Question

I’m sifting through some of my old bugs and while reviewing some nasty code I realized that my averaging or smoothing algorithm was pretty bad. I did a little research which led me to the “running mean” – makes sense, pretty straightforward. I was thinking through a possible implementation and realized that I don’t know which collection would provide the type of “sliding” functionality that I need. In other words, I need to push/add an item to the end of the collection and then also pop/remove the first item from the collection. I think if I knew what this was called I could find the correct collection but I don’t know what to search for.

Ideally a collection where you set the max size and anything added to it that exceeds that size would pop off the first item.

To illustrate, here is what I came up with while messing around:

using System;
using System.Collections.Generic;

namespace ConsoleApplication1
{
    class Program
    {
        static void Main(string[] args)
        {
            LinkedList<int> samples = new LinkedList<int>();

            //  Simulate packing the front of the samples, this would most like be a pre-averaged
            //  value from the raw samples
            for (int i = 0; i < 10; i++)
            {
                samples.AddLast(0);
            }

            for (int i = 0; i < 100; i++)
            {
                //  My attempt at a "sliding collection" - not really sure what to call it but as
                //  an item is added the first item is removed
                samples.RemoveFirst();
                samples.AddLast(i);

                foreach (int v in samples)
                {
                    Console.Write("{0:000} ", v);
                }

                Console.WriteLine(String.Empty);
            }

            Console.ReadLine();
        }
    }
}

As you can see I am manually handling the removal of the first item. I’m just asking if there is a standard collection that is optimized for this type of use?

Answer 1

It appears that you’re looking for a Circular Buffer. Here’s a .NET implementation on CodePlex. You may also want to look at this question: How would you code an efficient Circular Buffer in Java or C#?

From the sample you’ve provided, it isn’t clear how exactly this relates to an online-mean algorithm. If the only operation allowed on the buffer is to append; it should be trivial to cache and update the “total” inside the buffer (add the new value, subtract the removed one); making the maintaining of the mean an O(1) operation for every append. In this case, the buffer is effectively holding the Simple Moving Average (SMA) of a series.