olb::util::ExponentialMovingAverage< T, S > Class Template Reference

Exponential moving average. More...

#include <benchmarkUtil.h>

Inheritance diagram for olb::util::ExponentialMovingAverage< T, S >:

Collaboration diagram for olb::util::ExponentialMovingAverage< T, S >:

Public Member Functions
	ExponentialMovingAverage (const std::function< T(int)> smoothingFactorFunction=[](int i) -> T { return 2./(1+i);})
	(constructor)
void	takeValue (const T val)
	compute next EMA with given value
void	resetNoOfEntries ()
	reset number of entries
bool	operator() (T output[], const S x[]) override
	has to be implemented for 'every' derived class
Public Member Functions inherited from olb::AnalyticalF< 1, T, S >
AnalyticalF< D, T, S > &	operator- (AnalyticalF< D, T, S > &rhs)
AnalyticalF< D, T, S > &	operator+ (AnalyticalF< D, T, S > &rhs)
AnalyticalF< D, T, S > &	operator* (AnalyticalF< D, T, S > &rhs)
AnalyticalF< D, T, S > &	operator/ (AnalyticalF< D, T, S > &rhs)
Public Member Functions inherited from olb::GenericF< T, S >
virtual	~GenericF ()=default
int	getSourceDim () const
	read only access to member variable _m
int	getTargetDim () const
	read only access to member variable _n
std::string &	getName ()
	read and write access to name
std::string const &	getName () const
	read only access to name
bool	operator() (T output[])
	wrapper that call the pure virtual operator() (T output[], const S input[]) from above
bool	operator() (T output[], S input0)
bool	operator() (T output[], S input0, S input1)
bool	operator() (T output[], S input0, S input1, S input2)
bool	operator() (T output[], S input0, S input1, S input2, S input3)

Additional Inherited Members
Public Types inherited from olb::AnalyticalF< 1, T, S >
using	identity_functor_type
Public Types inherited from olb::GenericF< T, S >
using	targetType = T
using	sourceType = S
Public Attributes inherited from olb::GenericF< T, S >
std::shared_ptr< GenericF< T, S > >	_ptrCalcC
	memory management, frees resouces (calcClass)
Static Public Attributes inherited from olb::AnalyticalF< 1, T, S >
static constexpr unsigned	dim
Protected Member Functions inherited from olb::AnalyticalF< 1, T, S >
	AnalyticalF (int n)
Protected Member Functions inherited from olb::GenericF< T, S >
	GenericF (int targetDim, int sourceDim)

Detailed Description

template<typename T, typename S>
class olb::util::ExponentialMovingAverage< T, S >

Exponential moving average.

Compute the exponential moving average of given values with smoothing factor . for noOfEntries

Definition at line 180 of file benchmarkUtil.h.

Constructor & Destructor Documentation

ExponentialMovingAverage()

template<typename T , typename S >

olb::util::ExponentialMovingAverage< T, S >::ExponentialMovingAverage

(

const std::function< T(int)>

smoothingFactorFunction = [](int i) -> T { return 2. / (1 + i); }

)

(constructor)

Parameters

smoothingFactorFunction

between 0 and 1. function object e.g. a lambda expression of type <T(int)> (return type T, int argument to process number of entries inside lambda)

Definition at line 374 of file benchmarkUtil.hh.

  : AnalyticalF1D<T,S>(1),
    _smoothingFactorFunction(smoothingFactorFunction),
    _EMA(0),
    _noOfEntries(0) {}

Member Function Documentation

operator()()

template<typename T , typename S >

bool olb::util::ExponentialMovingAverage< T, S >::operator() ( T output[], const S input[] )

overridevirtual

has to be implemented for 'every' derived class

Implements olb::GenericF< T, S >.

Definition at line 404 of file benchmarkUtil.hh.

{
  output[0] = _EMA;
  return true;
}

resetNoOfEntries()

template<typename T , typename S >

void olb::util::ExponentialMovingAverage< T, S >::resetNoOfEntries

(

)

reset number of entries

Definition at line 397 of file benchmarkUtil.hh.

{
  _noOfEntries = 0;
}

takeValue()

template<typename T , typename S >

void olb::util::ExponentialMovingAverage< T, S >::takeValue

(

const T

val

)

compute next EMA with given value

Definition at line 382 of file benchmarkUtil.hh.

{
  if (_noOfEntries == 0) {
    _noOfEntries++;
    _EMA = val;
 
  }
  else {
    _noOfEntries++;
    S smoothingFactor = _smoothingFactorFunction(_noOfEntries);
    _EMA = val* smoothingFactor + _EMA * (1 - smoothingFactor);
  }
}

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The documentation for this class was generated from the following files:

• src/utilities/benchmarkUtil.h
• src/utilities/benchmarkUtil.hh