org.elasticsearch.common

Class ExponentiallyWeightedMovingAverage

java.lang.Object

org.elasticsearch.common.ExponentiallyWeightedMovingAverage

public class ExponentiallyWeightedMovingAverage
extends java.lang.Object

Implements exponentially weighted moving averages (commonly abbreviated EWMA) for a single value. This class is safe to share between threads.

Constructor Summary

Constructors

Constructor and Description
ExponentiallyWeightedMovingAverage(double alpha, double initialAvg) Create a new EWMA with a given alpha and initialAvg.

Method Summary

Modifier and Type	Method and Description
void	addValue(double newValue)
double	getAverage()

Methods inherited from class java.lang.Object

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

Constructor Detail

ExponentiallyWeightedMovingAverage

public ExponentiallyWeightedMovingAverage(double alpha,
                                          double initialAvg)

Create a new EWMA with a given alpha and initialAvg. A smaller alpha means that new data points will have less weight, where a high alpha means older data points will have a lower influence.

Method Detail

getAverage

public double getAverage()

addValue

public void addValue(double newValue)