mcpele::MovingAverageAcc Class Reference

#include <moving_average.h>

List of all members.

Public Member Functions
	MovingAverageAcc (const std::vector< double > &time_series, const size_t nr_steps_total, const size_t nr_steps_ma)
double	get_mean () const
double	get_variance () const
size_t	get_nr_steps_ma () const
void	shift_right ()
void	reset ()

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Detailed Description

Computes moving averages of time series. Reference to time series, from small to large times, is in m_time_series. Assume that one wants to compute moving averages for the rightmost (latest) m_nr_steps_total elements of the time series. The number of time series steps that go into one moving average is m_nr_steps_ma. The number of different moving averages that one can compute, given these two parameters (m_nr_steps_total and m_window_size) is m_nr_steps_ma. Moving average is initialised to the leftmost moving average. After that shift_right() moves the moving average window one time series step further to the right (to the future). In case shift_right() reaches the last step in the time series, the moving average window returns to the initial position.

Definition at line 26 of file moving_average.h.

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Constructor & Destructor Documentation

mcpele::MovingAverageAcc::MovingAverageAcc	(	const std::vector< double > &	time_series,
		const size_t	nr_steps_total,
		const size_t	nr_steps_ma
	)		[inline]

Definition at line 36 of file moving_average.h.

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Member Function Documentation

double mcpele::MovingAverageAcc::get_mean

(

)

const [inline]

Definition at line 56 of file moving_average.h.

size_t mcpele::MovingAverageAcc::get_nr_steps_ma

(

)

const [inline]

Definition at line 58 of file moving_average.h.

double mcpele::MovingAverageAcc::get_variance

(

)

const [inline]

Definition at line 57 of file moving_average.h.

void mcpele::MovingAverageAcc::reset

(

)

[inline]

Definition at line 70 of file moving_average.h.

void mcpele::MovingAverageAcc::shift_right

(

)

[inline]

Definition at line 59 of file moving_average.h.

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The documentation for this class was generated from the following file:

• mcpele/moving_average.h