001    /* ===========================================================
002     * JFreeChart : a free chart library for the Java(tm) platform
003     * ===========================================================
004     *
005     * (C) Copyright 2000-2011, 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     * [Oracle and Java are registered trademarks of Oracle and/or its affiliates. 
025     * Other names may be trademarks of their respective owners.]
026     *
027     * ------------------
028     * MovingAverage.java
029     * ------------------
030     * (C) Copyright 2003-2009, 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     * 09-Jun-2009 : Tidied up some calls to TimeSeries (DG);
047     *
048     */
049    
050    package org.jfree.data.time;
051    
052    import org.jfree.data.xy.XYDataset;
053    import org.jfree.data.xy.XYSeries;
054    import org.jfree.data.xy.XYSeriesCollection;
055    
056    /**
057     * A utility class for calculating moving averages of time series data.
058     */
059    public class MovingAverage {
060    
061        /**
062         * Creates a new {@link TimeSeriesCollection} containing a moving average
063         * series for each series in the source collection.
064         *
065         * @param source  the source collection.
066         * @param suffix  the suffix added to each source series name to create the
067         *                corresponding moving average series name.
068         * @param periodCount  the number of periods in the moving average
069         *                     calculation.
070         * @param skip  the number of initial periods to skip.
071         *
072         * @return A collection of moving average time series.
073         */
074        public static TimeSeriesCollection createMovingAverage(
075                TimeSeriesCollection source, String suffix, int periodCount,
076                int skip) {
077    
078            if (source == null) {
079                throw new IllegalArgumentException("Null 'source' argument.");
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            for (int i = 0; i < source.getSeriesCount(); i++) {
088                TimeSeries sourceSeries = source.getSeries(i);
089                TimeSeries maSeries = createMovingAverage(sourceSeries,
090                        sourceSeries.getKey() + suffix, periodCount, skip);
091                result.addSeries(maSeries);
092            }
093            return result;
094    
095        }
096    
097        /**
098         * Creates a new {@link TimeSeries} containing moving average values for
099         * the given series.  If the series is empty (contains zero items), the
100         * result is an empty series.
101         *
102         * @param source  the source series.
103         * @param name  the name of the new series.
104         * @param periodCount  the number of periods used in the average
105         *                     calculation.
106         * @param skip  the number of initial periods to skip.
107         *
108         * @return The moving average series.
109         */
110        public static TimeSeries createMovingAverage(TimeSeries source,
111                String name, int periodCount, int skip) {
112    
113            if (source == null) {
114                throw new IllegalArgumentException("Null source.");
115            }
116            if (periodCount < 1) {
117                throw new IllegalArgumentException("periodCount must be greater " 
118                        + "than or equal to 1.");
119    
120            }
121    
122            TimeSeries result = new TimeSeries(name);
123    
124            if (source.getItemCount() > 0) {
125    
126                // if the initial averaging period is to be excluded, then
127                // calculate the index of the
128                // first data item to have an average calculated...
129                long firstSerial = source.getTimePeriod(0).getSerialIndex() + skip;
130    
131                for (int i = source.getItemCount() - 1; i >= 0; i--) {
132    
133                    // get the current data item...
134                    RegularTimePeriod period = source.getTimePeriod(i);
135                    long serial = period.getSerialIndex();
136    
137                    if (serial >= firstSerial) {
138                        // work out the average for the earlier values...
139                        int n = 0;
140                        double sum = 0.0;
141                        long serialLimit = period.getSerialIndex() - periodCount;
142                        int offset = 0;
143                        boolean finished = false;
144    
145                        while ((offset < periodCount) && (!finished)) {
146                            if ((i - offset) >= 0) {
147                                TimeSeriesDataItem item = source.getRawDataItem(
148                                        i - offset);
149                                RegularTimePeriod p = item.getPeriod();
150                                Number v = item.getValue();
151                                long currentIndex = p.getSerialIndex();
152                                if (currentIndex > serialLimit) {
153                                    if (v != null) {
154                                        sum = sum + v.doubleValue();
155                                        n = n + 1;
156                                    }
157                                }
158                                else {
159                                    finished = true;
160                                }
161                            }
162                            offset = offset + 1;
163                        }
164                        if (n > 0) {
165                            result.add(period, sum / n);
166                        }
167                        else {
168                            result.add(period, null);
169                        }
170                    }
171    
172                }
173            }
174    
175            return result;
176    
177        }
178    
179        /**
180         * Creates a new {@link TimeSeries} containing moving average values for
181         * the given series, calculated by number of points (irrespective of the
182         * 'age' of those points).  If the series is empty (contains zero items),
183         * the result is an empty series.
184         * <p>
185         * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
186         *
187         * @param source  the source series.
188         * @param name  the name of the new series.
189         * @param pointCount  the number of POINTS used in the average calculation
190         *                    (not periods!)
191         *
192         * @return The moving average series.
193         */
194        public static TimeSeries createPointMovingAverage(TimeSeries source,
195                String name, int pointCount) {
196    
197            if (source == null) {
198                throw new IllegalArgumentException("Null 'source'.");
199            }
200            if (pointCount < 2) {
201                throw new IllegalArgumentException("periodCount must be greater " 
202                        + "than or equal to 2.");
203            }
204    
205            TimeSeries result = new TimeSeries(name);
206            double rollingSumForPeriod = 0.0;
207            for (int i = 0; i < source.getItemCount(); i++) {
208                // get the current data item...
209                TimeSeriesDataItem current = source.getRawDataItem(i);
210                RegularTimePeriod period = current.getPeriod();
211                // FIXME: what if value is null on next line?
212                rollingSumForPeriod += current.getValue().doubleValue();
213    
214                if (i > pointCount - 1) {
215                    // remove the point i-periodCount out of the rolling sum.
216                    TimeSeriesDataItem startOfMovingAvg = source.getRawDataItem(
217                            i - pointCount);
218                    rollingSumForPeriod -= startOfMovingAvg.getValue()
219                            .doubleValue();
220                    result.add(period, rollingSumForPeriod / pointCount);
221                }
222                else if (i == pointCount - 1) {
223                    result.add(period, rollingSumForPeriod / pointCount);
224                }
225            }
226            return result;
227        }
228    
229        /**
230         * Creates a new {@link XYDataset} containing the moving averages of each
231         * series in the <code>source</code> dataset.
232         *
233         * @param source  the source dataset.
234         * @param suffix  the string to append to source series names to create
235         *                target series names.
236         * @param period  the averaging period.
237         * @param skip  the length of the initial skip period.
238         *
239         * @return The dataset.
240         */
241        public static XYDataset createMovingAverage(XYDataset source, String suffix,
242                long period, long skip) {
243    
244            return createMovingAverage(source, suffix, (double) period,
245                    (double) skip);
246    
247        }
248    
249    
250        /**
251         * Creates a new {@link XYDataset} containing the moving averages of each
252         * series in the <code>source</code> dataset.
253         *
254         * @param source  the source dataset.
255         * @param suffix  the string to append to source series names to create
256         *                target series names.
257         * @param period  the averaging period.
258         * @param skip  the length of the initial skip period.
259         *
260         * @return The dataset.
261         */
262        public static XYDataset createMovingAverage(XYDataset source,
263                String suffix, double period, double skip) {
264    
265            if (source == null) {
266                throw new IllegalArgumentException("Null source (XYDataset).");
267            }
268    
269            XYSeriesCollection result = new XYSeriesCollection();
270    
271            for (int i = 0; i < source.getSeriesCount(); i++) {
272                XYSeries s = createMovingAverage(source, i, source.getSeriesKey(i)
273                        + suffix, period, skip);
274                result.addSeries(s);
275            }
276    
277            return result;
278    
279        }
280    
281        /**
282         * Creates a new {@link XYSeries} containing the moving averages of one
283         * series in the <code>source</code> dataset.
284         *
285         * @param source  the source dataset.
286         * @param series  the series index (zero based).
287         * @param name  the name for the new series.
288         * @param period  the averaging period.
289         * @param skip  the length of the initial skip period.
290         *
291         * @return The dataset.
292         */
293        public static XYSeries createMovingAverage(XYDataset source,
294                int series, String name, double period, double skip) {
295    
296            if (source == null) {
297                throw new IllegalArgumentException("Null source (XYDataset).");
298            }
299            if (period < Double.MIN_VALUE) {
300                throw new IllegalArgumentException("period must be positive.");
301            }
302            if (skip < 0.0) {
303                throw new IllegalArgumentException("skip must be >= 0.0.");
304            }
305    
306            XYSeries result = new XYSeries(name);
307    
308            if (source.getItemCount(series) > 0) {
309    
310                // if the initial averaging period is to be excluded, then
311                // calculate the lowest x-value to have an average calculated...
312                double first = source.getXValue(series, 0) + skip;
313    
314                for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
315    
316                    // get the current data item...
317                    double x = source.getXValue(series, i);
318    
319                    if (x >= first) {
320                        // work out the average for the earlier values...
321                        int n = 0;
322                        double sum = 0.0;
323                        double limit = x - period;
324                        int offset = 0;
325                        boolean finished = false;
326    
327                        while (!finished) {
328                            if ((i - offset) >= 0) {
329                                double xx = source.getXValue(series, i - offset);
330                                Number yy = source.getY(series, i - offset);
331                                if (xx > limit) {
332                                    if (yy != null) {
333                                        sum = sum + yy.doubleValue();
334                                        n = n + 1;
335                                    }
336                                }
337                                else {
338                                    finished = true;
339                                }
340                            }
341                            else {
342                                finished = true;
343                            }
344                            offset = offset + 1;
345                        }
346                        if (n > 0) {
347                            result.add(x, sum / n);
348                        }
349                        else {
350                            result.add(x, null);
351                        }
352                    }
353    
354                }
355            }
356    
357            return result;
358    
359        }
360    
361    }