001    /* ===========================================================
002     * JFreeChart : a free chart library for the Java(tm) platform
003     * ===========================================================
004     *
005     * (C) Copyright 2000-2008, 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 2003-2008, by Object Refinery Limited.
031     *
032     * Original Author:  David Gilbert (for Object Refinery Limited);
033     * Contributor(s):   Benoit Xhenseval;
034     *
035     * Changes
036     * -------
037     * 28-Jan-2003 : Version 1 (DG);
038     * 10-Mar-2003 : Added createPointMovingAverage() method contributed by Benoit
039     *               Xhenseval (DG);
040     * 01-Aug-2003 : Added new method for TimeSeriesCollection, and fixed bug in
041     *               XYDataset method (DG);
042     * 15-Jul-2004 : Switched getX() with getXValue() and getY() with
043     *               getYValue() (DG);
044     * 11-Jan-2005 : Removed deprecated code in preparation for the 1.0.0
045     *               release (DG);
046     *
047     */
048    
049    package org.jfree.data.time;
050    
051    import org.jfree.data.xy.XYDataset;
052    import org.jfree.data.xy.XYSeries;
053    import org.jfree.data.xy.XYSeriesCollection;
054    
055    /**
056     * A utility class for calculating moving averages of time series data.
057     */
058    public class MovingAverage {
059    
060        /**
061         * Creates a new {@link TimeSeriesCollection} containing a moving average
062         * series for each series in the source collection.
063         *
064         * @param source  the source collection.
065         * @param suffix  the suffix added to each source series name to create the
066         *                corresponding moving average series name.
067         * @param periodCount  the number of periods in the moving average
068         *                     calculation.
069         * @param skip  the number of initial periods to skip.
070         *
071         * @return A collection of moving average time series.
072         */
073        public static TimeSeriesCollection createMovingAverage(
074            TimeSeriesCollection source, String suffix, int periodCount,
075            int skip) {
076    
077            if (source == null) {
078                throw new IllegalArgumentException("Null 'source' argument.");
079            }
080    
081            if (periodCount < 1) {
082                throw new IllegalArgumentException("periodCount must be greater "
083                        + "than or equal to 1.");
084            }
085    
086            TimeSeriesCollection result = new TimeSeriesCollection();
087    
088            for (int i = 0; i < source.getSeriesCount(); i++) {
089                TimeSeries sourceSeries = source.getSeries(i);
090                TimeSeries maSeries = createMovingAverage(sourceSeries,
091                        sourceSeries.getKey() + suffix, periodCount, skip);
092                result.addSeries(maSeries);
093            }
094    
095            return result;
096    
097        }
098    
099        /**
100         * Creates a new {@link TimeSeries} containing moving average values for
101         * the given series.  If the series is empty (contains zero items), the
102         * result is an empty series.
103         *
104         * @param source  the source series.
105         * @param name  the name of the new series.
106         * @param periodCount  the number of periods used in the average
107         *                     calculation.
108         * @param skip  the number of initial periods to skip.
109         *
110         * @return The moving average series.
111         */
112        public static TimeSeries createMovingAverage(TimeSeries source,
113                String name, int periodCount, int skip) {
114    
115            if (source == null) {
116                throw new IllegalArgumentException("Null source.");
117            }
118    
119            if (periodCount < 1) {
120                throw new IllegalArgumentException("periodCount must be greater " +
121                        "than or equal to 1.");
122    
123            }
124    
125            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
126    
127            if (source.getItemCount() > 0) {
128    
129                // if the initial averaging period is to be excluded, then
130                // calculate the index of the
131                // first data item to have an average calculated...
132                long firstSerial
133                        = source.getDataItem(0).getPeriod().getSerialIndex() + skip;
134    
135                for (int i = source.getItemCount() - 1; i >= 0; i--) {
136    
137                    // get the current data item...
138                    TimeSeriesDataItem current = source.getDataItem(i);
139                    RegularTimePeriod period = current.getPeriod();
140                    long serial = period.getSerialIndex();
141    
142                    if (serial >= firstSerial) {
143                        // work out the average for the earlier values...
144                        int n = 0;
145                        double sum = 0.0;
146                        long serialLimit = period.getSerialIndex() - periodCount;
147                        int offset = 0;
148                        boolean finished = false;
149    
150                        while ((offset < periodCount) && (!finished)) {
151                            if ((i - offset) >= 0) {
152                                TimeSeriesDataItem item = source.getDataItem(
153                                        i - offset);
154                                RegularTimePeriod p = item.getPeriod();
155                                Number v = item.getValue();
156                                long currentIndex = p.getSerialIndex();
157                                if (currentIndex > serialLimit) {
158                                    if (v != null) {
159                                        sum = sum + v.doubleValue();
160                                        n = n + 1;
161                                    }
162                                }
163                                else {
164                                    finished = true;
165                                }
166                            }
167                            offset = offset + 1;
168                        }
169                        if (n > 0) {
170                            result.add(period, sum / n);
171                        }
172                        else {
173                            result.add(period, null);
174                        }
175                    }
176    
177                }
178            }
179    
180            return result;
181    
182        }
183    
184        /**
185         * Creates a new {@link TimeSeries} containing moving average values for
186         * the given series, calculated by number of points (irrespective of the
187         * 'age' of those points).  If the series is empty (contains zero items),
188         * the result is an empty series.
189         * <p>
190         * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
191         *
192         * @param source  the source series.
193         * @param name  the name of the new series.
194         * @param pointCount  the number of POINTS used in the average calculation
195         *                    (not periods!)
196         *
197         * @return The moving average series.
198         */
199        public static TimeSeries createPointMovingAverage(TimeSeries source,
200                String name, int pointCount) {
201    
202            if (source == null) {
203                throw new IllegalArgumentException("Null 'source'.");
204            }
205    
206            if (pointCount < 2) {
207                throw new IllegalArgumentException("periodCount must be greater " +
208                        "than or equal to 2.");
209            }
210    
211            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
212            double rollingSumForPeriod = 0.0;
213            for (int i = 0; i < source.getItemCount(); i++) {
214                // get the current data item...
215                TimeSeriesDataItem current = source.getDataItem(i);
216                RegularTimePeriod period = current.getPeriod();
217                rollingSumForPeriod += current.getValue().doubleValue();
218    
219                if (i > pointCount - 1) {
220                    // remove the point i-periodCount out of the rolling sum.
221                    TimeSeriesDataItem startOfMovingAvg = source.getDataItem(
222                            i - pointCount);
223                    rollingSumForPeriod -= startOfMovingAvg.getValue()
224                            .doubleValue();
225                    result.add(period, rollingSumForPeriod / pointCount);
226                }
227                else if (i == pointCount - 1) {
228                    result.add(period, rollingSumForPeriod / pointCount);
229                }
230            }
231            return result;
232        }
233    
234        /**
235         * Creates a new {@link XYDataset} containing the moving averages of each
236         * series in the <code>source</code> dataset.
237         *
238         * @param source  the source dataset.
239         * @param suffix  the string to append to source series names to create
240         *                target series names.
241         * @param period  the averaging period.
242         * @param skip  the length of the initial skip period.
243         *
244         * @return The dataset.
245         */
246        public static XYDataset createMovingAverage(XYDataset source, String suffix,
247                long period, long skip) {
248    
249            return createMovingAverage(source, suffix, (double) period,
250                    (double) skip);
251    
252        }
253    
254    
255        /**
256         * Creates a new {@link XYDataset} containing the moving averages of each
257         * series in the <code>source</code> dataset.
258         *
259         * @param source  the source dataset.
260         * @param suffix  the string to append to source series names to create
261         *                target series names.
262         * @param period  the averaging period.
263         * @param skip  the length of the initial skip period.
264         *
265         * @return The dataset.
266         */
267        public static XYDataset createMovingAverage(XYDataset source,
268                String suffix, double period, double skip) {
269    
270            if (source == null) {
271                throw new IllegalArgumentException("Null source (XYDataset).");
272            }
273    
274            XYSeriesCollection result = new XYSeriesCollection();
275    
276            for (int i = 0; i < source.getSeriesCount(); i++) {
277                XYSeries s = createMovingAverage(source, i, source.getSeriesKey(i)
278                        + suffix, period, skip);
279                result.addSeries(s);
280            }
281    
282            return result;
283    
284        }
285    
286        /**
287         * Creates a new {@link XYSeries} containing the moving averages of one
288         * series in the <code>source</code> dataset.
289         *
290         * @param source  the source dataset.
291         * @param series  the series index (zero based).
292         * @param name  the name for the new series.
293         * @param period  the averaging period.
294         * @param skip  the length of the initial skip period.
295         *
296         * @return The dataset.
297         */
298        public static XYSeries createMovingAverage(XYDataset source,
299                int series, String name, double period, double skip) {
300    
301            if (source == null) {
302                throw new IllegalArgumentException("Null source (XYDataset).");
303            }
304            if (period < Double.MIN_VALUE) {
305                throw new IllegalArgumentException("period must be positive.");
306            }
307            if (skip < 0.0) {
308                throw new IllegalArgumentException("skip must be >= 0.0.");
309    
310            }
311    
312            XYSeries result = new XYSeries(name);
313    
314            if (source.getItemCount(series) > 0) {
315    
316                // if the initial averaging period is to be excluded, then
317                // calculate the lowest x-value to have an average calculated...
318                double first = source.getXValue(series, 0) + skip;
319    
320                for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
321    
322                    // get the current data item...
323                    double x = source.getXValue(series, i);
324    
325                    if (x >= first) {
326                        // work out the average for the earlier values...
327                        int n = 0;
328                        double sum = 0.0;
329                        double limit = x - period;
330                        int offset = 0;
331                        boolean finished = false;
332    
333                        while (!finished) {
334                            if ((i - offset) >= 0) {
335                                double xx = source.getXValue(series, i - offset);
336                                Number yy = source.getY(series, i - offset);
337                                if (xx > limit) {
338                                    if (yy != null) {
339                                        sum = sum + yy.doubleValue();
340                                        n = n + 1;
341                                    }
342                                }
343                                else {
344                                    finished = true;
345                                }
346                            }
347                            else {
348                                finished = true;
349                            }
350                            offset = offset + 1;
351                        }
352                        if (n > 0) {
353                            result.add(x, sum / n);
354                        }
355                        else {
356                            result.add(x, null);
357                        }
358                    }
359    
360                }
361            }
362    
363            return result;
364    
365        }
366    
367    }