fact.filter

Class ExponentialSmoothing

java.lang.Object

fact.filter.ExponentialSmoothing

All Implemented Interfaces:

stream.Processor

public class ExponentialSmoothing
extends Object
implements stream.Processor

Calculates first Order exponential Smoothing Let y be the original Series and s be the smoothed one. s_0 = y_0 s_i = alpha*y_i + (1-alpha) * s_(i-1) see http://en.wikipedia.org/wiki/Exponential_smoothing

Author:

Kai Bruegge <kai.bruegge@tu-dortmund.de>

Field Summary

Fields

Modifier and Type	Field and Description
double	alpha
String	key
String	outputKey

Constructor Summary

Constructors

Constructor and Description
ExponentialSmoothing()

Method Summary

Modifier and Type	Method and Description
stream.Data	process(stream.Data item)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

alpha

@Parameter(required=true,
           description="This value changes the amount of smoothing that will take place. If alpha equals 1 the values remain unchanged.  See http://en.wikipedia.org/wiki/Exponential_smoothing",
           min=0.0,
           max=1.0,
           defaultValue="0.5")
public double alpha

key

@Parameter(required=true,
           description="The key to the double array to smooth")
public String key

outputKey

@Parameter(required=true,
           description="The outputKey to which the smoothed data will be written to the stream")
public String outputKey

Constructor Detail

ExponentialSmoothing

public ExponentialSmoothing()

Method Detail

process

public stream.Data process(stream.Data item)

Specified by:

process in interface stream.Processor