Start | Index | Overview • PREV | UP | NEXT Calculates the simple moving average by taking the sum of the last cDays values of the variable iValue and dividing by the number of days with available data during the averaging window.
Missing values are null - notice: null is not 0.0! \(idx_j\) indicates if a value on simulation day \(j\) is available (i.e. non-null).
\[ idx_j = \begin{cases} 1 & \text{if } iValue_j \neq \text{null} \\ 0 & \text{else} \end{cases} \]
If \(k\) is the actual simulation day, then \(DaysInBuffer_k\) counts how many values where available the last cDays.
\[ DaysInBuffer_k = \sum_{j=k- cDays + 1}^k idx_j \]
The values are summed up, where null values are treated as 0.0.
\[ Sum_k = \sum_{j=k- cDays + 1}^k idx_j \cdot iValue_j \]
\[ Average_k = \frac{Sum_k}{DaysInBuffer_k} \]
At simulation start the values from pre-startdate are missing. There could also occur missing values in between. Missing values contribute as 0 to the Sum and are ignored for the Average, by summing only available values and dividing by available days. If there is no data at all in the actual window, the average is set to 0.
The variable StrictAverage gives only the average, if there is data for all days in the window. Otherwise the value is null. (Notice: null is not 0.0! Depending where the output is used, this can cause NullPointerExceptions).
\[ StrictAverage_k = \begin{cases} Average_k & \text{if } DaysInBuffer_k = cDays \\ \text{null} & \text{else} \end{cases} \]
As the values from following days are not available, the moving average can be calculated only from the past and today's values.
| Content Type | Name | Description | Data Type | Unit | Min Value | Max Value | Default Value |
|---|---|---|---|---|---|---|---|
| constant | cDays | window size in days (average taken over last cDays days, including today) | INT | - | - | 1 | |
| input | iValue | daily values to be averaged | DOUBLE | - | - | - | |
| out | ActualValueBuffer | buffered values of last cDays - first in / first out | DOUBLEARRAY | - | - | - | |
| out | Average | average of the non-missing (non-null) values, i.e. Sum/DaysInBuffer | DOUBLE | - | - | 0.0 | |
| out | DaysInBuffer | number of values that are used for averaging, possibly smaller than cDays when null values occur or at begin | INT | - | - | 0 | |
| out | StrictAverage | average, if no data missing. null otherwise | DOUBLE | - | - | - | |
| out | Sum | sum of the past values (use 0.0 for missing/null values) | DOUBLE | - | - | 0.0 | |
| out | TotalDays | count of total simulated days | INT | - | - | 0 |