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JavaScript - moving average

11 points
Created by:
Reilly-Collier
710

In this article, we would like to show how to calculate the moving average in JavaScript

Quick solution:

// ONLINE-RUNNER:browser;

const calculateItemsSum = (data, start, stop) => {
	let sum = 0;
  	for (let j = start; j < stop; ++j) {
      	sum += data[j];
    }
  	return sum;
};

const caculateMovingAverage = (data, window) => {
    const steps = data.length - window;
	const result = [ ];
    for (let i = 0; i < steps; ++i) {
        const sum = calculateItemsSum(data, i, i + window);
        result.push(sum / window);
    }
  	return result;
};


// Usage example:

const data = [1, 2, 3, 4, 5, 6];
const average = caculateMovingAverage(data, 3);

console.log(average);  // [2, 3, 4]

Where:

  • window means a number of elements used to calculate the average during one step.

Note: the above solution has O(n^2) complexity.

 

Optimal solution example

The presented solution in this section has only O(n) complexity.

// ONLINE-RUNNER:browser;

function caculateMovingAverage(data, window) {
  	var result = [ ];
  	if (data.length < window) {
    	return result;
    }
    var sum = 0;
	for (var i = 0; i < window; ++i) {
      	sum += data[i];
    }
    result.push(sum / window);
  	var steps = data.length - window - 1;
    for (var i = 0; i < steps; ++i) {
      	sum -= data[i];
        sum += data[i + window];
        result.push(sum / window);
    }
  	return result;
}


// Usage example:

var data = [1, 2, 3, 4, 5, 6];
var average = caculateMovingAverage(data, 3)

console.log(average);  // [2, 3, 4]

Warning: the above solution uses -= and += operations on the sum variable that makes numerical mistakes when we work on floating numbers - it is good to modify below source code and recompute sum once per some amount of iterations (amount may be selectes empiricaly).

 

See also

  1. JavaScript - average value calculation

  2. JavaScript - average value calculation using array reduce()

  3. JavaScript - weighted arithmetic mean

  4. TypeScript - moving average

References

  1. Moving average - Wikipedia

  2. Computational complexity - Wikipedia

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