com.github.servicenow.ds.stats

Class TimeSeriesUtilities

java.lang.Object

com.github.servicenow.ds.stats.TimeSeriesUtilities

public class TimeSeriesUtilities
extends java.lang.Object

TimeSeriesUtilities is a collection of static functions implementing common time-series utilities. Created by Jim Crotinger on 19-Apr-2016.

Constructor Summary

Constructors

Constructor and Description
TimeSeriesUtilities()

Method Summary

Modifier and Type	Method and Description
static double[]	simpleMovingAverage(double[] data, int window) Compute the simple moving average of the array data using the specified window size and return the results.
static void	simpleMovingAverage(double[] data, int window, double[] average) Compute the simple moving average of the array data using the specified window size and return the results in the array average.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TimeSeriesUtilities

public TimeSeriesUtilities()

Method Detail

simpleMovingAverage

public static double[] simpleMovingAverage(double[] data,
                                           int window)

Compute the simple moving average of the array data using the specified window size and return the results.

Parameters:

data - double[] array of input data

window - int width of moving average

Returns:

double[] of length data.length - window + 1, containing the simple moving average

simpleMovingAverage

public static void simpleMovingAverage(double[] data,
                                       int window,
                                       double[] average)

Compute the simple moving average of the array data using the specified window size and return the results in the array average.

Parameters:

data - double[] array of input data

window - int width of moving average

average - double[] array of output data of length at least data.length - window + 1