implement exponential average smoothing

Author: lakshith-403

app/ui/src/analyses/experiments/chart_wrapper/card.ts

@@ -6,7 +6,7 @@ import {
 import {getChartType} from "../../../components/charts/utils"
 import {LineChart} from "../../../components/charts/lines/chart"
 import {SparkLines} from "../../../components/charts/spark_lines/chart"
-import {MovingAverage} from "../../../components/charts/smoothing/moving_average"
+import {TwoSidedExponentialAverage} from "../../../components/charts/smoothing/two_sided_exponential_average"
 
 interface CardWrapperOptions {
     width: number
@@ -77,13 +77,13 @@ export class CardWrapper {
         this.smoothValue = preferenceData.smooth_value
         this.trimSmoothEnds = preferenceData.trim_smooth_ends
 
-        let [smoothedSeries, smoothedBaseSeries] = (new MovingAverage({
+        let [smoothedSeries, smoothedBaseSeries] = (new TwoSidedExponentialAverage({
             indicators: this.series.concat(this.baseSeries ?? []) ?? [],
             smoothValue: this.smoothValue,
             min: this.stepRange[0],
             max: this.stepRange[1],
             currentIndicatorLength: this.series.length
-        }, this.trimSmoothEnds)).smoothAndTrim()
+        })).smoothAndTrim()
 
         this.series = smoothedSeries
         this.baseSeries = smoothedBaseSeries

app/ui/src/analyses/experiments/chart_wrapper/view.ts

@@ -11,7 +11,7 @@ import {Loader} from "../../../components/loader"
 import {Slider} from "../../../components/input/slider"
 import {UserMessages} from "../../../components/user_messages"
 import {NetworkError} from "../../../network"
-import {MovingAverage} from "../../../components/charts/smoothing/moving_average"
+import {TwoSidedExponentialAverage} from "../../../components/charts/smoothing/two_sided_exponential_average"
 
 interface ViewWrapperOpt {
     dataStore: MetricDataStore
@@ -221,10 +221,10 @@ export class ViewWrapper {
             parent: this.constructor.name
         })
         this.smoothSlider = new Slider({
-            min: 1,
+            min: 0,
             max: 100,
             value: this.dataStore.smoothValue,
-            step: 0.1,
+            step: 0.001,
             onChange: (value: number) => {
                 let changeHandler = new ChangeHandlers.SmoothValueHandler(this, value)
                 changeHandler.change()
@@ -333,13 +333,13 @@ export class ViewWrapper {
     }
 
     private smoothSeries() {
-        let [series, baseSeries] = (new MovingAverage({
+        let [series, baseSeries] = (new TwoSidedExponentialAverage({
             indicators: this.dataStore.series.concat(this.dataStore.baseSeries ?? []) ?? [],
             smoothValue: this.dataStore.smoothValue,
             min: this.dataStore.stepRange[0],
             max: this.dataStore.stepRange[1],
             currentIndicatorLength: this.dataStore.series.length
-        }, this.dataStore.trimSmoothEnds)).smoothAndTrim()
+        })).smoothAndTrim()
 
         this.dataStore.series = series
         this.dataStore.baseSeries = baseSeries

app/ui/src/components/charts/smoothing/exponential_moving_average.ts

@@ -0,0 +1,28 @@
+import {SeriesSmoothing} from "./smoothing_base";
+import {PointValue} from "../../../models/run";
+
+export class ExponentialMovingAverage extends SeriesSmoothing {
+    protected smooth(): void {
+        let smoothingFactor = 1 - this.smoothValue / 100
+
+        for (let i = 0; i < this.indicators.length; i++) {
+            let ind = this.indicators[i]
+
+            if (ind.series.length == 0) {
+                continue
+            }
+
+            let result: PointValue[] = []
+
+            let lastSmoothed = ind.series[0].value
+            for (let j = 0; j < ind.series.length; j++) {
+                let smoothed = lastSmoothed * (1 - smoothingFactor) + ind.series[j].value * smoothingFactor
+                result.push({step: ind.series[j].step, value: ind.series[j].value, smoothed: smoothed,
+                    lastStep: ind.series[j].lastStep})
+                lastSmoothed = smoothed
+            }
+
+            ind.series = result
+        }
+    }
+}

app/ui/src/components/charts/smoothing/smoothing_base.ts

@@ -15,7 +15,7 @@ export abstract class SeriesSmoothing {
     protected max: number
     protected currentIndicatorLength: number
 
-    protected constructor(opt: SeriesSmoothingOptions) {
+    constructor(opt: SeriesSmoothingOptions) {
         this.indicators = opt.indicators
         this.smoothValue = opt.smoothValue
         this.min = opt.min

app/ui/src/components/charts/smoothing/two_sided_exponential_average.ts

@@ -0,0 +1,42 @@
+import {SeriesSmoothing} from "./smoothing_base"
+import {PointValue} from "../../../models/run"
+
+export class TwoSidedExponentialAverage extends SeriesSmoothing {
+    protected smooth(): void {
+        let smoothingFactor = 1 - this.smoothValue / 100
+
+        for (let i = 0; i < this.indicators.length; i++) {
+            let ind = this.indicators[i]
+
+            if (ind.series.length < 2) {
+                continue
+            }
+
+            let result: PointValue[] = []
+            let forward_pass: number[] = []
+            let lastSmoothed = ind.series[0].value
+            for (let j = 0; j < ind.series.length; j++) {
+                let smoothed = lastSmoothed * (1 - smoothingFactor) + ind.series[j].value * smoothingFactor
+                forward_pass.push(smoothed)
+                lastSmoothed = smoothed
+            }
+
+            let backward_pass: number[] = []
+            lastSmoothed = ind.series[ind.series.length - 1].value
+            for (let j = ind.series.length - 1; j >= 0; j--) {
+                let smoothed = lastSmoothed * (1 - smoothingFactor) + ind.series[j].value * smoothingFactor
+                backward_pass.push(smoothed)
+                lastSmoothed = smoothed
+            }
+            backward_pass = backward_pass.reverse()
+
+            for (let j = 0; j < ind.series.length; j++) {
+                let smoothed = (forward_pass[j] + backward_pass[j]) / 2
+                result.push({step: ind.series[j].step, value: ind.series[j].value, smoothed: smoothed,
+                    lastStep: ind.series[j].lastStep})
+            }
+
+            ind.series = result
+        }
+    }
+}