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module Skylight
module Metrics
# An exponentially-weighted moving average. Not thread-safe
class EWMA
include Util::Conversions
INTERVAL = 5
# Some common EWMA
attr_reader :interval
def initialize(alpha, interval)
@rate = 0.0
@alpha = alpha
@interval = secs_to_nanos(interval).to_f
@uncounted = 0
@initialized = false
end
def self.alpha(minutes, interval = INTERVAL)
1 - Math.exp(-interval / 60.0 / minutes)
end
# Some common EWMA
M1 = alpha(1)
M5 = alpha(5)
M15 = alpha(15)
def self.one_minute_ewma
EWMA.new M1, INTERVAL
end
def self.five_minute_ewma
EWMA.new M5, INTERVAL
end
def self.fifteen_minute_ewma
EWMA.new M15, INTERVAL
end
def update(count)
@uncounted += count
end
def tick
# Compute the rate this interval (aka the num of occurences this tick)
instant_rate = @uncounted / @interval
# Reset the count
@uncounted = 0
if @initialized
@rate += (@alpha * (instant_rate - @rate))
else
@rate = instant_rate
@initialized = true
end
end
# Get the rate in the requested interval (where the interval is specified
# in number of seconds
def rate(interval = 1)
@rate * secs_to_nanos(interval)
end
end
end
end
Version data entries
11 entries across 11 versions & 1 rubygems