205 * @param pointCount the number of POINTS used in the average calculation
206 * (not periods!)
207 *
208 * @return The moving average series.
209 */
210 public static TimeSeries createPointMovingAverage(TimeSeries source,
211 String name,
212 int pointCount) {
213
214 // check arguments
215 if (source == null) {
216 throw new IllegalArgumentException("Null 'source'.");
217 }
218
219 if (pointCount < 2) {
220 throw new IllegalArgumentException(
221 "periodCount must be greater than or equal to 2."
222 );
223 }
224
225 TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
226 double rollingSumForPeriod = 0.0;
227 for (int i = 0; i < source.getItemCount(); i++) {
228 // get the current data item...
229 TimeSeriesDataItem current = source.getDataItem(i);
230 RegularTimePeriod period = current.getPeriod();
231 rollingSumForPeriod += current.getValue().doubleValue();
232
233 if (i > pointCount - 1) {
234 // remove the point i-periodCount out of the rolling sum.
235 TimeSeriesDataItem startOfMovingAvg
236 = source.getDataItem(i - pointCount);
237 rollingSumForPeriod
238 -= startOfMovingAvg.getValue().doubleValue();
239 result.add(period, rollingSumForPeriod / pointCount);
240 }
241 else if (i == pointCount - 1) {
242 result.add(period, rollingSumForPeriod / pointCount);
243 }
244 }
245 return result;
246 }
247
248 /**
249 * Creates a new {@link XYDataset} containing the moving averages of each
250 * series in the <code>source</code> dataset.
251 *
252 * @param source the source dataset.
253 * @param suffix the string to append to source series names to create
254 * target series names.
255 * @param period the averaging period.
256 * @param skip the length of the initial skip period.
257 *
258 * @return The dataset.
259 */
260 public static XYDataset createMovingAverage(XYDataset source, String suffix,
261 long period, final long skip) {
262
263 return createMovingAverage(
264 source, suffix, (double) period, (double) skip
265 );
266
267 }
268
269
270 /**
271 * Creates a new {@link XYDataset} containing the moving averages of each
272 * series in the <code>source</code> dataset.
273 *
274 * @param source the source dataset.
275 * @param suffix the string to append to source series names to create
276 * target series names.
277 * @param period the averaging period.
278 * @param skip the length of the initial skip period.
279 *
280 * @return The dataset.
281 */
282 public static XYDataset createMovingAverage(XYDataset source, String suffix,
283 double period, double skip) {
284
285 // check arguments
286 if (source == null) {
287 throw new IllegalArgumentException("Null source (XYDataset).");
288 }
289
290 XYSeriesCollection result = new XYSeriesCollection();
291
292 for (int i = 0; i < source.getSeriesCount(); i++) {
293 XYSeries s = createMovingAverage(
294 source, i, source.getSeriesKey(i) + suffix, period, skip
295 );
296 result.addSeries(s);
297 }
298
299 return result;
300
301 }
302
303 /**
304 * Creates a new {@link XYSeries} containing the moving averages of one
305 * series in the <code>source</code> dataset.
306 *
307 * @param source the source dataset.
308 * @param series the series index (zero based).
309 * @param name the name for the new series.
310 * @param period the averaging period.
311 * @param skip the length of the initial skip period.
312 *
313 * @return The dataset.
314 */
315 public static XYSeries createMovingAverage(XYDataset source,
316 int series, String name,
317 double period, double skip) {
318
319
320 // check arguments
321 if (source == null) {
322 throw new IllegalArgumentException("Null source (XYDataset).");
323 }
324
325 if (period < Double.MIN_VALUE) {
326 throw new IllegalArgumentException("period must be positive.");
327
328 }
329
330 if (skip < 0.0) {
331 throw new IllegalArgumentException("skip must be >= 0.0.");
332
333 }
334
335 XYSeries result = new XYSeries(name);
336
337 if (source.getItemCount(series) > 0) {
338
339 // if the initial averaging period is to be excluded, then
340 // calculate the lowest x-value to have an average calculated...
341 double first = source.getXValue(series, 0) + skip;
342
343 for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
344
345 // get the current data item...
346 double x = source.getXValue(series, i);
347
348 if (x >= first) {
349 // work out the average for the earlier values...
350 int n = 0;
351 double sum = 0.0;
352 double limit = x - period;
353 int offset = 0;
354 boolean finished = false;
355
356 while (!finished) {
357 if ((i - offset) >= 0) {
358 double xx = source.getXValue(series, i - offset);
359 Number yy = source.getY(series, i - offset);
360 if (xx > limit) {
361 if (yy != null) {
362 sum = sum + yy.doubleValue();
363 n = n + 1;
364 }
365 }
366 else {
367 finished = true;
368 }
369 }
370 else {
371 finished = true;
372 }
373 offset = offset + 1;
374 }
375 if (n > 0) {
376 result.add(x, sum / n);
377 }
378 else {
379 result.add(x, null);
380 }
381 }
382
383 }
384 }
385
386 return result;
387
388 }
389
390 }