/** * Licensed to the Apache Software Foundation (ASF) under one * or more contributor license agreements. See the NOTICE file * distributed with this work for additional information * regarding copyright ownership. The ASF 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 com.alibaba.jstorm.common.metric.codahale; import java.util.concurrent.TimeUnit; import static java.lang.Math.exp; 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 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, 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.toMillis(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.toMillis(1); } }