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 * 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
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package org.elasticsearch.common.metrics;

import java.util.concurrent.TimeUnit;
import java.util.concurrent.atomic.LongAdder;

/**
 * An exponentially-weighted moving average.
 *
 * 

* Taken from codahale metric module, changed to use LongAdder * * @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 - Math.exp(-5 / 60.0); private static final double M5_ALPHA = 1 - Math.exp(-5 / 60.0 / 5); private static final double M15_ALPHA = 1 - Math.exp(-5 / 60.0 / 15); private volatile boolean initialized = false; private volatile double rate = 0.0; private final LongAdder uncounted = new LongAdder(); 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.add(n); } /** * Mark the passage of time and decay the current rate accordingly. */ public void tick() { final long count = uncounted.sumThenReset(); 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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