/*
***************************************************************************************
* Copyright (C) 2006 EsperTech, Inc. All rights reserved. *
* http://www.espertech.com/esper *
* http://www.espertech.com *
* ---------------------------------------------------------------------------------- *
* The software in this package is published under the terms of the GPL license *
* a copy of which has been included with this distribution in the license.txt file. *
***************************************************************************************
*/
/***************************************************************************************
* Attribution Notice
*
* This file is imported from Metrics (https://github.com/codahale/metrics subproject metrics-core).
* Metrics is Copyright (c) 2010-2012 Coda Hale, Yammer.com
* Metrics is Published under Apache Software License 2.0, see LICENSE in root folder.
*
* Thank you for the Metrics developers efforts in making their library available under an Apache license.
* EsperTech incorporates Metrics version 0.2.2 in source code form since Metrics depends on SLF4J
* and this dependency is not possible to introduce for Esper.
* *************************************************************************************
*/
package com.espertech.esper.metrics.codahale_metrics.metrics.stats;
import java.util.concurrent.TimeUnit;
import java.util.concurrent.atomic.AtomicLong;
import static java.lang.Math.exp;
/**
* An exponentially-weighted moving average.
*
* @see <a href="http://www.teamquest.com/pdfs/whitepaper/ldavg1.pdf">UNIX Load Average Part 1: How
* It Works</a>
* @see <a href="http://www.teamquest.com/pdfs/whitepaper/ldavg2.pdf">UNIX Load Average Part 2: Not
* Your Average Average</a>
*/
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 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, 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.addAndGet(n);
}
/**
* Mark the passage of time and decay the current rate accordingly.
*/
public void tick() {
final long count = uncounted.getAndSet(0);
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 rate(TimeUnit rateUnit) {
return rate * (double) rateUnit.toNanos(1);
}
}