TimeSeries

TimeSeries / SimpleMovingAverage / 0.2.0

README.md

Simple Moving Average

This algorithm creates a Simple Moving Average for a time series.

Table of Contents

Introduction

alt text

This algorthm creates a simple moving average over the previous K datapoints in a timeseries graph.

Inputs

This algorithm has two input formats; JSON Formatting and Array Formatting.

JSON Format

{  
   "data":Double[],
   "lagTime": Int,
}
{  
   "data": [0,1,2,3,4,5,6,20,8,9,10,11,12],
   "lagTime": 5
}
  • data - _(required)_ - The timeseries input data you wish to create a simple moving average for, this algorithm assumes the values are evenly spaced. (dx(1) == dx(n))
  • lagTime - _(optional)_ - The lagtime for the average, if there is a lag of n, each point is replaced by the average of itself and the n points that proceeded it, or, if the point is within the lag factor of the the start of the series, with the average of it and all earlier points.

Array Format

[
   data: Double[],
   lagTime: Int
]
[[0,1,2,3,4,5,6,20,8,9,10,11,12],5]
  • data - _(required)_ - The timeseries input data you wish to create a simple moving average for, this algorithm assumes the values are evenly spaced. (dx(1) == dx(n))
  • lagTime - _(optional)_ - The lagtime for the average, if there is a lag of n, each point is replaced by the average of itself and the n points that proceeded it, or, if the point is within the lag factor of the the start of the series, with the average of it and all earlier points.

Outputs

This algorithm has json output for json input, and array output for array input.

JSON Format

{  
   "output": Double[]
}
{  
   "output": [0, 0.5, 1, 1.5, 2, 3, 4, 7.6, 8.6, 9.6, 10.6, 11.6, 10]
}
  • output - The simple moving average for your dataset.

Array Format

output: Double[]
{  
   "output": [0, 0.5, 1, 1.5, 2, 3, 4, 7.6, 8.6, 9.6, 10.6, 11.6, 10]
}
  • output - The simple moving average for your dataset.