Simple Moving Average summation/offset issue

问题

I wrote a simple moving average with a moving window of Temperatures read as a voltage between 0 and 10V.

The algorithm appears to work correctly, however, it has a problem where depending upon which Temperatures filled the window first, the moving average will have an offset for any values not near this value. For example, running this program with the temp. sensor plugged in a room temp yields 4.4V or 21.3 C. Though, if I unplug the temp. sensor the voltage drops to 1.4V yet the moving average stays at 1.6V. This offset becomes smaller as I increase the size of the window. How remove this offset even for small window sizes eg. 20 ?

REM SMA Num Must be greater than 1
#DEFINE SMANUM 20
PROGRAM
'Program 3 - Simple Moving Average Test
CLEAR
DIM SA(1)
DIM SA0(SMANUM) : REM Moving Average Window as Array
DIM LV1
DIM SV2
LV0 = 0 : REM Counter
SV0 = 0 : REM Average
SV1 = 0 : REM Sum
WHILE(1)
    SA0(LV0 MOD SMANUM) = PLPROBETEMP : REM add Temperature to head of window
    SV1 = SV1 + SA0(LV0 MOD SMANUM) : REM add new value to sum
    IF(LV0 >= (SMANUM)) : REM check if we have min num of values
        SV1 = SV1 - SA0((LV0+1) MOD SMANUM) : REM remove oldest value from sum
        SV0 = SV1 / SMANUM : REM calc moving average
        PRINT "Avg: " ; SV0 , " Converted: " ; SV0 * 21.875 - 75
    ENDIF
    LV0 = LV0 + 1 : REM increment counter
WEND
ENDP

(Note this is written in ACROBASIC for the ACR9000 by Parker)

Output - Temp Sensor attached

Raw: 4.43115    Avg: 4.41926     Converted: 21.6713125
Raw: 4.43115    Avg: 4.41938     Converted: 21.6739375
Raw: 4.43359    Avg: 4.41963     Converted: 21.67940625
Raw: 4.43359    Avg: 4.41987     Converted: 21.68465625
Raw: 4.43359    Avg: 4.42012     Converted: 21.690125
Raw: 4.43359    Avg: 4.42036     Converted: 21.695375
Raw: 4.43359    Avg: 4.42061     Converted: 21.70084375

...remove temp sensor while program is running

Raw: 1.40625    Avg: 1.55712     Converted: -40.938
Raw: 1.40381    Avg: 1.55700     Converted: -40.940625
Raw: 1.40625    Avg: 1.55699     Converted: -40.94084375
Raw: 1.40625    Avg: 1.55699     Converted: -40.94084375
Raw: 1.40381    Avg: 1.55686     Converted: -40.9436875
Raw: 1.40381    Avg: 1.55674     Converted: -40.9463125
Raw: 1.40625    Avg: 1.55661     Converted: -40.94915625

A noticeable offset appears between the raw and moving average after removing the sensor.

The offset also occurs in the reverse order:

Output - Begin program w/ Temp Sensor removed

Raw: 1.40381    Avg: 1.40550     Converted: -44.2546875
Raw: 1.40625    Avg: 1.40550     Converted: -44.2546875
Raw: 1.40625    Avg: 1.40549     Converted: -44.25490625
Raw: 1.40625    Avg: 1.40549     Converted: -44.25490625
Raw: 1.40625    Avg: 1.40548     Converted: -44.255125
Raw: 1.40625    Avg: 1.40548     Converted: -44.255125

... attach temp sensor while program is running

Raw: 4.43848    Avg: 4.28554     Converted: 18.7461875
Raw: 4.43848    Avg: 4.28554     Converted: 18.7461875
Raw: 4.43848    Avg: 4.28554     Converted: 18.7461875
Raw: 4.43848    Avg: 4.28554     Converted: 18.7461875
Raw: 4.43848    Avg: 4.28554     Converted: 18.7461875
Raw: 4.43359    Avg: 4.28530     Converted: 18.7409375

Again noticeable offset appears between the raw and moving average after attaching the sensor.

回答1:

The problem seems to be that the value that was being subtracted from the sum was not actually the oldest value in the array -- the oldest value was, in fact, overwritten by the new value in the first line of the WHILE loop. It was the second-oldest value that was being subtracted from the sum.

EDIT Changed Average and Sum variable to 64-bit floating point to address precision loss over time, on the OP's advice.

Ensuring that the oldest value is subtracted first (once the array is full) gives the expected answer:

PROGRAM
'Program 3 - Simple Moving Average Test
CLEAR
DIM SA(1)
DIM SA0(SMANUM) : REM Moving Average Window as Array
DIM LV1
DIM DV2
LV0 = 0 : REM Counter
DV0 = 0 : REM Average
DV1 = 0 : REM Sum
WHILE(1)
    IF(LV0 >= (SMANUM)) : REM check if we have min num of values
        DV1 = DV1 - SA0(LV0 MOD SMANUM) : REM remove oldest value from sum
    ENDIF
    SA0(LV0 MOD SMANUM) = PLPROBETEMP : REM add Temperature to head of window
    DV1 = DV1 + SA0(LV0 MOD SMANUM) : REM add new value to sum
    IF(LV0 >= (SMANUM)) : REM check if we have min num of values
        DV0 = DV1 / SMANUM : REM calc moving average
        PRINT "Avg: " ; DV0 , " Converted: " ; DV0 * 21.875 - 75
    ENDIF
    LV0 = LV0 + 1 : REM increment counter
WEND

I don't have a running BASIC environment but I tested this in Python and got the same incorrect output for code equivalent to your version and the expected output for code equivalent to the version that I've inserted above.

来源：https://stackoverflow.com/questions/16155521/simple-moving-average-summation-offset-issue

标签

algorithm

basic

moving-average

embedded-control