finding the nth value

[=?Utf-8?B?YjF1Y2VyZWU=?=]

Hi, still very new to programming but am a little stumped by how to do this
idea i have.

I need to make a moving average which takes every nth value in a data series
to build a running total which can then be divided by the length of the
moving average. The data series will be gaining a new value every x amount of
time t so the average has to be made from the last added value. And i also
need a way to use this same moving average but from different start point ie
t-1, t-2 etc What is the best way to do this?

Any help would be greatly appreciated.

[Martin CLAVREUIL]

Re: finding the nth value

Hi,

Try this:

------- CODE TO PASTE IN VS ------
public class AvgSerie
{
List<int_InnerD ata = new List<int>();

/// <summary>
/// Appends a new value to the serie
/// </summary>
/// <param name="value">ne w value</param>
public void AddValue(int value)
{
_InnerData.Add( value);
}

/// <summary>
/// gets the last n-sized average
/// </summary>
/// <param name="length">n-size value</param>
/// <returns></returns>
public int GetLastMovingAv erage(int length)
{
return GetMovingAVG(_I nnerData.Count - length, length);
}

/// <summary>
/// Retrieve a moving average
/// </summary>
/// <param name="startinde x">0 based index of the first measure
to use</param>
/// <param name="length">N umber of measures to use</param>
/// <returns></returns>
public int GetMovingAVG(in t startindex, int length)
{
int response = 0;
int stopindex = startindex + length-1;
if (stopindex <= _InnerData.Coun t)
{
for (int i = startindex; i <= stopindex; i++)
{
response += _InnerData[i];
}
response /= length;
}
else
{
throw new Exception("The index provided exceeds the
size of the serie");
}
return response;
}
}

------- END OF CODE TO PASTE IN VS ------

b1uceree wrote:

Hi, still very new to programming but am a little stumped by how to do this
idea i have.
>
I need to make a moving average which takes every nth value in a data series
to build a running total which can then be divided by the length of the
moving average. The data series will be gaining a new value every x amount of
time t so the average has to be made from the last added value. And i also
need a way to use this same moving average but from different start point ie
t-1, t-2 etc What is the best way to do this?
>
Any help would be greatly appreciated.

[Peter Duniho]

Re: finding the nth value

b1uceree wrote:

Hi, still very new to programming but am a little stumped by how to do this
idea i have.
>
I need to make a moving average which takes every nth value in a data series
to build a running total which can then be divided by the length of the
moving average. The data series will be gaining a new value every x amount of
time t so the average has to be made from the last added value.

If you want the moving average to be exactly the average of the last N
samples, you need to save N samples, dropping one off the end when you
add a new one to the beginning.

For example:

const int kcvalueMoving = 20;
double valueTotal = 0;
Queue<doubleval uesPrevious = new Queue<double>(k cvalueMoving);

double MovingAverage(d ouble valueNew)
{
if (valuesPrevious .Count == kcvalueMoving)
{
valueTotal -= valuesPrevious. Dequeue();
}

valueTotal += valueNew;
valuesPrevious. Enqueue(valueNe w);

return valuesTotal / valuesPrevious. Count;
}

If you don't want to keep track of all the previous values, you can just
keep the sum, adding a weighted value to it with each iteration. As
each iteration weights the previous sum at less than 100%, trailing
values will become less and less significant. However, it's not exactly
a moving average and you'll have to watch out for the divisor (count of
samples) eventually reaching the maximum the variable can contain.

IMHO, if you want a true moving average, the code above is probably want
you want.

And i also
need a way to use this same moving average but from different start point ie
t-1, t-2 etc What is the best way to do this?

I'm not exactly clear on this part of your requirement. If you have to
be able to arbitrarily pick any point in the sequence of data and return
a moving average based on that sequence, you will have to save _all_ of
the samples in the sequence of data, and then simply perform a regular
average of the previous N elements for a given position within the sequence.

If you have this requirement and the number of samples for a given
moving average is relatively small (less than a hundred or so, for
example), then you may not want to bother with the implementation I
included above. It's slower to recalculate the average from scratch
each time, but if you have to do that anyway in some cases, you might as
well keep the code simple and just have a single implementation that
works for both scenarios.

If you have a known subset of "different start points", then you could
just cache the result of the primary moving average calculation. For
example, if you always only want to allow access to the last M averages,
you could keep a list of length M. There are a number of ways you could
implement this while allowing both easy adding of new averages and
removal of old ones, while still having access to all of the averages:
* You could use an actual LinkedList and enumerate when you need a
specific entry,
* You could use the Queue class and use the ToArray() to get at a
specific entry within the Queue, or
* You could use a different queue implementation (Jon Skeet has a
RandomAccessQue ue that would serve this purpose nicely, in his MiscUtil
library: http://www.yoda.arachsys.com/csharp/miscutil/)

If you mean something different, then perhaps you could clarify.

Pete

[=?Utf-8?B?RmFtaWx5IFRyZWUgTWlrZQ==?=]

RE: finding the nth value

Both Martin and Peter have provide answers so that you get the average of the
last N entries in your list, which can be added to as data comes into the
list. It appeared to me that you were asking a slightly different question,
which was that the list grows, but to step through the list as the index
increases by N. For example, if the list is size 10, and N = 2, you want the
average of list [0, 2, 4, 6, 8]. If this is what you want, then your average
routine would be something like this:

public double RunningAverage( List<doubleAllD ata, int StartIndex, int
StepSize)
{
int DataPoints = 0;
double Sum = 0.0;

for(int Index = StartIndex; Index < AllData.Count; Index += StepSize)
{
Sum += AllData[Index];
++DataPoints;
}

if (DataPoints == 0) return 0;
return (Sum / (double) DataPoints);
}

"b1uceree" wrote:

Hi, still very new to programming but am a little stumped by how to do this
idea i have.
>
I need to make a moving average which takes every nth value in a data series
to build a running total which can then be divided by the length of the
moving average. The data series will be gaining a new value every x amount of
time t so the average has to be made from the last added value. And i also
need a way to use this same moving average but from different start point ie
t-1, t-2 etc What is the best way to do this?
>
Any help would be greatly appreciated.

[=?Utf-8?B?YjF1Y2VyZWU=?=]

RE: finding the nth value

Thanks Mike, Martin and Peter,

You have all given me good ideas to structure the code and you are correct
Peter in pointing out that it is in effect a picking 0,2,4,6,8 at time t and
1, 3, 5, 7, 9 at t+1 but what i didnt explain correctly is that there will be
first a simple moving average then i will be taking a moving averages using
the step through approach. These basically the first two steps that you need
to take in creating a time adjusted or seasonal moving average.

"Family Tree Mike" wrote:

Both Martin and Peter have provide answers so that you get the average of the
last N entries in your list, which can be added to as data comes into the
list. It appeared to me that you were asking a slightly different question,
which was that the list grows, but to step through the list as the index
increases by N. For example, if the list is size 10, and N = 2, you want the
average of list [0, 2, 4, 6, 8]. If this is what you want, then your average
routine would be something like this:
>
public double RunningAverage( List<doubleAllD ata, int StartIndex, int
StepSize)
{
int DataPoints = 0;
double Sum = 0.0;
>
for(int Index = StartIndex; Index < AllData.Count; Index += StepSize)
{
Sum += AllData[Index];
++DataPoints;
}
>
if (DataPoints == 0) return 0;
return (Sum / (double) DataPoints);
}
>
"b1uceree" wrote:
>

Hi, still very new to programming but am a little stumped by how to do this
idea i have.

I need to make a moving average which takes every nth value in a data series
to build a running total which can then be divided by the length of the
moving average. The data series will be gaining a new value every x amount of
time t so the average has to be made from the last added value. And i also
need a way to use this same moving average but from different start point ie
t-1, t-2 etc What is the best way to do this?

Any help would be greatly appreciated.