io.reactivesocket.stat

Class Ewma

java.lang.Object

io.reactivesocket.stat.Ewma

public class Ewma
extends java.lang.Object

Compute the exponential weighted moving average of a series of values. The time at which you insert the value into `Ewma` is used to compute a weight (recent points are weighted higher). The parameter for defining the convergence speed (like most decay process) is the half-life. e.g. with a half-life of 10 unit, if you insert 100 at t=0 and 200 at t=10 the ewma will be equal to (200 - 100)/2 = 150 (half of the distance between the new and the old value)

Constructor Summary

Constructors

Constructor and Description
Ewma(long halfLife, java.util.concurrent.TimeUnit unit, double initialValue)

Method Summary

Modifier and Type	Method and Description
void	insert(double x)
void	reset(double value)
java.lang.String	toString()
double	value()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Ewma

public Ewma(long halfLife,
            java.util.concurrent.TimeUnit unit,
            double initialValue)

Method Detail

insert

public void insert(double x)

reset

public void reset(double value)

value

public double value()

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object