ExponentialMovingAverage.java

/* This file is part of Wattzap Community Edition.
 *
 * Wattzap Community Edtion 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 3 of the License, or
 * (at your option) any later version.
 *
 * Wattzap Community Edition 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 Wattzap.  If not, see <http://www.gnu.org/licenses/>.
*/
package com.wattzap.utils;

/**
 * 
 * @author David George
 * @date 22nd May 2014
 */
class ExponentialMovingAverage {
    private double alpha;
    private Double oldValue;
    public ExponentialMovingAverage(double alpha) {
        this.alpha = alpha;
    }

    public double average(double value) {
        if (oldValue == null) {
            oldValue = value;
            return value;
        }
        double newValue = oldValue + alpha * (value - oldValue);
        oldValue = newValue;
        return newValue;
    }
}