/*
* Created on Oct 08, 2004
* Created by Alon Rohter
* Copyright (C) 2004, 2005, 2006 Aelitis, All Rights Reserved.
*
* 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 2
* 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.
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
*
* AELITIS, SAS au capital de 46,603.30 euros
* 8 Allee Lenotre, La Grille Royale, 78600 Le Mesnil le Roi, France.
*
*/
package com.aelitis.azureus.core.util.average;
/**
* Implements an exponential moving average.
*/
public class ExponentialMovingAverage implements Average {
private final float weight;
private double prevEMA;
/**
* Create a new exponential moving average which smooths over the
* given number of periods.
*/
public ExponentialMovingAverage(final int periods) {
if (periods < 1) {
System.out.println("ExponentialMovingAverage:: ERROR: bad periods: " + periods);
}
this.weight = 2 / (float)(1 + periods);
this.prevEMA = 0;
}
/**
* Create a new exponential moving average, using the given
* smoothing rate weight.
*/
public ExponentialMovingAverage(final float weight) {
if ((weight < 0.0) || (weight > 1.0)) {
System.out.println("ExponentialMovingAverage:: ERROR: bad weight: " + weight);
}
this.weight = weight;
this.prevEMA = 0;
}
public void reset(){
this.prevEMA = 0;
}
/**
* Update average and return average-so-far.
*/
public double update(final double newValue) {
prevEMA = (weight * (newValue - prevEMA)) + prevEMA;
return prevEMA;
}
/**
* Return average-so-far.
*/
public double getAverage() { return prevEMA; }
}