Smoothing Methods

class pycast.methods.simplemovingaverage.SimpleMovingAverage(windowsize=5)

Bases: pycast.methods.basemethod.BaseMethod

Implements the simple moving average.

The SMA algorithm will calculate the average value at time t based on the datapoints between [t - floor(windowsize / 2), t + floor(windowsize / 2)].

Explanation:

http://en.wikipedia.org/wiki/Moving_average

__init__(windowsize=5)

Initializes the SimpleMovingAverage.

Parameters:windowsize (integer) – Size of the SimpleMovingAverages window. Raise:Raises a ValueError if windowsize is an even or not larger than zero.

_get_parameter_intervals()

Returns the intervals for the methods parameter.

Only parameters with defined intervals can be used for optimization!

Returns:Returns a dictionary containing the parameter intervals, using the parameter name as key, while the value hast the following format: [minValue, maxValue, minIntervalClosed, maxIntervalClosed]

• minValue

  Minimal value for the parameter

• maxValue

  Maximal value for the parameter

• minIntervalClosed

  True, if minValue represents a valid value for the parameter. False otherwise.

• maxIntervalClosed:

  True, if maxValue represents a valid value for the parameter. False otherwise.

Return type:dictionary

execute(timeSeries)

Creates a new TimeSeries containing the SMA values for the predefined windowsize.

Parameters:timeSeries (TimeSeries) – The TimeSeries used to calculate the simple moving average values. Returns:TimeSeries object containing the smooth moving average. Return type:TimeSeries Raise:Raises a ValueError wif the defined windowsize is larger than the number of elements in timeSeries Note:This implementation aims to support independent for loop execution.