I think you could simplify your code by using map twice. What about:
(untested)
(defn weighted-moving-average
"Generate a lazy sequence consisting of weighted moving averages
over the input sequence. The weighting is given by weight-fn, having
a domain 0..1 which will be scaled across win-size elements to
calculate the weighting."
[weight-fn win-size input]
(let [weights (reverse (for [t (range 1 (inc win-size))]
(weight-fn (/ t win-size))))
weight-sum (reduce + weights)
normalized-weights (map #(/ % weight-sum) weights)
avg #(reduce + (map * normalized-weights %))]
(map avg (partition win-size 1 input))))
btw, why the 'reverse in weights?
On Tue, Jun 23, 2009 at 4:33 PM, Kyle Schaffrick <[email protected]> wrote:
>
> On Tue, 23 Jun 2009 10:20:52 -0400
> Kyle Schaffrick <[email protected]> wrote:
> >
> > On Mon, 22 Jun 2009 23:36:25 -0700 (PDT), Sean Devlin
> > <[email protected]> wrote:
> > > Hey all,
> > > Does anyone know of a moving window function? I'm curious if there
> > > are any tools like this for digital signals processing, 30-day
> > > moving averages, etc.
> >
> > If you need weighted moving averages, this is a tad ugly but seems to
> > work ..
> >
>
> Okay it is still a tad ugly but hopefully now it won't be because
> the blasted mail client mutilated it :)
>
> (defn weighted-moving-average*
> "Generate a lazy sequence consisting of weighted moving averages
> over the pre-partitioned input sequence. The weights parameter
> should be a sequence of weights the same length as the partition
> size."
> [weights input]
> (lazy-seq
> (when-let [input (seq input)]
> (let [weight-sum (apply + weights)
> weighted-input-sum (apply + (map * weights
> (first input)))]
> (cons (/ weighted-input-sum weight-sum)
> (weighted-moving-average* weights (rest input)))))))
>
> (defn weighted-moving-average
> "Generate a lazy sequence consisting of weighted moving averages
> over the input sequence. The weighting is given by weight-fn, having
> a domain 0..1 which will be scaled across win-size elements to
> calculate the weighting."
> [weight-fn win-size input]
> (let [weight-samples (reverse (for [t (range 1 (inc win-size))]
> (/ t win-size)))
> weights (map weight-fn weight-samples)]
> (weighted-moving-average*
> weights (partition win-size 1 input))))
>
> >
> > -Kyle
> >
> >
>
> >
>
--
Professional: http://cgrand.net/ (fr)
On Clojure: http://clj-me.blogspot.com/ (en)
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