Package net.simplace.sim.components.util

Class SimpleMovingAverage

java.lang.Object

net.simplace.sim.model.FWSimComponent

net.simplace.sim.components.util.SimpleMovingAverage

All Implemented Interfaces:

net.simplace.sim.util.FWSimFieldContainer

public class SimpleMovingAverage
extends net.simplace.sim.model.FWSimComponent

Calculates simple moving average of a variable (non centered)

Averaging

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.

\[ Sum_k = \sum_{j=k- cDays + 1}^k idx_j \cdot iValue_j \]

\[ Average_k = \frac{Sum_k}{DaysInBuffer_k} \]

Missing data at begin or in between

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).

\[ StrictAverage_k = \begin{cases} Average_k & \text{if } DaysInBuffer_k = cDays \\ \text{null} & \text{else} \end{cases} \]

Notice: non centered

As the values from following days are not available, the moving average can be calculated only from the past and today's values.

Author:

Gunther Krauss, gk@uni-bonn.de

Component Variables

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

Nested Class Summary

Nested classes/interfaces inherited from class net.simplace.sim.model.FWSimComponent

net.simplace.sim.model.FWSimComponent.TEST_STATE

Field Summary

Fields inherited from class net.simplace.sim.model.FWSimComponent

iFieldMap, iFrequence, iInputMap, iJexlRule, iMasterComponentGroup, iName, iOrderNumber, isComponentGroup, iSimComponentElement, iSimModel, iVarMap

Constructor Summary

Constructors

Constructor	Description
SimpleMovingAverage()	Empty constructor used by class.forName()

Method Summary

Modifier and Type	Method	Description
protected net.simplace.sim.model.FWSimComponent	clone(net.simplace.sim.util.FWSimVarMap aVarMap)
HashMap<String,net.simplace.sim.util.FWSimVariable<?>>	createVariables()	Create the FWSimVariables as interface for this SimComponent
HashMap<String,net.simplace.sim.util.FWSimVariable<?>>	fillTestVariables(int aParamIndex, net.simplace.sim.model.FWSimComponent.TEST_STATE aDefineOrCheck)	called for single component test to check the components algorithm.
protected void	init()	Initializes the fields by getting input and output FWSimVariables from VarMap
protected void	process()	Process the algorithm and write the results back to VarMap

Methods inherited from class net.simplace.sim.model.FWSimComponent

addVariable, bind, checkCondition, createSimComponent, createSimComponent, createSimComponent, createSimComponent, doProcess, getConstantVariables, getContentType, getCreateFormXML, getDescription, getEditFormXML, getFieldMap, getFrequence, getFrequenceRuleScript, getInputs, getInputVariables, getMasterComponentGroup, getName, getOrderNumber, getOutputVariables, getVariable, getVariableField, getVarMap, initialize, isConditionCheck, isVariableAvailable, performLinks, performLinks, readInputs, removeVariable, reset, runComponentTest, setVariablesDefault, toComponentLinkingXML, toDocXML, toGroupXML, toOutputDefinitionXML, toResourcesDataXML, toResourcesDefinitionXML, toString, toXML, writeVarInfos

Methods inherited from class java.lang.Object

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

Constructor Details

SimpleMovingAverage

public SimpleMovingAverage()

Empty constructor used by class.forName()

Method Details

createVariables

public HashMap<String,net.simplace.sim.util.FWSimVariable<?>> createVariables()

Create the FWSimVariables as interface for this SimComponent

Specified by:

createVariables in interface net.simplace.sim.util.FWSimFieldContainer

Specified by:

createVariables in class net.simplace.sim.model.FWSimComponent

See Also:

• FWSimComponent.createVariables()

init

protected void init()

Initializes the fields by getting input and output FWSimVariables from VarMap

Specified by:

init in class net.simplace.sim.model.FWSimComponent

See Also:

• FWSimComponent.init()

process

protected void process()

Process the algorithm and write the results back to VarMap

Specified by:

process in class net.simplace.sim.model.FWSimComponent

See Also:

• FWSimComponent.process()

fillTestVariables

public HashMap<String,net.simplace.sim.util.FWSimVariable<?>> fillTestVariables(int aParamIndex,
 net.simplace.sim.model.FWSimComponent.TEST_STATE aDefineOrCheck)

called for single component test to check the components algorithm.

Specified by:

fillTestVariables in class net.simplace.sim.model.FWSimComponent

See Also:

• net.simplace.sim.util.FWSimFieldContainer#fillTestVariables(int aParamIndex, TEST_STATE aDefineOrCheck)

clone

protected net.simplace.sim.model.FWSimComponent clone(net.simplace.sim.util.FWSimVarMap aVarMap)

Specified by:

clone in class net.simplace.sim.model.FWSimComponent

See Also:

• FWSimComponent.clone(net.simplace.sim.util.FWSimVarMap)