Module: MoreMath::Sequence::MovingAverage

Included in:
MoreMath::Sequence
Defined in:
lib/more_math/sequence/moving_average.rb

Overview

Module containing moving average calculation methods

Provides simple moving average functionality for sequence analysis and time series data.

Instance Method Summary collapse

Instance Method Details

#simple_moving_average(n) ⇒ Array<Float> Also known as: moving_average

Note:

The result array will contain (elements.size - n + 1) elements

Note:

Each moving average is calculated as the arithmetic mean of n consecutive elements

Calculates a simple moving average for the sequence

A simple moving average is calculated by taking the arithmetic mean of a specified number of consecutive elements in the sequence.

Examples:

Basic usage

sequence = Sequence.new([1, 2, 3, 4, 5])
sequence.simple_moving_average(3) # => [2.0, 3.0, 4.0]

With alias usage

sequence = Sequence.new([1, 2, 3, 4, 5])
sequence.moving_average(2) # => [1.5, 2.5, 3.5, 4.5]

Parameters:

  • n (Integer) —

    The window size for the moving average (must be >= 1)

Returns:

  • (Array<Float>) —

    Array of moving averages, where each element is the mean of n consecutive elements from the original sequence

Raises:

  • (ArgumentError) —

    If n < 1 or n > number of elements in the sequence



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# File 'lib/more_math/sequence/moving_average.rb', line 29

def simple_moving_average(n)
  n < 1 and raise ArgumentError, 'n < 1, has to be >= 1'
  n <= @elements.size or raise ArgumentError,
    'n > #elements, has to be <= #elements'
  avg = []
  0.upto(@elements.size - n) do |i|
    sum = 0.0
    i.upto(i + n - 1) do |j|
      sum += @elements[j].to_f
    end
    avg << sum / n
  end
  avg
end