Smooth high-frequency data array with moving averages
To implement a moving averages technique in Swift, you could use the following approach:
- Define a function that takes in your array of doubles and the window size for the moving average as parameters.
- Initialize an empty array to store the smoothed values.
- Iterate through the array of doubles and calculate the average of the current value and the previous
windowSize - 1
values. This will be the smoothed value for the current index. - Append the smoothed value to the array of smoothed values.
- Return the array of smoothed values.
Here's some example code that demonstrates this approach:
func smooth(data: [Double], windowSize: Int) -> [Double] {
var smoothedValues: [Double] = []
for i in 0..<data.count {
let start = max(0, i - windowSize + 1)
let end = i
let window = data[start...end]
let average = window.reduce(0, +) / Double(window.count)
smoothedValues.append(average)
}
return smoothedValues
}
This function will take in an array of doubles and a window size, and it will return an array of the same size where each value is the average of the current value and the previous windowSize - 1
values. For example, if you call smooth(data: [1, 2, 3, 4, 5], windowSize: 3)
, it will return [2, 3, 4, 5]
, because the smoothed value for each index is the average of the current value and the two previous values.