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/*
* Licensed to Elasticsearch under one or more contributor
* license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright
* ownership. Elasticsearch licenses this file to you 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 org.elasticsearch.common;
import java.util.concurrent.atomic.AtomicLong;
/**
* Implements exponentially weighted moving averages (commonly abbreviated EWMA) for a single value.
* This class is safe to share between threads.
*/
public class ExponentiallyWeightedMovingAverage {
private final double alpha;
private final AtomicLong averageBits;
/**
* Create a new EWMA with a given {@code alpha} and {@code 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.
*/
public ExponentiallyWeightedMovingAverage(double alpha, double initialAvg) {
if (alpha < 0 || alpha > 1) {
throw new IllegalArgumentException("alpha must be greater or equal to 0 and less than or equal to 1");
}
this.alpha = alpha;
this.averageBits = new AtomicLong(Double.doubleToLongBits(initialAvg));
}
public double getAverage() {
return Double.longBitsToDouble(this.averageBits.get());
}
public void addValue(double newValue) {
boolean successful = false;
do {
final long currentBits = this.averageBits.get();
final double currentAvg = getAverage();
final double newAvg = (alpha * newValue) + ((1 - alpha) * currentAvg);
final long newBits = Double.doubleToLongBits(newAvg);
successful = averageBits.compareAndSet(currentBits, newBits);
} while (successful == false);
}
}