dcvn/moving-average

Calculate Moving Averages

v1.1.0 2023-07-14 23:13 UTC

Requires

• php: ^8.0

Requires (Dev)

• friendsofphp/php-cs-fixer: ^3.4
• phpstan/phpstan: ^1.0
• phpunit/phpunit: ^9

MIT

• Jeroen van der Sande

README

Moving Average

Calculate Moving Averages.

This package can help when you need moving averages in your PHP project.

For example, regular measurements of temperature or weight are not continuous; to have an idea of direction over time, a moving average is what you need.

To make numbers visual, I generated some example graphs for this doc.

You can also have a look at the tests for some usage examples.

Installation

Using composer: composer require dcvn/moving-average

Big or small data: Arrays and Generators

Statistics can have large data sets, and then Generators can help.

MovingAverage supports both Arrays and Generators for both input and output.

<?php
$array = $movingAverage->getCalculatedFromArray($sourceArray);

$generator = $movingAverage->generateFromArray($sourceArray);

$array = $movingAverage->getCalculatedFromGenerator($sourceGenerator);

$generator = $movingAverage->generateFromGenerator($sourceGenerator);

There are tests for all 4 variants. Use them to get started!

Average periods, delays, and weighted average.

The graphs below use this set of values:

<?php $values = [0, 2, 4, 6, 8, 4, 6, 8, 12, 10, 6, 8, 10, 14, 8, 10];

1. No average

Calculate the "average" over a period of 1, you will get the exact same set of values:

<?php
$movingAverage = new MovingAverage();
$movingAverage->setPeriod(1);

$data = $movingAverage->getCalculatedFromArray($values);

Result values are equal to input values, because of period=1.

2. Average over the last n values

Calculate average over the current value and 3 previous values.

<?php
$movingAverage = new MovingAverage();
$movingAverage->setPeriod(4);

3. Weighted average over the last n values

Calculate average over the current value and 3 previous values, with different importance. In the example, current value is least important (w=1), previous value most (w=5).

<?php
$movingAverage = new MovingAverage(MovingAverage::WEIGHTED_ARITHMETIC);
$movingAverage->setPeriod(4)
    ->setWeights([2, 3, 5, 1]);

4. Average over previous n, current, and next n values.

Calculate average over 5 values: previous 2, current, and next 2.

<?php
$movingAverage = new MovingAverage();
$movingAverage->setPeriod(5)
    ->setDelay(2);

5. Weighted average over previous n, current, and next n values.

Calculate average over 5 values: previous 2, current, and next 2, with different importance. In the example, the current value is most important (w=5), past less (4, 2), future least (3, 1).

<?php
$movingAverage = new MovingAverage(MovingAverage::WEIGHTED_ARITHMETIC);
$movingAverage->setPeriod(5)
    ->setDelay(2)
    ->setWeights([2, 4, 5, 3, 1]);

Graphs in this doc have been generated using JPGraph