Moving Average In C# Using LINQ

This article will show you how to generate a moving average of C# collection using LINQ to Objects.

LINQ is a very popular feature of C# that allows the developer to write the query like SQL.

Let’s consider you have the following collection in C#. You want to calculate the moving average of the Sales column with the given window size.

Input

For example, Below Image shows the moving average of the Sales column with a window’s size of 2.

	Prdoduct=Apple,Year=2000
	Avg=(6+2)/2=4
	Product=Apple,Year=2001
	Avg=(2+4)/2=3
	

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Output

Let’s create one extension method that calculates the moving average of numbers.

public static class MyExtensions
{

	
	public static IEnumerable<double> MovingAverage(this IEnumerable<double> source, int windowSize)
	{
		var queue = new Queue<double>(windowSize);

		foreach (double d in source)
		{
			if (queue.Count == windowSize)
			{
				queue.Dequeue();
			}
			queue.Enqueue(d);
			yield return queue.Average();
		}
	}

}

• The queue is initially empty.
• The queue is updated every time a new value is read from the source sequence.
• The average of all of the queued items is computed and returned.
• An item is removed from the queue once the appropriate sample size has been attained before a new one is added.
• This allows the sample to expand during the first few items but remains consistent once the optimal sample size is found.

Then we will use the Zip operator to calculate the average.  Zip Takes two collections and merges their corresponding values.

var results = sales
		.Zip(sales.Select(s => s.Sales).MovingAverage(2), 
			(sale, value) => { sale.Avg = value; return sale; });
	Console.WriteLine(results);

Complete Source Code

void Main()
{
	var sales = new List<SalesData>(){

		new SalesData{Product="Nokia", Year=2002,Sales=6},
		new SalesData{Product="Apple", Year=2000,Sales=2},
		new SalesData{Product="Apple", Year=2001,Sales=4},
		new SalesData{Product="Google", Year=2003,Sales=40},
		new SalesData{Product="Google", Year=2004,Sales=6},

	};


	var results = sales
		.Zip(sales.Select(s => s.Sales).MovingAverage(2), 
			(sale, value) => { sale.Avg = value; return sale; });
	Console.WriteLine(results);
}


public class SalesData
{
	public string Product { get; set; }
	public int Year { get; set; }
	public double Sales { get; set; }
	public double Avg { get; set; }

}