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A Typical Timeseries with Averaging

SharpPlot offers several ways to smooth a typically noisy timeseries. You can use the ‘Trend’ style to add a gaussian-weighted moving average or you can use any combination of traditional smoothing methods. This example has the results of monitoring the fuel consumption of a typical family car (measured in miles per gallon of fuel) which has plenty of random variation and some clear cycles (probably winter and summer).

Note that the very first value is a ‘dud’ and is removed from the plot by setting it as ‘missing data’. In this case the fitted curve has been emphasised over the raw series by drawing it with a heavier line, on top of the data.

Of course you may have your own routines to compute more sophisticated curves and just add them to the chart with more calls to DrawLineGraph. A typical trick used when monitoring market data is to plot several moving averages and look for the point where they cross.

SharpPlot sp = new SharpPlot;

odo = new int[] {11061,11354,11689,11975,12300,12558,12856,13100,13455,13841,14239,
         14571,14721,15058,15546,15886,16220,16592,16944,17192,17552,17906,18252,
         18381,18611,18876,19224,19558,19907,20252,20584,20914,21188,21549,21901,
         22204,22563,22890,23232,23510,23847,24214,24589,24954,25291,25627,25977,
         26366,26708,27030,27396,27753,28107,28437,28792,29136,29459,29831,30153,
         30487,30796,31127,31440,31722,32018,32442,32755,33045,33385,33689,34031,
         34355,34715,34944,35281,35398,35618,35915,36225,36526,36878,37212,37496,
         37805,38152};
mpg = new double[] {0,37.6,39.4,37.2,39.7,38.2,37.2,39.6,40.2,41,43.1,39.9,40.1,
         38.3,41.9,38.8,41.3,41.4,44.2,36,44,39.2,43,41.6,41.8,36.9,39.3,40.9,38.4,
         40.3,37.9,38.8,38.6,39.9,37.2,38.9,38.8,40.4,35.9,40.6,39.8,39.8,38.1,39,
         38.8,39.2,39.1,40.7,39.7,42.4,41.4,41.3,41.9,42.4,39.5,41.8,41.7,39.5,41.3,
         40.6,38.6,40.2,39.2,37.3,37.1,37.5,38.8,35.7,39.5,38.9,37.6,39.2,37.8,42.5,
         36.6,37.2,40.7,35,38.4,41.3,38,37.9,39.8,36.6,39.8};

sp.Heading = "Plot of MPG against Miles Run";
sp.SetXTickMarks(5000);
sp.LineGraphStyle = LineGraphStyles.TrendLine|LineGraphStyles.OnTopModel;
sp.Flexibility = 5;
sp.MissingValue = 0;
sp.SetLineStyles(new LineStyle[]{LineStyle.Solid,LineStyle.Dash});
sp.SetPenWidths(new double[] {0.8,1.2});

sp.DrawLineGraph(mpg,odo);  // SharpPlot.DrawLineGraph

sp.SetKeyText(new string[]{"Raw MPG data","Gaussian smooth"});

Worked Examples

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