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138 lines
5.4 KiB
Markdown
138 lines
5.4 KiB
Markdown
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# infiniteAverage
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Arduino Library to calculate an average of many samples.
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## Description
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This library is an experimental library that cascades a float and a uint32_t type.
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It was created from an idea when an overflow was encountered in my Statistic Class
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due too many samples. https://github.com/RobTillaart/statistic
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#### Problem
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As an 32 bit float has ~7 decimals precision, after 10 million additions the sum
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definitely becomes 7 orders of magnitude larger than individual samples.
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From that moment the addition will not increase the sum correctly or even not at all.
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(assume you add values between 0-100 e.g. temperatures)
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Taking the average is taking the sum of the samples and divide that by the count.
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Only if the count is fixed one could divide the samples first and then sum them.
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This library supports the first scenario.
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#### Idea
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To cope with the overflow problem, this lib uses an float combined with an uint32_t.
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The float is used for the decimal part and the uint32_t for the whole part.
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In theory this should give about 15 significant digits for the average in a 9.6 format.
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but this precision is only internal to do some math. When the average() is calculated
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the value returned is "just" a float.
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(since 0.1.2)
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If the library detects that there are 4294967000 (almost 2^32) samples added or
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if the internal sum of samples reaches a threshold (default 2^30 ~~ 1 billion) ,
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the internal counter and sum are divided by 2.
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That does not affect the minimum and maximum and the average only very slightly.
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Since 0.1.4 users can change this threshold and adjust it to data added.
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Depending on the data and maxValue per sampel this can have side effects.
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Use at your own risk.
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#### Conclusion (for now)
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The library allows two things
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1. take the average of many many samples where normally a summing float would "overflow"
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2. take the average of numbers that differ in order of magnitude
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#### Notes
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**Note** the practical meaning of the average of millions or billions of numbers
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is a discussion worth taking. Normally the outliers are the most interesting.
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**Note** the library is not tested extensively, so use (with care) at your own risk.
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**Note** library does not support negative yet. Planned for 0.2.0.
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First get more hands-on experience with it.
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## Interface
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- **IAVG()** constructor, resets the internal counters to 0
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- **void reset()** resets the internal counters to 0
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- **void add(float value)** adds value to the internal float uint32_t pair.
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- **float decimals()** returns the internal float = decimals part.
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- **uint32_t whole()** returns the internal whole part.
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- **uint32_t count()** returns the number of values added.
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Note this may be scaled back a power of 2 (2,4,8,16, ...).
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- **float average()** returns the average in float format, or NAN if count == 0
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- **float minimum()** returns the minimum in float format, or NAN if count == 0
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- **float maximum()** returns the maximum in float format, or NAN if count == 0
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### 0.1.4
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Users can set a threshold value to prevent the internal sum to overflow.
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Default at startup this value is (1UL << 30), and depending on the maxValue
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per sample added this should be set lower.
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When the threshold is reached both the sum and the internal counter are divided by 2.
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This keeps the average almost the same.
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The internal sample counter will trigger the divide by 2 action when 4294967000
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samples are added. That is a lot, roughly 1 samples per second for 130 years,
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or 1000 samples per second for 40 days.
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- **void setDivideThreshold(uint32_t threshold)**
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- **uint32_t getDivideThreshold()**
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### 0.1.5
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- Fixed a rounding error of the whole part when dividing by 2.
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The threshold value should be as large as possible to get an accurate value.
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If n is small compared to maxValue(sample) there will be side effects that
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might break your project. The average will tend to the average of the last
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added values. So be careful!
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## Operation
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See examples
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## Future
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This library has its limits which needs to be investigated.
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One could upgrade the idea to a combination of a 8 byte double and a uint64_t
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to get around 28 significant digits => 18.10 format
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- investigate "adaptive" scaling, now there is a virtual border at 1,
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but that could be at **value** (and might be user definable)
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This would allow to adjust to known order of size of the numbers.
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(e.g. if numbers are all in the billions the uint32_t would overflow very fast)
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- investigate other math with this data type, starting with + - / \* ?
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- printable interface? sprintf() ?
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- play if time permits.
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- update documentation
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- add examples
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- \_overflow => \_wholePart
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**0.2.0**
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- add negative numbers
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- test negative numbers / mixed numbers.
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