package com.codahale.metrics;

import java.util.concurrent.TimeUnit;
import java.util.concurrent.atomic.LongAdder;

import static java.lang.Math.exp;

An exponentially-weighted moving average.
See Also:
/** * 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> * @see <a href="http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average">EMA</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 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.
Returns:a one-minute EWMA
/** * 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.
Returns:a five-minute EWMA
/** * 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.
Returns:a fifteen-minute EWMA
/** * 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.
Params:
  • alpha – the smoothing constant
  • interval – the expected tick interval
  • intervalUnit – the time unit of the tick interval
/** * 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.
Params:
  • n – the new value
/** * 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.
/** * 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) { final double oldRate = this.rate; rate = oldRate + (alpha * (instantRate - oldRate)); } else { rate = instantRate; initialized = true; } }
Returns the rate in the given units of time.
Params:
  • rateUnit – the unit of time
Returns:the rate
/** * 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); } }