org.elasticsearch.common.ExponentiallyWeightedMovingAverage Maven / Gradle / Ivy
Go to download
Show more of this group Show more artifacts with this name
Show all versions of elasticsearch Show documentation
Show all versions of elasticsearch Show documentation
Elasticsearch subproject :server
/*
* Copyright Elasticsearch B.V. and/or licensed to Elasticsearch B.V. under one
* or more contributor license agreements. Licensed under the Elastic License
* 2.0 and the Server Side Public License, v 1; you may not use this file except
* in compliance with, at your election, the Elastic License 2.0 or the Server
* Side Public License, v 1.
*/
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);
}
}