001    /* ===========================================================
002     * JFreeChart : a free chart library for the Java(tm) platform
003     * ===========================================================
004     *
005     * (C) Copyright 2000-2007, 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 2003-2007, 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            // check arguments
078            if (source == null) {
079                throw new IllegalArgumentException(
080                    "MovingAverage.createMovingAverage() : null source."
081                );
082            }
083    
084            if (periodCount < 1) {
085                throw new IllegalArgumentException(
086                    "periodCount must be greater than or equal to 1."
087                );
088            }
089    
090            TimeSeriesCollection result = new TimeSeriesCollection();
091            
092            for (int i = 0; i < source.getSeriesCount(); i++) {
093                TimeSeries sourceSeries = source.getSeries(i);
094                TimeSeries maSeries = createMovingAverage(
095                    sourceSeries, sourceSeries.getKey() + suffix, periodCount, skip
096                );
097                result.addSeries(maSeries);       
098            }
099            
100            return result;
101            
102        }
103        
104        /**
105         * Creates a new {@link TimeSeries} containing moving average values for 
106         * the given series.  If the series is empty (contains zero items), the 
107         * result is an empty series.
108         *
109         * @param source  the source series.
110         * @param name  the name of the new series.
111         * @param periodCount  the number of periods used in the average 
112         *                     calculation.
113         * @param skip  the number of initial periods to skip.
114         *
115         * @return The moving average series.
116         */
117        public static TimeSeries createMovingAverage(TimeSeries source,
118                                                     String name,
119                                                     int periodCount,
120                                                     int skip) {
121    
122            // check arguments
123            if (source == null) {
124                throw new IllegalArgumentException("Null source.");
125            }
126    
127            if (periodCount < 1) {
128                throw new IllegalArgumentException(
129                    "periodCount must be greater than or equal to 1."
130                );
131    
132            }
133    
134            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
135    
136            if (source.getItemCount() > 0) {
137    
138                // if the initial averaging period is to be excluded, then 
139                // calculate the index of the
140                // first data item to have an average calculated...
141                long firstSerial 
142                    = source.getDataItem(0).getPeriod().getSerialIndex() + skip;
143    
144                for (int i = source.getItemCount() - 1; i >= 0; i--) {
145    
146                    // get the current data item...
147                    TimeSeriesDataItem current = source.getDataItem(i);
148                    RegularTimePeriod period = current.getPeriod();
149                    long serial = period.getSerialIndex();
150    
151                    if (serial >= firstSerial) {
152                        // work out the average for the earlier values...
153                        int n = 0;
154                        double sum = 0.0;
155                        long serialLimit = period.getSerialIndex() - periodCount;
156                        int offset = 0;
157                        boolean finished = false;
158    
159                        while ((offset < periodCount) && (!finished)) {
160                            if ((i - offset) >= 0) {
161                                TimeSeriesDataItem item 
162                                    = source.getDataItem(i - offset);
163                                RegularTimePeriod p = item.getPeriod();
164                                Number v = item.getValue();
165                                long currentIndex = p.getSerialIndex();
166                                if (currentIndex > serialLimit) {
167                                    if (v != null) {
168                                        sum = sum + v.doubleValue();
169                                        n = n + 1;
170                                    }
171                                }
172                                else {
173                                    finished = true;
174                                }
175                            }
176                            offset = offset + 1;
177                        }
178                        if (n > 0) {
179                            result.add(period, sum / n);
180                        }
181                        else {
182                            result.add(period, null);
183                        }
184                    }
185    
186                }
187            }
188    
189            return result;
190    
191        }
192    
193        /**
194         * Creates a new {@link TimeSeries} containing moving average values for 
195         * the given series, calculated by number of points (irrespective of the 
196         * 'age' of those points).  If the series is empty (contains zero items), 
197         * the result is an empty series.
198         * <p>
199         * Developed by Benoit Xhenseval (www.ObjectLab.co.uk).
200         *
201         * @param source  the source series.
202         * @param name  the name of the new series.
203         * @param pointCount  the number of POINTS used in the average calculation 
204         *                    (not periods!)
205         *
206         * @return The moving average series.
207         */
208        public static TimeSeries createPointMovingAverage(TimeSeries source,
209                                                          String name, 
210                                                          int pointCount) {
211    
212            // check arguments
213            if (source == null) {
214                throw new IllegalArgumentException("Null 'source'.");
215            }
216    
217            if (pointCount < 2) {
218                throw new IllegalArgumentException(
219                    "periodCount must be greater than or equal to 2."
220                );
221            }
222    
223            TimeSeries result = new TimeSeries(name, source.getTimePeriodClass());
224            double rollingSumForPeriod = 0.0;
225            for (int i = 0; i < source.getItemCount(); i++) {
226                // get the current data item...
227                TimeSeriesDataItem current = source.getDataItem(i);
228                RegularTimePeriod period = current.getPeriod();
229                rollingSumForPeriod += current.getValue().doubleValue();
230    
231                if (i > pointCount - 1) {
232                    // remove the point i-periodCount out of the rolling sum.
233                    TimeSeriesDataItem startOfMovingAvg 
234                        = source.getDataItem(i - pointCount);
235                    rollingSumForPeriod 
236                        -= startOfMovingAvg.getValue().doubleValue();
237                    result.add(period, rollingSumForPeriod / pointCount);
238                }
239                else if (i == pointCount - 1) {
240                    result.add(period, rollingSumForPeriod / pointCount);
241                }
242            }
243            return result;
244        }
245    
246        /**
247         * Creates a new {@link XYDataset} containing the moving averages of each 
248         * series in the <code>source</code> dataset.
249         *
250         * @param source  the source dataset.
251         * @param suffix  the string to append to source series names to create 
252         *                target series names.
253         * @param period  the averaging period.
254         * @param skip  the length of the initial skip period.
255         *
256         * @return The dataset.
257         */
258        public static XYDataset createMovingAverage(XYDataset source, String suffix,
259                                                    long period, final long skip) {
260    
261            return createMovingAverage(
262                source, suffix, (double) period, (double) skip
263            );
264            
265        }
266    
267    
268        /**
269         * Creates a new {@link XYDataset} containing the moving averages of each 
270         * series in the <code>source</code> dataset.
271         *
272         * @param source  the source dataset.
273         * @param suffix  the string to append to source series names to create 
274         *                target series names.
275         * @param period  the averaging period.
276         * @param skip  the length of the initial skip period.
277         *
278         * @return The dataset.
279         */
280        public static XYDataset createMovingAverage(XYDataset source, String suffix,
281                                                    double period, double skip) {
282    
283            // check arguments
284            if (source == null) {
285                throw new IllegalArgumentException("Null source (XYDataset).");
286            }
287            
288            XYSeriesCollection result = new XYSeriesCollection();
289    
290            for (int i = 0; i < source.getSeriesCount(); i++) {
291                XYSeries s = createMovingAverage(
292                    source, i, source.getSeriesKey(i) + suffix, period, skip
293                );
294                result.addSeries(s);
295            }
296    
297            return result;
298    
299        }
300    
301        /**
302         * Creates a new {@link XYSeries} containing the moving averages of one 
303         * series in the <code>source</code> dataset.
304         *
305         * @param source  the source dataset.
306         * @param series  the series index (zero based).
307         * @param name  the name for the new series.
308         * @param period  the averaging period.
309         * @param skip  the length of the initial skip period.
310         *
311         * @return The dataset.
312         */
313        public static XYSeries createMovingAverage(XYDataset source, 
314                                                   int series, String name,
315                                                   double period, double skip) {
316    
317                                                   
318            // check arguments
319            if (source == null) {
320                throw new IllegalArgumentException("Null source (XYDataset).");
321            }
322    
323            if (period < Double.MIN_VALUE) {
324                throw new IllegalArgumentException("period must be positive.");
325    
326            }
327    
328            if (skip < 0.0) {
329                throw new IllegalArgumentException("skip must be >= 0.0.");
330    
331            }
332    
333            XYSeries result = new XYSeries(name);
334    
335            if (source.getItemCount(series) > 0) {
336    
337                // if the initial averaging period is to be excluded, then 
338                // calculate the lowest x-value to have an average calculated...
339                double first = source.getXValue(series, 0) + skip;
340    
341                for (int i = source.getItemCount(series) - 1; i >= 0; i--) {
342    
343                    // get the current data item...
344                    double x = source.getXValue(series, i);
345    
346                    if (x >= first) {
347                        // work out the average for the earlier values...
348                        int n = 0;
349                        double sum = 0.0;
350                        double limit = x - period;
351                        int offset = 0;
352                        boolean finished = false;
353    
354                        while (!finished) {
355                            if ((i - offset) >= 0) {
356                                double xx = source.getXValue(series, i - offset);
357                                Number yy = source.getY(series, i - offset);
358                                if (xx > limit) {
359                                    if (yy != null) {
360                                        sum = sum + yy.doubleValue();
361                                        n = n + 1;
362                                    }
363                                }
364                                else {
365                                    finished = true;
366                                }
367                            }
368                            else {
369                                finished = true;
370                            }
371                            offset = offset + 1;
372                        }
373                        if (n > 0) {
374                            result.add(x, sum / n);
375                        }
376                        else {
377                            result.add(x, null);
378                        }
379                    }
380    
381                }
382            }
383    
384            return result;
385    
386        }
387    
388    }