Class 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 Description
      ExponentiallyWeightedMovingAverage​(double alpha, double initialAvg)
      Create a new EWMA with a given alpha and initialAvg.
    • Method Summary

      Modifier and Type Method 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)