#!/usr/bin/env python3
"``naginterfaces.library.stat.moving_average`` Python Example."
# NAG Copyright 2017-2019.
# pylint: disable=invalid-name,too-many-locals
from naginterfaces.library import stat
[docs]def main():
"""
Example for :func:`naginterfaces.library.stat.moving_average`.
Calculate the mean and, optionally, the standard deviation using a
rolling window for an arbitrary sized data stream.
>>> main()
naginterfaces.library.stat.moving_average Python Example Results.
Spencer's 15-point moving average for the change in rate of the
Earth's rotation between 1821 and 1850.
Interval Mean Std. Dev.
--------------------------------------
[ 1, 15] -427.6 -
[ 2, 16] -332.5 -
[ 3, 17] -337.1 -
[ 4, 18] -438.2 -
[ 5, 19] -604.4 -
[ 6, 20] -789.4 -
[ 7, 21] -935.4 -
[ 8, 22] -990.6 -
[ 9, 23] -927.1 -
[ 10, 24] -752.1 -
[ 11, 25] -501.3 -
[ 12, 26] -227.2 -
[ 13, 27] 23.2 -
[ 14, 28] 236.2 -
[ 15, 29] 422.4 -
[ 16, 30] 604.2 -
Total number of observations: 30
Length of window: 15
"""
print('naginterfaces.library.stat.moving_average Python Example Results.')
print('Spencer\'s 15-point moving average for the change in rate of the')
print('Earth\'s rotation between 1821 and 1850.')
# The type of weighting to use: each position in the window has its own
# weight.
iwt = 2
wt = [
-3.0, -6.0, -5.0, 3.0, 21.0, 46.0, 67.0,
74.0, 67.0, 46.0, 21.0, 3.0, -5.0, -6.0, -3.0
]
# The length of the rolling window:
m = 15
# We would not like to compute standard deviations:
wantsd = False
# Define the blocks of data:
x_full = [
[-2170.0, -1770.0, -1660.0, -1360.0, -1100.0],
[
-950.0, -640.0, -370.0, -140.0, -250.0, -510.0, -620.0,
-730.0, -880.0, -1130.0
],
[
-1200.0, -830.0, -330.0, -190.0, 210.0, 170.0, 440.0, 440.0,
780.0, 880.0, 1220.0, 1260.0, 1140.0, 850.0, 640.0
],
]
# Communication object:
comm = {}
output_header = [
'Interval Mean Std. Dev.',
]
output_header.append('-'*len(output_header[0]))
print('\n'.join(output_header))
# No observations have been processed so far:
pn = 0
for x in x_full:
# Calculate the statistics for this block:
pn, rmean, rsd = stat.moving_average(
m, x,
iwt=iwt, wt=wt, pn=pn, wantsd=wantsd, comm=comm
)
# The number of results printed so far:
offset = max(0, pn - len(x) - m + 1)
# Display the results for this block of data:
for obs_i, obs_x in enumerate(rmean):
interval_a = obs_i + 1 + offset
interval_b = interval_a + m - 1
interval = '[{:3d},{:3d}]'.format(interval_a, interval_b)
print_row = interval + ' '*3 + '{:10.1f}'.format(obs_x) + ' '*3 + (
'{:10.1f}'.format(rsd[obs_i]) if wantsd else ' '*8 + '-'
)
print(print_row)
print('Total number of observations: {:d}'.format(pn))
print('Length of window: {:d}'.format(m))
if __name__ == '__main__':
import doctest
import sys
sys.exit(
doctest.testmod(
None, verbose=True, report=False,
optionflags=doctest.REPORT_NDIFF,
).failed
)
