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Merge pull request #16436 from jagathkumarks/master

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Calculating Moving averages
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Vini 2024-04-22 18:06:54 +02:00 committed by GitHub
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9 changed files with 250 additions and 1 deletions
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9
algorithms-modules/algorithms-miscellaneous-8/pom.xml
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<version>1.0.0-SNAPSHOT</version>
</parent>
</project>
<dependencies>
<dependency>
<groupId>org.apache.commons</groupId>
<artifactId>commons-math3</artifactId>
<version>${commons-math3.version}</version>
</dependency>
</dependencies>
</project>

24
algorithms-modules/algorithms-miscellaneous-8/src/main/java/com/baeldung/algorithms/movingaverages/ExponentialMovingAverage.java Normal file
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package com.baeldung.algorithms.movingaverages;
public class ExponentialMovingAverage {
private final double alpha;
private Double previousEMA;
public ExponentialMovingAverage(double alpha) {
if (alpha <= 0 || alpha > 1) {
throw new IllegalArgumentException("Alpha must be in the range (0, 1]");
}
this.alpha = alpha;
this.previousEMA = null;
}
public double calculateEMA(double newValue) {
if (previousEMA == null) {
previousEMA = newValue;
} else {
previousEMA = alpha * newValue + (1 - alpha) * previousEMA;
}
return previousEMA;
}
}

31
algorithms-modules/algorithms-miscellaneous-8/src/main/java/com/baeldung/algorithms/movingaverages/MovingAverageByCircularBuffer.java Normal file
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package com.baeldung.algorithms.movingaverages;
public class MovingAverageByCircularBuffer {
private final double[] buffer;
private int head;
private int count;
public MovingAverageByCircularBuffer(int windowSize) {
this.buffer = new double[windowSize];
}
public void add(double value) {
buffer[head] = value;
head = (head + 1) % buffer.length;
if (count < buffer.length) {
count++;
}
}
public double getMovingAverage() {
if (count == 0) {
return Double.NaN;
}
double sum = 0;
for (int i = 0; i < count; i++) {
sum += buffer[i];
}
return sum / count;
}
}

21
algorithms-modules/algorithms-miscellaneous-8/src/main/java/com/baeldung/algorithms/movingaverages/MovingAverageWithApacheCommonsMath.java Normal file
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package com.baeldung.algorithms.movingaverages;
import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
public class MovingAverageWithApacheCommonsMath {
private final DescriptiveStatistics stats;
public MovingAverageWithApacheCommonsMath(int windowSize) {
this.stats = new DescriptiveStatistics(windowSize);
}
public void add(double value) {
stats.addValue(value);
}
public double getMovingAverage() {
return stats.getMean();
}
}

18
algorithms-modules/algorithms-miscellaneous-8/src/main/java/com/baeldung/algorithms/movingaverages/MovingAverageWithStreamBasedApproach.java Normal file
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package com.baeldung.algorithms.movingaverages;
import java.util.stream.DoubleStream;
public class MovingAverageWithStreamBasedApproach {
private int windowSize;
public MovingAverageWithStreamBasedApproach(int windowSize) {
this.windowSize = windowSize;
}
public double calculateAverage(double[] data) {
return DoubleStream.of(data)
.skip(Math.max(0, data.length - windowSize))
.limit(Math.min(data.length, windowSize))
.summaryStatistics()
.getAverage();
}
}

39
algorithms-modules/algorithms-miscellaneous-8/src/test/java/com/baeldung/algorithms/movingaverages/ExponentialMovingAverageUnitTest.java Normal file
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package com.baeldung.algorithms.movingaverages;
import org.junit.Test;
import static org.junit.Assert.assertEquals;
public class ExponentialMovingAverageUnitTest {
@Test(expected = IllegalArgumentException.class)
public void whenAlphaIsInvalid_shouldThrowException() {
new ExponentialMovingAverage(0);
}
@Test
public void whenFirstValueIsAdded_shouldHaveExponentialMovingAverageSameAsValue() {
ExponentialMovingAverage ema = new ExponentialMovingAverage(0.5);
assertEquals(10.0, ema.calculateEMA(10.0), 0.001);
}
@Test
public void whenValuesAreAdded_shouldUpdateExponentialMovingAverageCorrectly() {
ExponentialMovingAverage ema = new ExponentialMovingAverage(0.4);
assertEquals(10.0, ema.calculateEMA(10.0), 0.001);
assertEquals(14.0, ema.calculateEMA(20.0), 0.001);
assertEquals(20.4, ema.calculateEMA(30.0), 0.001);
}
@Test
public void whenAlphaIsCloserToOne_exponentialMovingAverageShouldRespondFasterToChanges() {
ExponentialMovingAverage ema1 = new ExponentialMovingAverage(0.2);
ExponentialMovingAverage ema2 = new ExponentialMovingAverage(0.8);
assertEquals(10.0, ema1.calculateEMA(10.0), 0.001);
assertEquals(10.0, ema2.calculateEMA(10.0), 0.001);
assertEquals(12.0, ema1.calculateEMA(20.0), 0.001);
assertEquals(18.0, ema2.calculateEMA(20.0), 0.001);
}
}

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algorithms-modules/algorithms-miscellaneous-8/src/test/java/com/baeldung/algorithms/movingaverages/MovingAverageByCircularBufferUnitTest.java Normal file
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package com.baeldung.algorithms.movingaverages;
import org.junit.Test;
import static org.junit.Assert.assertEquals;
public class MovingAverageByCircularBufferUnitTest {
@Test
public void whenInitialAverageIsCalculated_shouldReturnNAN() {
MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(5);
assertEquals(Double.NaN, ma.getMovingAverage(), 0.001);
}
@Test
public void whenValuesAreAdded_shouldUpdateAverageCorrectly() {
MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(3);
ma.add(10);
assertEquals(10.0, ma.getMovingAverage(), 0.001);
ma.add(20);
assertEquals(15.0, ma.getMovingAverage(), 0.001);
ma.add(30);
assertEquals(20.0, ma.getMovingAverage(), 0.001);
}
@Test
public void whenWindowSizeIsFull_shouldOverrideTheOldestValue() {
MovingAverageByCircularBuffer ma = new MovingAverageByCircularBuffer(2);
ma.add(10);
ma.add(20);
assertEquals(15.0, ma.getMovingAverage(), 0.001);
ma.add(30);
assertEquals(25.0, ma.getMovingAverage(), 0.001);
}
}

36
algorithms-modules/algorithms-miscellaneous-8/src/test/java/com/baeldung/algorithms/movingaverages/MovingAverageWithApacheCommonsMathUnitTest.java Normal file
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package com.baeldung.algorithms.movingaverages;
import org.junit.Test;
import static org.junit.Assert.assertEquals;
public class MovingAverageWithApacheCommonsMathUnitTest {
@Test
public void whenInitialAverageIsCalculated_shouldReturnNAN() {
MovingAverageWithApacheCommonsMath movingAverageCalculator = new MovingAverageWithApacheCommonsMath(5);
assertEquals(Double.NaN, movingAverageCalculator.getMovingAverage(), 0.001);
}
@Test
public void whenValuesAreAdded_shouldUpdateAverageCorrectly() {
MovingAverageWithApacheCommonsMath movingAverageCalculator = new MovingAverageWithApacheCommonsMath(3);
movingAverageCalculator.add(10);
assertEquals(10.0, movingAverageCalculator.getMovingAverage(), 0.001);
movingAverageCalculator.add(20);
assertEquals(15.0, movingAverageCalculator.getMovingAverage(), 0.001);
movingAverageCalculator.add(30);
assertEquals(20.0, movingAverageCalculator.getMovingAverage(), 0.001);
}
@Test
public void whenWindowSizeIsFull_shouldDropTheOldestValue() {
MovingAverageWithApacheCommonsMath ma = new MovingAverageWithApacheCommonsMath(2);
ma.add(10);
ma.add(20);
assertEquals(15.0, ma.getMovingAverage(), 0.001);
ma.add(30);
assertEquals(25.0, ma.getMovingAverage(), 0.001);
}
}

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algorithms-modules/algorithms-miscellaneous-8/src/test/java/com/baeldung/algorithms/movingaverages/MovingAverageWithStreamBasedApproachUnitTest.java Normal file
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package com.baeldung.algorithms.movingaverages;
import org.junit.Test;
import static org.junit.jupiter.api.Assertions.assertEquals;
public class MovingAverageWithStreamBasedApproachUnitTest {
@Test
public void whenEmptyDataIsPassed_shouldReturnZero() {
double[] data = {};
int windowSize = 3;
double expectedAverage = 0;
MovingAverageWithStreamBasedApproach calculator = new MovingAverageWithStreamBasedApproach(windowSize);
double actualAverage = calculator.calculateAverage(data);
assertEquals(expectedAverage, actualAverage);
}
@Test
public void whenValidDataIsPassed_shouldReturnCorrectAverage() {
double[] data = {10, 20, 30, 40, 50};
int windowSize = 3;
double expectedAverage = 40;
MovingAverageWithStreamBasedApproach calculator = new MovingAverageWithStreamBasedApproach(windowSize);
double actualAverage = calculator.calculateAverage(data);
assertEquals(expectedAverage, actualAverage);
}
@Test
public void whenValidDataIsPassedWithLongerWindowSize_shouldReturnCorrectAverage() {
double[] data = {10, 20, 30, 40, 50};
int windowSize = 5;
double expectedAverage = 30;
MovingAverageWithStreamBasedApproach calculator = new MovingAverageWithStreamBasedApproach(windowSize);
double actualAverage = calculator.calculateAverage(data);
assertEquals(expectedAverage, actualAverage);
}
}