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/*
* Copyright (C) 2014 Dell, Inc.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.dell.doradus.mbeans;
/// http://www.jarvana.com/jarvana/view/com/ning/jetty/ning-service-skeleton-core/0.0.6/ning-service-skeleton-core-0.0.6-sources.jar!/com/yammer/metrics/stats/EWMA.java?format=ok
/// package com.yammer.metrics.stats;
import static java.lang.Math.exp;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.atomic.AtomicLong;
/**
* An exponentially-weighted moving average.
*
* @see UNIX Load Average Part 1: How It Works
* @see UNIX Load Average Part 2: Not Your Average Average
*/
public class EWMA {
private static final double M1_ALPHA = 1 - exp(-5 / 60.0);
private static final double M5_ALPHA = 1 - exp(-5 / 60.0 / 5);
private static final double M15_ALPHA = 1 - exp(-5 / 60.0 / 15);
private volatile boolean initialized = false;
private volatile double rate = 0.0;
private final AtomicLong uncounted = new AtomicLong();
private final double alpha, interval;
/**
* Creates a new EWMA which is equivalent to the UNIX one minute load average
* and which expects to be ticked every 5 seconds.
*
* @return a one-minute EWMA
*/
public static EWMA oneMinuteEWMA() {
return new EWMA(M1_ALPHA, 5, TimeUnit.SECONDS);
}
/**
* Creates a new EWMA which is equivalent to the UNIX five minute load average and which expects to be ticked every
* 5 seconds.
*
* @return a five-minute EWMA
*/
public static EWMA fiveMinuteEWMA() {
return new EWMA(M5_ALPHA, 5, TimeUnit.SECONDS);
}
/**
* Creates a new EWMA which is equivalent to the UNIX fifteen minute load average and which expects to be ticked
* every 5 seconds.
*
* @return a fifteen-minute EWMA
*/
public static EWMA fifteenMinuteEWMA() {
return new EWMA(M15_ALPHA, 5, TimeUnit.SECONDS);
}
/**
* Create a new EWMA with a specific smoothing constant.
*
* @param alpha the smoothing constant
* @param interval the expected tick interval
* @param intervalUnit the time unit of the tick interval
*/
public EWMA(double alpha, long interval, TimeUnit intervalUnit) {
this.interval = intervalUnit.toNanos(interval);
this.alpha = alpha;
}
/**
* Update the moving average with a new value.
*
* @param n the new value
*/
public void update(long n) {
uncounted.addAndGet(n);
}
/**
* Mark the passage of time and decay the current rate accordingly.
*/
public void tick() {
final long count = uncounted.getAndSet(0);
double instantRate = count / interval;
if (initialized) {
rate += (alpha * (instantRate - rate));
} else {
rate = instantRate;
initialized = true;
}
}
/**
* Returns the rate in the given units of time.
*
* @param rateUnit the unit of time
* @return the rate
*/
public double rate(TimeUnit rateUnit) {
return rate * (double) rateUnit.toNanos(1);
}
}
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