*Spoiler Alert* if you want to have a stab at the fold yourself.
I've been meaning to code this up for a while ...
import Control.Applicative
import Control.Foldl as L
import Data.Sequence (ViewR(EmptyR, (:>)), (<|))
import qualified Data.Sequence as Seq
maybeSum :: Fold (Maybe Double) (Maybe Double)
maybeSum = Fold (liftA2 (+)) (Just 0) id
sma :: Int -> Fold Double Double
sma n = L.Fold step begin done
where
begin = Seq.replicate n Nothing
av x = liftA2 (/) (L.fold maybeSum x) (pure (fromIntegral n))
done x = case av x of
Nothing -> 0/0
Just x' -> x'
step x a = Just a <| pop x
pop x = case Seq.viewr x of
EmptyR -> x
x'' :> _ -> x''
λ> L.scan (sma 3) [1..10]
[NaN,NaN,NaN,2.0,3.0,4.0,5.0,6.0,7.0,8.0,9.0]
or
λ> runEffect $ each [1..5] >-> L.purely P.scan (sma 2) >-> P.print
NaN
NaN
1.5
2.5
3.5
4.5
I would rate this as hard, especially in comparison to the
exponentially-weighted version. Is this category theory suggesting that a
sliding window is the wrong way to go about moving averages, contrary to
intuition?
On Thursday, March 6, 2014 2:01:23 AM UTC+10, Alex Rozenshteyn wrote:
>
> I feel like I must be missing something rather basic, but I have been
> trying to figure out how to use pipes to compute a moving average of a
> stream of numbers. I've written code to do the EWMA, but I can't figure out
> how to do the sliding window. It doesn't help that I'm a bit of a pipes
> beginner.
>
> Advice is welcome and appreciated.
>
> Thank you.
>
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