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moving_average.hpp
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Fri, Oct 4, 18:59
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rSPECMICP SpecMiCP / ReactMiCP
moving_average.hpp
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#ifndef SPECMICP_UTILS_MOVINGAVERAGE_HPP
#define SPECMICP_UTILS_MOVINGAVERAGE_HPP
#include "common.hpp"
namespace
specmicp
{
namespace
utils
{
//! \brief Exponential moving average
//!
//! https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
//!
//! @param alpha coefficient between 0 and 1
//! @param init initial value of the average
class
ExponentialMovingAverage
{
public
:
ExponentialMovingAverage
(
scalar_t
alpha
,
scalar_t
init
)
:
m_alpha
(
alpha
),
m_current_value
(
init
)
{
}
//! \brief Add a point in the series, return current average value
scalar_t
add_point
(
scalar_t
value
){
m_current_value
=
m_alpha
*
value
+
(
1
-
m_alpha
)
*
m_current_value
;
return
m_current_value
;
}
//! \brief Return the current average value
scalar_t
current_value
()
{
return
m_current_value
;
}
//! \brief Reset the average to 'value'
void
reset
(
scalar_t
value
)
{
m_current_value
=
value
;
}
private
:
scalar_t
m_alpha
;
scalar_t
m_current_value
;
};
}
// end namespace utils
}
// end namespace specmicp
#endif
// SPECMICP_UTILS_MOVINGAVERAGE_HPP
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