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Add config for Moving Average Model #81

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Add config for Moving Average Model #81

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9279ec6
Add config for Moving Average Model
meadlai Feb 22, 2023
a27110d
Add config for Moving Average Model
meadlai Feb 22, 2023
4bcceb8
Update MovingAverageModel.java
meadlai Feb 22, 2023
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18 changes: 16 additions & 2 deletions src/main/java/com/yahoo/egads/models/tsmm/MovingAverageModel.java
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Original file line number Diff line number Diff line change
Expand Up @@ -28,12 +28,27 @@ public class MovingAverageModel extends TimeSeriesAbstractModel {
// The model that will be used for forecasting.
private ForecastingModel forecaster;

// The default value
private int period = 2;

// Stores the historical values.
private TimeSeries.DataSequence data;

public MovingAverageModel(Properties config) {
super(config);
modelName = "MovingAverageModel";
//
String moveStep = config.getProperty("MOVE_STEPS");
if (moveStep != null) {
try {
int ms = Integer.parseInt(moveStep);
if (ms > period) {
this.period = ms;
}
} catch (NumberFormatException e) {
logger.warn("Wrong move step value set for MovingAverageModel: " + moveStep, e);
}
}
}

public void reset() {
Expand All @@ -52,8 +67,7 @@ public void train(TimeSeries.DataSequence data) {
}
observedData.setTimeVariable("x");

// TODO: Make window configurable.
forecaster = new net.sourceforge.openforecast.models.MovingAverageModel(2);
forecaster = new net.sourceforge.openforecast.models.MovingAverageModel(this.period);
forecaster.init(observedData);
initForecastErrors(forecaster, data);

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7 changes: 7 additions & 0 deletions src/test/resources/sample_config.ini
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Expand Up @@ -164,3 +164,10 @@ BETA 0.001

# Smoothing factor for the seasonal component
GAMMA 0.001

#####################################
### Moving Average Model Config ###
#####################################
# Move steps
# see: https://otexts.com/fpp2/moving-averages.html
MOVE_STEPS 5