sparkletown/sparkle

/**
 * Provides the exponential moving average of a sequence.
 *
 * Ignored because not directly exposed.
 *
 * @internal
 * @ignore
 * @class
 */
export class AverageProvider {
  private _history: number[] = [];
  private _decayRatio: number = 0;

  private _currentIndex: number = 0;
  private _average: number = 0;

  /**
   * @ignore
   * @param {number} windowSize - no. of inputs used to calculate window
   * @param {number} decayRatio - quantifies the weight of previous values (b/w 0 and 1)
   */
  constructor(windowSize: number, decayRatio: number) {
    this._history = new Array(windowSize);
    this._decayRatio = decayRatio;

    this._currentIndex = 0;

    for (let i = 0; i < windowSize; i++) {
      this._history[i] = 0;
    }
  }

  /**
   * @ignore
   * @param {number} input - the next value in the sequence
   * @returns {number} - the moving average
   */
  next(input: number): number {
    const { _history: history, _decayRatio: decayRatio } = this;
    const historyLength = history.length;

    this._currentIndex =
      this._currentIndex < historyLength - 1 ? this._currentIndex + 1 : 0;
    history[this._currentIndex] = input;

    let weightedSum = 0;
    let weight = 0;

    for (let i = this._currentIndex + 1; i < historyLength; i++) {
      weightedSum = (weightedSum + history[i]) * decayRatio;
      weight = (weight + 1) * decayRatio;
    }
    for (let i = 0; i <= this._currentIndex; i++) {
      weightedSum = (weightedSum + history[i]) * decayRatio;
      weight = (weight + 1) * decayRatio;
    }

    this._average = weightedSum / weight;

    return this._average;
  }

  absDev(): number {
    let errSum = 0;

    for (let i = 0, j = this._history.length; i < j; i++) {
      errSum += Math.abs(this._history[i] - this._average);
    }

    return errSum / this._history.length;
  }
}