/*
* 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 org.apache.mahout.math.stats;
import org.apache.mahout.common.RandomUtils;
import org.apache.mahout.math.MahoutTestCase;
import org.apache.mahout.math.jet.random.Poisson;
import org.junit.Test;
import java.util.Random;
public class OnlineExponentialAverageTest extends MahoutTestCase {
@Test
public void testAverage() {
double[] t = {11.35718, 21.54637, 28.91061, 33.03586, 39.57767};
double[] x = {1.5992071, -1.3577032, -0.3405638, 0.7048632, 0.3020558};
double[] m = {1.5992071, -1.0168100, -0.4797436, 0.2836447, 0.2966159};
OnlineExponentialAverage averager = new OnlineExponentialAverage(5);
for (int i = 0; i < t.length; i++) {
averager.add(t[i], x[i]);
assertEquals("Step " + i, m[i], averager.mean(), 1.0e-6);
}
}
@Test
public void testRate() {
Random gen = RandomUtils.getRandom();
Poisson p = new Poisson(5, gen);
double lastT = 0;
double[] k = new double[1000];
double[] t = new double[1000];
for (int i = 1; i < 1000; i++) {
// we sample every 5-15 seconds
double dt = gen.nextDouble() * 10 + 5;
t[i] = lastT + dt;
// at those points, we get a Poisson count
k[i] = p.nextInt(dt * 0.2);
lastT = t[i];
}
OnlineExponentialAverage averager = new OnlineExponentialAverage(2000);
for (int i = 1; i < 1000; i++) {
averager.add(t[i], k[i]);
}
assertEquals("Expected rate", 0.2, averager.meanRate(), 0.01);
}
}