Package org.apache.pinot.common.utils

Class ExponentialMovingAverage

java.lang.Object

org.apache.pinot.common.utils.ExponentialMovingAverage

@ThreadSafe
public class ExponentialMovingAverage
extends Object

The ExponentialMovingAverage is the implementation of the utility Exponential Weighted Moving Average which is a statistical measure used to model time series data. Refer https://en.wikipedia.org/wiki/Moving_average for more details.

Constructor Summary

Constructors

Constructor	Description
ExponentialMovingAverage(double alpha, long autoDecayWindowMs, long warmUpDurationMs, double avgInitializationVal, ScheduledExecutorService periodicTaskExecutor)	Constructor

Method Summary

Modifier and Type	Method	Description
double	compute(double value)	Adds a value to the exponentially weighted moving average.
double	getAverage()	Returns the exponentially weighted moving average.

Methods inherited from class java.lang.Object

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

Constructor Detail

ExponentialMovingAverage

public ExponentialMovingAverage(double alpha,
                                long autoDecayWindowMs,
                                long warmUpDurationMs,
                                double avgInitializationVal,
                                @Nullable
                                ScheduledExecutorService periodicTaskExecutor)

Constructor

Parameters:

alpha - Determines how much weightage should be given to the new value. Can only take a value between 0 and 1.

autoDecayWindowMs - Time interval to periodically decay the average if no updates are received. For example if autoDecayWindowMs = 30s, if average is not updated for a period of 30 seconds, we automatically update the average to 0.0 with a weightage of alpha.

warmUpDurationMs - The initial duration after initialization during which new incoming values are ignored in the average calculation.

avgInitializationVal - The default value to initialize for average.

periodicTaskExecutor - Executor to schedule periodic tasks like autoDecay.

Method Detail

getAverage

public double getAverage()

Returns the exponentially weighted moving average.

compute

public double compute(double value)

Adds a value to the exponentially weighted moving average. If warmUpDurationMs is not reached yet, this value is ignored.

Parameters:

value - incoming value

Returns:

the updated exponentially weighted moving average.