Is there a function in java to get moving average

Question

I have a situation where I need to process 5000 samples from a device in every 0.5 sec.

Lets say the window size is 100, then there would be 50 points resulting from the moving average. I am trying with conventional method, i.e. with loops. But this is a very inefficient way to do it. Any suggestions ?

Answer 1

Check out the Apache Maths library. This has methods for doing precisely what you want. See DescriptiveStatistics and Mean for more info.

Answer 2

Here's one way.

public class Rolling {      private int size;     private double total = 0d;     private int index = 0;     private double samples[];      public Rolling(int size) {         this.size = size;         samples = new double[size];         for (int i = 0; i < size; i++) samples[i] = 0d;     }      public void add(double x) {         total -= samples[index];         samples[index] = x;         total += x;         if (++index == size) index = 0; // cheaper than modulus     }      public double getAverage() {         return total / size;     }    } 

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public class RollingTest extends TestCase {      private final static int SIZE = 5;     private static final double FULL_SUM = 12.5d;      private Rolling r;      public void setUp() {         r = new Rolling(SIZE);     }      public void testInitial() {         assertEquals(0d, r.getAverage());     }      public void testOne() {         r.add(3.5d);         assertEquals(3.5d / SIZE, r.getAverage());     }      public void testFillBuffer() {         fillBufferAndTest();     }      public void testForceOverWrite() {         fillBufferAndTest();          double newVal = SIZE + .5d;         r.add(newVal);         // get the 'full sum' from fillBufferAndTest(), add the value we just added,         // and subtract off the value we anticipate overwriting.         assertEquals((FULL_SUM + newVal - .5d) / SIZE, r.getAverage());     }      public void testManyValues() {         for (int i = 0; i < 1003; i++) r.add((double) i);         fillBufferAndTest();     }       private void fillBufferAndTest() {         // Don't write a zero value so we don't confuse an initialized         // buffer element with a data element.         for (int i = 0; i < SIZE; i++) r.add(i + .5d);         assertEquals(FULL_SUM / SIZE, r.getAverage());     } }