com.codahale.metrics.EWMA Maven / Gradle / Ivy
package com.codahale.metrics;
import java.util.concurrent.TimeUnit;
import static java.lang.Math.exp;
/**
* An exponentially-weighted moving average.
*
* @see UNIX Load Average Part 1: How
* It Works
* @see UNIX Load Average Part 2: Not
* Your Average Average
* @see EMA
*/
public class EWMA {
private static final int INTERVAL = 5;
private static final double SECONDS_PER_MINUTE = 60.0;
private static final int ONE_MINUTE = 1;
private static final int FIVE_MINUTES = 5;
private static final int FIFTEEN_MINUTES = 15;
private static final double M1_ALPHA = 1 - exp(-INTERVAL / SECONDS_PER_MINUTE / ONE_MINUTE);
private static final double M5_ALPHA = 1 - exp(-INTERVAL / SECONDS_PER_MINUTE / FIVE_MINUTES);
private static final double M15_ALPHA = 1 - exp(-INTERVAL / SECONDS_PER_MINUTE / FIFTEEN_MINUTES);
private volatile boolean initialized = false;
private volatile double rate = 0.0;
private final LongAdderAdapter uncounted = LongAdderProxy.create();
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, INTERVAL, 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, INTERVAL, 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, INTERVAL, 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();
final 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 getRate(TimeUnit rateUnit) {
return rate * (double) rateUnit.toNanos(1);
}
}