FileDocCategorySizeDatePackage
ExponentialMovingAverage.javaAPI DocAzureus 3.0.3.42275Tue Mar 21 15:01:32 GMT 2006com.aelitis.azureus.core.util.average

ExponentialMovingAverage

public class ExponentialMovingAverage extends Object implements Average
Implements an exponential moving average.

(Omit source code)

Fields Summary
private final float
weight
private double
prevEMA
Constructors Summary
public ExponentialMovingAverage(int periods)
Create a new exponential moving average which smooths over the given number of periods.

      if (periods < 1) {
         System.out.println("ExponentialMovingAverage:: ERROR: bad periods: " + periods);
      }
      this.weight = 2 / (float)(1 + periods);
      this.prevEMA = 0;
public ExponentialMovingAverage(float weight)
Create a new exponential moving average, using the given smoothing rate weight.

      if ((weight < 0.0) || (weight > 1.0)) {
         System.out.println("ExponentialMovingAverage:: ERROR: bad weight: " + weight);
      }
      this.weight = weight;
      this.prevEMA = 0;
Methods Summary
public doublegetAverage()
Return average-so-far.

 return prevEMA;
public voidreset()

		 
	  this.prevEMA = 0;
public doubleupdate(double newValue)
Update average and return average-so-far.

      prevEMA = (weight * (newValue - prevEMA)) + prevEMA;
      return prevEMA;