AbsEwma Class Reference

Exponentially weighted moving average. More...

#include <Ewma.hxx>

Public Member Functions
	AbsEwma (float alpha)
void	set_alpha (float alpha)
	Sets the adjustment parameter.
void	add_value (float value)
	Adds a step to the EWMA average.
void	reset_state (float value)
	Clears the history and sets the state of the EWMA.
float	avg ()

Public Attributes
float	alpha_
	coefficient for EWMA
float	avg_ {0.0}
	current state of EWMA

Detailed Description

Exponentially weighted moving average.

This class allows an O(1) representation of an average over a timeseries of data. This is the algorithm that Linux is using for the loadavg calculation. The algorithm is parametrized by a coefficient \alpha. The larger \alpha is, the longer "memory" the average has, meaning that the slower the average adapts to a changing situation.

Definition at line 136 of file Ewma.hxx.

Constructor & Destructor Documentation

AbsEwma()

AbsEwma::AbsEwma ( float  alpha )

inline

Parameters

alpha

ewma coefficient. The lower the value is the faster the average converges to current speed. The higher this value is the more the averaging will smoothe the speed values read out.

Definition at line 142 of file Ewma.hxx.

Member Function Documentation

add_value()

void AbsEwma::add_value ( float  value )

inline

Adds a step to the EWMA average.

Parameters

value

is the currently observed value to add to the average.

Definition at line 156 of file Ewma.hxx.

avg()

float AbsEwma::avg ( )

inline

Returns

average.

Definition at line 176 of file Ewma.hxx.

reset_state()

void AbsEwma::reset_state ( float  value )

inline

Clears the history and sets the state of the EWMA.

Parameters

value

the desired new average.

Definition at line 170 of file Ewma.hxx.

set_alpha()

void AbsEwma::set_alpha ( float  alpha )

inline

Sets the adjustment parameter.

Parameters

alpha

the new value of the adjustment parameter.

Definition at line 149 of file Ewma.hxx.

Member Data Documentation

alpha_

float AbsEwma::alpha_

coefficient for EWMA

Definition at line 181 of file Ewma.hxx.

avg_

float AbsEwma::avg_ {0.0}

current state of EWMA

Definition at line 182 of file Ewma.hxx.

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The documentation for this class was generated from the following file:

• Ewma.hxx