eos.util
Class ExpSmoother

java.lang.Object
  eos.util.ExpSmoother

public class ExpSmoother
extends java.lang.Object

This exponentially smooths a time series The smoothed value y(t) at step t is y(t) = timeConstant*y(t-1) + (1 - timeConstant)*x(t), where x(t) is the new data point at step t

Constructor Summary

ExpSmoother(double timeConstant)
Create a new ExpSmoother with time constant timeConstant

Method Summary

double	initialize(double val) Initialize smoothed value to value in argument Note: not used right now
double	update(double val) Return updated smoothed value when val is new data point

Methods inherited from class java.lang.Object

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

Constructor Detail

ExpSmoother

public ExpSmoother(double timeConstant)

Create a new ExpSmoother with time constant timeConstant

Parameters:

timeConstant -

Method Detail

update

public double update(double val)

Return updated smoothed value when val is new data point

Parameters:

val -

Returns:

exponentially smoothed value of time series

initialize

public double initialize(double val)

Initialize smoothed value to value in argument Note: not used right now

Parameters:

val -

Returns:

initialized smoothed value of time series