EWMA_average< A > Class Template Reference

Implements an Exponentially Weighted Moving Average (EWMA). More...

#include <ewma_avg.hpp>

Inheritance diagram for EWMA_average< A >:

Public Member Functions
void	addValue (int32_t input)
	Add a new value and update the EMA, DEMA, and TEMA.
auto	getAverageD () const
	Get the Double Exponentially Weighted Moving Average (DEMA).
auto	getAverageS () const
	Get the Exponentially Weighted Moving Average (EMA).
auto	getAverageT () const
	Get the Triple Exponentially Weighted Moving Average (TEMA).

Private Attributes
int32_t	ema { 0 }
int32_t	ema_ema { 0 }
int32_t	ema_ema_ema { 0 }
int32_t	ema_ema_ema_raw { 0 }
int32_t	ema_ema_raw { 0 }
int32_t	ema_raw { 0 }

Detailed Description

template<uint8_t A = 10>
class EWMA_average< A >

Implements an Exponentially Weighted Moving Average (EWMA).

The EWMA_average class calculates the Exponentially Weighted Moving Average (EMA), Double EMA (DEMA), and Triple EMA (TEMA) for a given input series. It uses integer math for efficiency, making it suitable for systems with limited computational power.

Template Parameters

A	The smoothing factor, which determines the weight of recent values in the average.

• The smoothing factor is rounded to the nearest power of 2 for faster integer calculations.
• EMA provides a smoothed average of the input series.
• DEMA and TEMA offer improved responsiveness, especially for peak inputs.
• The class is optimized for use in embedded systems like Arduino.

Definition at line 79 of file ewma_avg.hpp.

Member Function Documentation

addValue()

template<uint8_t A = 10>

void EWMA_average< A >::addValue ( int32_t input )

inline

Add a new value and update the EMA, DEMA, and TEMA.

This method processes a new input value and updates the Exponentially Weighted Moving Average (EMA), Double EMA (DEMA), and Triple EMA (TEMA).

Parameters

input

The new input value to process.

Definition at line 90 of file ewma_avg.hpp.

References ema, ema_ema, ema_ema_ema, ema_ema_ema_raw, ema_ema_raw, ema_raw, and round_up_to_power_of_2().

Here is the call graph for this function:

getAverageD()

template<uint8_t A = 10>

auto EWMA_average< A >::getAverageD ( ) const

inline

Get the Double Exponentially Weighted Moving Average (DEMA).

Returns

auto The DEMA value.

Definition at line 117 of file ewma_avg.hpp.

References ema, and ema_ema.

getAverageS()

template<uint8_t A = 10>

auto EWMA_average< A >::getAverageS ( ) const

inline

Get the Exponentially Weighted Moving Average (EMA).

Returns

auto The EMA value.

Definition at line 107 of file ewma_avg.hpp.

References ema.

getAverageT()

template<uint8_t A = 10>

auto EWMA_average< A >::getAverageT ( ) const

inline

Get the Triple Exponentially Weighted Moving Average (TEMA).

Returns

auto The TEMA value.

Definition at line 127 of file ewma_avg.hpp.

References ema, ema_ema, and ema_ema_ema.

Member Data Documentation

ema

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema { 0 }

private

EMA value.

Definition at line 138 of file ewma_avg.hpp.

Referenced by addValue(), getAverageD(), getAverageS(), and getAverageT().

ema_ema

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema_ema { 0 }

private

DEMA value.

Definition at line 136 of file ewma_avg.hpp.

Referenced by addValue(), getAverageD(), and getAverageT().

ema_ema_ema

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema_ema_ema { 0 }

private

TEMA value.

Definition at line 134 of file ewma_avg.hpp.

Referenced by addValue(), and getAverageT().

ema_ema_ema_raw

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema_ema_ema_raw { 0 }

private

Raw value for TEMA calculation.

Definition at line 133 of file ewma_avg.hpp.

Referenced by addValue().

ema_ema_raw

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema_ema_raw { 0 }

private

Raw value for DEMA calculation.

Definition at line 135 of file ewma_avg.hpp.

Referenced by addValue().

ema_raw

template<uint8_t A = 10>

int32_t EWMA_average< A >::ema_raw { 0 }

private

Raw value for EMA calculation.

Definition at line 137 of file ewma_avg.hpp.

Referenced by addValue().

---

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

• Mk2_fasterControl_Full/ewma_avg.hpp