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phpOMS/Math/Statistic/Average.php

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<?php
/**
* Orange Management
*
* PHP Version 7.1
*
* @category TBD
* @package TBD
* @copyright Dennis Eichhorn
* @license OMS License 1.0
* @version 1.0.0
* @link http://orange-management.com
*/
declare(strict_types = 1);
namespace phpOMS\Math\Statistic;
use phpOMS\Math\Exception\ZeroDevisionException;
use phpOMS\Math\Matrix\Exception\InvalidDimensionException;
/**
* Average class.
*
* @category Framework
* @package phpOMS\Math\Statistic
* @license OMS License 1.0
* @link http://orange-management.com
* @since 1.0.0
*/
class Average
{
/* public */ const MA3 = [1 / 3, 1 / 3];
/* public */ const MA5 = [0.2, 0.2, 0.2];
/* public */ const MA2x12 = [5 / 6, 5 / 6, 5 / 6, 5 / 6, 5 / 6, 5 / 6, 0.42];
/* public */ const MA3x3 = [1 / 3, 2 / 9, 1 / 9];
/* public */ const MA3x5 = [0.2, 0.2, 2 / 15, 4 / 6];
/* public */ const MAS15 = [0.231, 0.209, 0.144, 2 / 3, 0.009, -0.016, -0.019, -0.009];
/* public */ const MAS21 = [0.171, 0.163, 0.134, 0.37, 0.51, 0.017, -0.006, -0.014, -0.014, -0.009, -0.003];
/* public */ const MAH5 = [0.558, 0.294, -0.73];
/* public */ const MAH9 = [0.330, 0.267, 0.119, -0.010, -0.041];
/* public */ const MAH13 = [0.240, 0.214, 0.147, 0.66, 0, -0.028, -0.019];
/* public */ const MAH23 = [0.148, 0.138, 0.122, 0.097, 0.068, 0.039, 0.013, -0.005, -0.015, -0.016, -0.011, -0.004];
/**
* Average change.
*
* @param array $x Dataset
* @param int $h Future steps
*
* @return float
*
* @since 1.0.0
*/
public static function averageDatasetChange(array $x, int $h = 1) : float
{
$count = count($x);
return $h * ($x[$count - 1] - $x[0]) / ($count - 1);
}
/**
* Moving average of dataset
*
* @param array $x Dataset
* @param int $order Periods to use for average
* @param array $weight Weight for moving average
* @param bool $symmetric Cyclic moving average
*
* @return array Moving average of data
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function totalMovingAverage(array $x, int $order, array $weight = null, bool $symmetric = false) : array
{
$periods = (int) ($order / 2);
$count = count($x) - ($symmetric ? $periods : 0);
$avg = [];
for ($i = $periods; $i < $count; $i++) {
$avg[] = self::movingAverage($x, $i, $order, $weight, $symmetric);
}
return $avg;
}
/**
* Moving average of element in dataset
*
* @param array $x Dataset
* @param int $t Current period
* @param int $order Periods to use for average
* @param array $weight Weight for moving average
* @param bool $symmetric Cyclic moving average
*
* @return float Moving average
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function movingAverage(array $x, int $t, int $order, array $weight = null, bool $symmetric = false) : float
{
$periods = (int) ($order / 2);
$count = count($x);
if ($t < $periods || ($count < $periods) || ($symmetric && $t + $periods < $count)) {
throw new \Exception('Periods');
}
$end = $symmetric ? $periods - 1 : 0;
$end = $order % 2 === 0 ? $end - 1 : $end;
$start = $t - 1 - ($periods - 2);
if (!empty($weight)) {
return self::weightedAverage(array_slice($x, $start, $end - $start), array_slice($weight, $start, $end - $start));
} else {
return self::arithmeticMean(array_slice($x, $start, $end - $start));
}
}
/**
* Calculate weighted average.
*
* Example: ([1, 2, 3, 4], [0.25, 0.5, 0.125, 0.125])
*
* @param array $values Values
* @param array $weight Weight for values
*
* @return float
*
* @throws InvalidDimensionException This exception is thrown in case both parameters have different array length
*
* @since 1.0.0
*/
public static function weightedAverage(array $values, array $weight) : float
{
if (($count = count($values)) !== count($weight)) {
throw new InvalidDimensionException(count($values) . 'x' . count($weight));
}
$avg = 0.0;
for ($i = 0; $i < $count; $i++) {
$avg += $values[$i] * $weight[$i];
}
return $avg;
}
/**
* Calculate the arithmetic mean.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
*
* @return float
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function arithmeticMean(array $values) : float
{
$count = count($values);
if ($count === 0) {
throw new ZeroDevisionException();
}
return array_sum($values) / $count;
}
/**
* Calculate the mode.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
*
* @return float
*
* @since 1.0.0
*/
public static function mode(array $values)
{
$count = array_count_values($values);
$best = max($count);
return (float) (array_keys($count, $best)[0] ?? 0.0);
}
/**
* Calculate the median.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
*
* @return float
*
* @since 1.0.0
*/
public static function median(array $values) : float
{
sort($values);
$count = count($values);
$middleval = (int) floor(($count - 1) / 2);
if ($count % 2) {
$median = $values[$middleval];
} else {
$low = $values[$middleval];
$high = $values[$middleval + 1];
$median = ($low + $high) / 2;
}
return $median;
}
/**
* Calculate the geometric mean.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
* @param int $offset Offset for outlier
*
* @return float
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function geometricMean(array $values, int $offset = 0) : float
{
$count = count($values);
if ($count === 0) {
throw new ZeroDevisionException();
}
return pow(array_product($values), 1 / $count);
}
/**
* Calculate the harmonic mean.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $values Values
* @param int $offset Offset for outlier
*
* @return float
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function harmonicMean(array $values, int $offset = 0) : float
{
sort($values);
if ($offset > 0) {
$values = array_slice($values, $offset, -$offset);
}
$count = count($values);
$sum = 0.0;
foreach ($values as $value) {
if ($value === 0) {
throw new ZeroDevisionException();
}
$sum += 1 / $value;
}
return 1 / ($sum / $count);
}
/**
* Calculate the angle mean.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $angles Angles
* @param int $offset Offset for outlier
*
* @return float
*
* @since 1.0.0
*/
public static function angleMean($angles, int $offset = 0) : float
{
$y = $x = 0;
$size = count($angles);
for ($i = 0; $i < $size; $i++) {
$x += cos(deg2rad($angles[$i]));
$y += sin(deg2rad($angles[$i]));
}
$x /= $size;
$y /= $size;
return rad2deg(atan2($y, $x));
}
/**
* Calculate angle based on time.
*
* Example: ('08:44:28')
*
* @param string $time Time
*
* @return float
*
* @throws \Exception
*
* @since 1.0.0
*/
public static function timeToAngle(string $time) : float
{
$parts = explode(':', $time);
if (count($parts) !== 3) {
throw new \Exception('Wrong time format');
}
$sec = ($parts[0] * 3600) + ($parts[1] * 60) + $parts[2];
$angle = 360.0 * ($sec / 86400.0);
return $angle;
}
/**
* Calculate time based on angle.
*
* Example: ('08:44:28')
*
* @param float $angle Angle
*
* @return string
*
* @since 1.0.0
*/
public static function angleToTime(float $angle) : string
{
$sec = 86400.0 * $angle / 360.0;
$time = sprintf('%02d:%02d:%02d', floor($sec / 3600), floor(($sec % 3600) / 60), $sec % 60);
return $time;
}
/**
* Calculate the angle mean.
*
* Example: ([1, 2, 2, 3, 4, 4, 2])
*
* @param array $angles Angles
* @param int $offset Offset for outlier
*
* @return float
*
* @since 1.0.0
*/
public static function angleMean2(array $angles, int $offset = 0) : float
{
sort($angles);
if ($offset > 0) {
$angles = array_slice($angles, $offset, -$offset);
}
$sins = 0.0;
$coss = 0.0;
foreach ($angles as $a) {
$sins += sin(deg2rad($a));
$coss += cos(deg2rad($a));
}
$avgsin = $sins / (0.0 + count($angles));
$avgcos = $coss / (0.0 + count($angles));
$avgang = rad2deg(atan2($avgsin, $avgcos));
while ($avgang < 0.0) {
$avgang += 360.0;
}
return $avgang;
}
}
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