pseudo_moving_average

A moving average algorithm that continuously calculates an average value from a stream of samples.

The sample size does not affect the size of the instantiated object. There is no overhead based on the number of

samples as it simulates a window of N values from the current average.

There are four variants of the algorithm; two for integral values and two for floating point. Each sub variant allows the

selection of compile time or run time sample size.

The integral variant allows a compile time scaling factor to emulate fixed point arithmetic.

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Integral

template <typename T, const size_t SAMPLE_SIZE, const size_t SCALING>

pseudo_moving_average;

static const size_t SAMPLE_SIZE

The number of samples averaged over.

If this value is zero, then the run time sample size specialisation is used.

static const size_t SCALING

The sample scaling factor.

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pseudo_moving_average(const T initial_value)

Constructs the object with the initial value for the average.

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pseudo_moving_average(const T initial_value, const size_t sample_size)

For runtime sample size specialisation only.

Constructs the object with the initial value for the average and the sample size.

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void clear(const T initial_value)

Clears the object to the initial value for the average.

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void add(T new_value)

Adds a new sample value.

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T value() const

Returns the scaled value of the average.

To unscale the returned value, use one of the rounding found in scaled_rounding.

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iterator input()

Returns an iterator that allows the input of new values.

Example

std::array data{ 9, 1, 8, 2, 7, 3, 6, 4, 5 };

etl::pseudo_moving_average<int, SAMPLE_SIZE, SCALING> cma(0);

std::copy(data.begin(), data.end(), cma.input());

int average = cma.value();

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void set_sample_size(const size_t sample_size)

For runtime sample size specialisation only.

Sets the sample size.

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Floating point

template <typename T, const size_t SAMPLE_SIZE>

pseudo_moving_average;

static const size_t SAMPLE_SIZE

The number of samples averaged over.

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pseudo_moving_average(const T initial_value)

Constructs the object with the initial value for the average.

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pseudo_moving_average(const T initial_value, const size_t sample_size)

For runtime sample size specialisation only.

Constructs the object with the initial value for the average and the sample size.

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void clear(const T initial_value)

Clears the object to the initial value for the average.

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void add(T new_value)

Adds a new sample value.

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T value() const

Returns the average value.

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void set_sample_size(const size_t sample_size)

For runtime sample size specialisation only.

Sets the sample size.

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How It Works

If the current moving average is 5, then an equivalent sequence of samples (for a sample size of 9), that gives the same

average, would be 5, 5, 5, 5, 5, 5, 5, 5, 5

This means, to find the average when adding a new sample to a moving average that has a current value of 5, all we

need to do is multiply the current average by the sample size (9), add the new sample, and divide by the sample size +

1 (10).

Wikipedia

pseudo_moving_average.h