001    /* ===========================================================
002     * JFreeChart : a free chart library for the Java(tm) platform
003     * ===========================================================
004     *
005     * (C) Copyright 2000-2005, by Object Refinery Limited and Contributors.
006     *
007     * Project Info:  http://www.jfree.org/jfreechart/index.html
008     *
009     * This library is free software; you can redistribute it and/or modify it 
010     * under the terms of the GNU Lesser General Public License as published by 
011     * the Free Software Foundation; either version 2.1 of the License, or 
012     * (at your option) any later version.
013     *
014     * This library is distributed in the hope that it will be useful, but 
015     * WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY 
016     * or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public 
017     * License for more details.
018     *
019     * You should have received a copy of the GNU Lesser General Public
020     * License along with this library; if not, write to the Free Software
021     * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301, 
022     * USA.  
023     *
024     * [Java is a trademark or registered trademark of Sun Microsystems, Inc. 
025     * in the United States and other countries.]
026     *
027     * ------------------
028     * MovingAverage.java
029     * ------------------
030     * (C) Copyright 2003-2005, by Object Refinery Limited.
031     *
032     * Original Author:  David Gilbert (for Object Refinery Limited);
033     * Contributor(s):   Benoit Xhenseval;
034     *
035     * $Id: MovingAverage.java,v 1.5.2.1 2005/10/25 21:35:24 mungady Exp $
036     *
037     * Changes
038     * -------
039     * 28-Jan-2003 : Version 1 (DG);
040     * 10-Mar-2003 : Added createPointMovingAverage() method contributed by Benoit 
041     *               Xhenseval (DG);
042     * 01-Aug-2003 : Added new method for TimeSeriesCollection, and fixed bug in 
043     *               XYDataset method (DG);
044     * 15-Jul-2004 : Switched getX() with getXValue() and getY() with 
045     *               getYValue() (DG);
046     * 11-Jan-2005 : Removed deprecated code in preparation for the 1.0.0 
047     *               release (DG);
048     *
049     */
050    
051    package org.jfree.data.time;
052    
053    import org.jfree.data.xy.XYDataset;
054    import org.jfree.data.xy.XYSeries;
055    import org.jfree.data.xy.XYSeriesCollection;
056    
057    /**
058     * A utility class for calculating moving averages of time series data.
059     */
060    public class MovingAverage {
061    
062        /**
063         * Creates a new {@link TimeSeriesCollection} containing a moving average 
064         * series for each series in the source collection.
065         * 
066         * @param source  the source collection.
067         * @param suffix  the suffix added to each source series name to create the
068         *                corresponding moving average series name.
069         * @param periodCount  the number of periods in the moving average 
070         *                     calculation.
071         * @param skip  the number of initial periods to skip.
072         * 
073         * @return A collection of moving average time series.
074         */
075        public static TimeSeriesCollection createMovingAverage(
076            TimeSeriesCollection source, String suffix, int periodCount,
077            int skip) {
078        
079            // check arguments
080            if (source == null) {
081                throw new IllegalArgumentException(
082                    "MovingAverage.createMovingAverage() : null source."
083                );
084            }
085    
086            if (periodCount < 1) {
087                throw new IllegalArgumentException(
088                    "periodCount must be greater than or equal to 1."
089                );
090            }
091    
092            TimeSeriesCollection result = new TimeSeriesCollection();
093            
094            for (int i = 0; i < source.getSeriesCount(); i++) {
095                TimeSeries sourceSeries = source.getSeries(i);
096                TimeSeries maSeries = createMovingAverage(
097                    sourceSeries, sourceSeries.getKey() + suffix, periodCount, skip
098                );
099                result.addSeries(maSeries);       
100            }
101            
102            return result;
103            
104        }
105        
106        /**
107         * Creates a new {@link TimeSeries} containing moving average values for 
108         * the given series.  If the series is empty (contains zero items), the 
109         * result is an empty series.
110         *
111         * @param source  the source series.
112         * @param name  the name of the new series.
113         * @param periodCount  the number of periods used in the average 
114         *                     calculation.
115         * @param skip  the number of initial periods to skip.
116         *
117         * @return The moving average series.
118         */
119        public static TimeSeries createMovingAverage(TimeSeries source,
120                                                     String name,
121                                                     int periodCount,
122                                                     int skip) {
123    
124            // check arguments
125            if (source == null) {
126                throw new IllegalArgumentException("Null source.");
127            }
128    
129            if (periodCount < 1) {
130                throw new IllegalArgumentException(
131                    "periodCount must be greater than or equal to 1."
132                );
133    
134            }
135    
136            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
137    
138            if (source.getItemCount() > 0) {
139    
140                // if the initial averaging period is to be excluded, then 
141                // calculate the index of the
142                // first data item to have an average calculated...
143                long firstSerial 
144                    = source.getDataItem(0).getPeriod().getSerialIndex() + skip;
145    
146                for (int i = source.getItemCount() - 1; i >= 0; i--) {
147    
148                    // get the current data item...
149                    TimeSeriesDataItem current = source.getDataItem(i);
150                    RegularTimePeriod period = current.getPeriod();
151                    long serial = period.getSerialIndex();
152    
153                    if (serial >= firstSerial) {
154                        // work out the average for the earlier values...
155                        int n = 0;
156                        double sum = 0.0;
157                        long serialLimit = period.getSerialIndex() - periodCount;
158                        int offset = 0;
159                        boolean finished = false;
160    
161                        while ((offset < periodCount) && (!finished)) {
162                            if ((i - offset) >= 0) {
163                                TimeSeriesDataItem item 
164                                    = source.getDataItem(i - offset);
165                                RegularTimePeriod p = item.getPeriod();
166                                Number v = item.getValue();
167                                long currentIndex = p.getSerialIndex();
168                                if (currentIndex > serialLimit) {
169                                    if (v != null) {
170                                        sum = sum + v.doubleValue();
171                                        n = n + 1;
172                                    }
173                                }
174                                else {
175                                    finished = true;
176                                }
177                            }
178                            offset = offset + 1;
179                        }
180                        if (n > 0) {
181                            result.add(period, sum / n);
182                        }
183                        else {
184                            result.add(period, null);
185                        }
186                    }
187    
188                }
189            }
190    
191            return result;
192    
193        }
194    
195        /**
196         * Creates a new {@link TimeSeries} containing moving average values for 
197         * the given series, calculated by number of points (irrespective of the 
198         * 'age' of those points).  If the series is empty (contains zero items), 
199         * the result is an empty series.
200         * <p>
201         * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
202         *
203         * @param source  the source series.
204         * @param name  the name of the new series.
205         * @param pointCount  the number of POINTS used in the average calculation 
206         *                    (not periods!)
207         *
208         * @return The moving average series.
209         */
210        public static TimeSeries createPointMovingAverage(TimeSeries source,
211                                                          String name, 
212                                                          int pointCount) {
213    
214            // check arguments
215            if (source == null) {
216                throw new IllegalArgumentException("Null 'source'.");
217            }
218    
219            if (pointCount < 2) {
220                throw new IllegalArgumentException(
221                    "periodCount must be greater than or equal to 2."
222                );
223            }
224    
225            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
226            double rollingSumForPeriod = 0.0;
227            for (int i = 0; i < source.getItemCount(); i++) {
228                // get the current data item...
229                TimeSeriesDataItem current = source.getDataItem(i);
230                RegularTimePeriod period = current.getPeriod();
231                rollingSumForPeriod += current.getValue().doubleValue();
232    
233                if (i > pointCount - 1) {
234                    // remove the point i-periodCount out of the rolling sum.
235                    TimeSeriesDataItem startOfMovingAvg 
236                        = source.getDataItem(i - pointCount);
237                    rollingSumForPeriod 
238                        -= startOfMovingAvg.getValue().doubleValue();
239                    result.add(period, rollingSumForPeriod / pointCount);
240                }
241                else if (i == pointCount - 1) {
242                    result.add(period, rollingSumForPeriod / pointCount);
243                }
244            }
245            return result;
246        }
247    
248        /**
249         * Creates a new {@link XYDataset} containing the moving averages of each 
250         * series in the <code>source</code> dataset.
251         *
252         * @param source  the source dataset.
253         * @param suffix  the string to append to source series names to create 
254         *                target series names.
255         * @param period  the averaging period.
256         * @param skip  the length of the initial skip period.
257         *
258         * @return The dataset.
259         */
260        public static XYDataset createMovingAverage(XYDataset source, String suffix,
261                                                    long period, final long skip) {
262    
263            return createMovingAverage(
264                source, suffix, (double) period, (double) skip
265            );
266            
267        }
268    
269    
270        /**
271         * Creates a new {@link XYDataset} containing the moving averages of each 
272         * series in the <code>source</code> dataset.
273         *
274         * @param source  the source dataset.
275         * @param suffix  the string to append to source series names to create 
276         *                target series names.
277         * @param period  the averaging period.
278         * @param skip  the length of the initial skip period.
279         *
280         * @return The dataset.
281         */
282        public static XYDataset createMovingAverage(XYDataset source, String suffix,
283                                                    double period, double skip) {
284    
285            // check arguments
286            if (source == null) {
287                throw new IllegalArgumentException("Null source (XYDataset).");
288            }
289            
290            XYSeriesCollection result = new XYSeriesCollection();
291    
292            for (int i = 0; i < source.getSeriesCount(); i++) {
293                XYSeries s = createMovingAverage(
294                    source, i, source.getSeriesKey(i) + suffix, period, skip
295                );
296                result.addSeries(s);
297            }
298    
299            return result;
300    
301        }
302    
303        /**
304         * Creates a new {@link XYSeries} containing the moving averages of one 
305         * series in the <code>source</code> dataset.
306         *
307         * @param source  the source dataset.
308         * @param series  the series index (zero based).
309         * @param name  the name for the new series.
310         * @param period  the averaging period.
311         * @param skip  the length of the initial skip period.
312         *
313         * @return The dataset.
314         */
315        public static XYSeries createMovingAverage(XYDataset source, 
316                                                   int series, String name,
317                                                   double period, double skip) {
318    
319                                                   
320            // check arguments
321            if (source == null) {
322                throw new IllegalArgumentException("Null source (XYDataset).");
323            }
324    
325            if (period < Double.MIN_VALUE) {
326                throw new IllegalArgumentException("period must be positive.");
327    
328            }
329    
330            if (skip < 0.0) {
331                throw new IllegalArgumentException("skip must be >= 0.0.");
332    
333            }
334    
335            XYSeries result = new XYSeries(name);
336    
337            if (source.getItemCount(series) > 0) {
338    
339                // if the initial averaging period is to be excluded, then 
340                // calculate the lowest x-value to have an average calculated...
341                double first = source.getXValue(series, 0) + skip;
342    
343                for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
344    
345                    // get the current data item...
346                    double x = source.getXValue(series, i);
347    
348                    if (x >= first) {
349                        // work out the average for the earlier values...
350                        int n = 0;
351                        double sum = 0.0;
352                        double limit = x - period;
353                        int offset = 0;
354                        boolean finished = false;
355    
356                        while (!finished) {
357                            if ((i - offset) >= 0) {
358                                double xx = source.getXValue(series, i - offset);
359                                Number yy = source.getY(series, i - offset);
360                                if (xx > limit) {
361                                    if (yy != null) {
362                                        sum = sum + yy.doubleValue();
363                                        n = n + 1;
364                                    }
365                                }
366                                else {
367                                    finished = true;
368                                }
369                            }
370                            else {
371                                finished = true;
372                            }
373                            offset = offset + 1;
374                        }
375                        if (n > 0) {
376                            result.add(x, sum / n);
377                        }
378                        else {
379                            result.add(x, null);
380                        }
381                    }
382    
383                }
384            }
385    
386            return result;
387    
388        }
389    
390    }