perl-Statistics-Descriptive / Statistics-Descriptive / lib / Statistics / Descriptive / Smoother / Weightedexponential.pm

package Statistics::Descriptive::Smoother::Weightedexponential;
use strict;
use warnings;

use Carp;
use base 'Statistics::Descriptive::Smoother';

our $VERSION = '3.0603';

sub _new {
    my ($class, $args) = @_;

    if (scalar @{$args->{data}} != scalar @{$args->{samples}}) {
        carp("Number of data values and samples need to be the same\n");
        return;
    }

    return bless $args || {}, $class;
}

# The name of the variables used in the code refers to the explanation in the pod
sub get_smoothed_data {
    my ($self) = @_;

    my (@smoothed_values, @Wts);
    # W(0) = N(0)
    push @Wts, @{$self->{samples}}[0];
    # S(0) = X(0)
    push @smoothed_values, @{$self->{data}}[0];
    my $C = $self->get_smoothing_coeff();

    foreach my $idx (1 .. ($self->{count} -1)) {
        my $Xt   = $self->{data}->[$idx];
        my $Nt   = $self->{samples}->[$idx];
        my $St_1 = $smoothed_values[-1];
        my $Wt_1 = $Wts[-1];
        
        push @Wts, $self->_get_Wt($Wt_1, $Nt); 

        my $coeff_a = $self->_get_coeff_A($Wt_1, $Nt);
        my $coeff_b = $self->_get_coeff_B($Wt_1, $Nt);
        
        my $smoothed_value = ( $St_1 * $coeff_a + $Xt * $coeff_b ) / ( $coeff_a + $coeff_b ); 
        push @smoothed_values, $smoothed_value;
    }
    return @smoothed_values;
}

sub _get_Wt {
    my ($self, $Wt_1, $Nt) = @_;
  
    my $C = $self->get_smoothing_coeff();
    my $coeff_a = $self->_get_coeff_A($Wt_1, $Nt);
    my $coeff_b = $self->_get_coeff_B($Wt_1, $Nt);;
 
    return (($Wt_1 * $coeff_a + $Nt * $coeff_b)/($coeff_a + $coeff_b));
}

sub _get_coeff_A { 
    my ($self, $Wt_1, $Nt) = @_;

    my $C = $self->get_smoothing_coeff();
    return $C * ( $Wt_1 / ($Wt_1 + $Nt) );
}

sub _get_coeff_B {
    my ($self, $Wt_1, $Nt) = @_;

    my $C = $self->get_smoothing_coeff();
    return (1 - $C) * ( $Nt / ($Nt + $Wt_1) );
}

1;

__END__

=head1 NAME

Statistics::Descriptive::Smoother::Weigthedexponential - Implement weighted
exponential smoothing

=head1 SYNOPSIS

  use Statistics::Descriptive::Smoother;
  my $smoother = Statistics::Descriptive::Smoother->instantiate({
           method   => 'weightedexponential',
           coeff    => 0.5,
           data     => [1, 2, 3, 4, 5],
           samples  => [110, 120, 130, 140, 150],
    });
  my @smoothed_data = $smoother->get_smoothed_data();

=head1 DESCRIPTION

This module implement the weighted exponential smoothing algorithm to smooth
the trend of a series of statistical data.

This algorithm can help to control large swings in the unsmoothed data that
arise from small samples for those data points.

The algorithm implements the following formula:

W(0) = N(0)

W(t) = ( W(t-1) * CoeffA + N(t) * CoeffB ) / (CoeffA + CoeffB)

CoeffA = C * ( W(t-1) / (W(t-1) + N(t) ) )

CoeffB = (1 - C) * ( N(t) * (W(t-1) + N(t)) )


S(t) = (S(t-1)*CoeffA + X(t)*CoeffB) / (CoeffA + CoeffB)

where:

=over 3

=item * t = index in the series

=item * S(t) = smoothed series value at position t

=item * C = smoothing coefficient. Value in the [0;1] range. C<0> means that the series is not smoothed at all,
while C<1> the series is universally equal to the initial unsmoothed value.

=item * X(t) = unsmoothed series value at position t

=back

=head1 METHODS

=over 5

=item $stats->get_smoothed_data();

Returns a copy of the smoothed data array.

=back

=head1 AUTHOR

Fabio Ponciroli

=head1 COPYRIGHT

Copyright(c) 2012 by Fabio Ponciroli.

=head1 LICENSE

This file is licensed under the MIT/X11 License:
http://www.opensource.org/licenses/mit-license.php.

Permission is hereby granted, free of charge, to any person obtaining a copy of
this software and associated documentation files (the "Software"), to deal in
the Software without restriction, including without limitation the rights to
use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
of the Software, and to permit persons to whom the Software is furnished to do
so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

=cut
Tip: Filter by directory path e.g. /media app.js to search for public/media/app.js.
Tip: Use camelCasing e.g. ProjME to search for ProjectModifiedEvent.java.
Tip: Filter by extension type e.g. /repo .js to search for all .js files in the /repo directory.
Tip: Separate your search with spaces e.g. /ssh pom.xml to search for src/ssh/pom.xml.
Tip: Use ↑ and ↓ arrow keys to navigate and return to view the file.
Tip: You can also navigate files with Ctrl+j (next) and Ctrl+k (previous) and view the file with Ctrl+o.
Tip: You can also navigate files with Alt+j (next) and Alt+k (previous) and view the file with Alt+o.