Java Algorithm for Rolling or Moving Average

ExponentialMovingAverage.java

public class ExponentialMovingAverage {
  private double alpha; // Smoothing factor 0-1. 1 calculate the average as latest value.
  private Double average;

  public ExponentialMovingAverage(double alpha) {
    this.alpha = alpha;
  }
  public void add(double value) {
    if (average == null) {
      average = value; // Initialize average with the first value
    } else {
      average = alpha * value + (1 - alpha) * average;
    }
  }

  public Double getAverage() {
    return average;
  }
}

MainAverages.java

public class MainAverages {

  public static void main(String[] args) {

    ExponentialMovingAverage emaCalculator = new ExponentialMovingAverage(0.1);

    WeldfordMovingAverage weldfordMovingAverage = new WeldfordMovingAverage();

    ClassicAverage classicAverage = new ClassicAverage(); // Alpha = 0.2

    double[] data = {50, 51, 52, 49, 48, 47, 46, 50, 55, 60, 70, 76, 80, 82, 83, 90, 200, 250, 300};

    for (double value : data) {
      emaCalculator.add(value);
      weldfordMovingAverage.add(value);
      classicAverage.add(value);

      System.out.printf(
          "Value: %10.6f \t Classic %10.6f \t WEL %10.6f \t EMA %10.6f",
          value,
          classicAverage.getAverage(),
          weldfordMovingAverage.getAverage(),
          emaCalculator.getAverage());
      System.out.println();
    }
  }
}

output.txt

Value:  50.000000 	 Classic  50.000000 	 WEL  50.000000 	 EMA  50.000000
Value:  51.000000 	 Classic  50.500000 	 WEL  50.500000 	 EMA  50.100000
Value:  52.000000 	 Classic  51.000000 	 WEL  51.000000 	 EMA  50.290000
Value:  49.000000 	 Classic  50.500000 	 WEL  50.500000 	 EMA  50.161000
Value:  48.000000 	 Classic  50.000000 	 WEL  50.000000 	 EMA  49.944900
Value:  47.000000 	 Classic  49.500000 	 WEL  49.500000 	 EMA  49.650410
Value:  46.000000 	 Classic  49.000000 	 WEL  49.000000 	 EMA  49.285369
Value:  50.000000 	 Classic  49.125000 	 WEL  49.125000 	 EMA  49.356832
Value:  55.000000 	 Classic  49.777778 	 WEL  49.777778 	 EMA  49.921149
Value:  60.000000 	 Classic  50.800000 	 WEL  50.800000 	 EMA  50.929034
Value:  70.000000 	 Classic  52.545455 	 WEL  52.720000 	 EMA  52.836131
Value:  76.000000 	 Classic  54.500000 	 WEL  55.048000 	 EMA  55.152518
Value:  80.000000 	 Classic  56.461538 	 WEL  57.543200 	 EMA  57.637266
Value:  82.000000 	 Classic  58.285714 	 WEL  59.988880 	 EMA  60.073539
Value:  83.000000 	 Classic  59.933333 	 WEL  62.289992 	 EMA  62.366185
Value:  90.000000 	 Classic  61.812500 	 WEL  65.060993 	 EMA  65.129567
Value: 200.000000 	 Classic  69.941176 	 WEL  78.554894 	 EMA  78.616610
Value: 250.000000 	 Classic  79.944444 	 WEL  95.699404 	 EMA  95.754949
Value: 300.000000 	 Classic  91.526316 	 WEL 116.129464 	 EMA 116.179454

WeldfordAverage.java

// Seen in https://stackoverflow.com/questions/12636613/how-to-calculate-moving-average-without-keeping-the-count-and-data-total
public class WeldfordAverage {
  private double average = 0; // Current average
  private double count = 0; // Number of elements

  public void add(double value) {
    count++;
    if (count == 0) {
      this.average = value;
    } else {
      this.average = this.average + (value - average) / count;
    }
  }

  public Double getAverage() {
    return average;
  }
}

WeldfordMovingAverage.java

public class WeldfordMovingAverage {
  public static final int WINDOWS_SIZE = 10;
  private double average = 0;
  private double count = 0;

  public void add(double value) {
    count++;

    double factor = Math.min(count, WINDOWS_SIZE);

    if (count == 0) {
      this.average = value;
    } else {
      this.average = this.average + (value - average) / factor;
    }
  }

  public Double getAverage() {
    return average;
  }
}