Class EWMA

java.lang.Object

com.codahale.metrics.EWMA

public class EWMA
extends Object

An exponentially-weighted moving average.

See Also:

• UNIX Load Average Part 1: How It Works
• UNIX Load Average Part 2: Not Your Average Average
• EMA

Field Summary

Fields

Modifier and Type	Field	Description
private final double	alpha
private static final int	FIFTEEN_MINUTES
private static final int	FIVE_MINUTES
private boolean	initialized
private final double	interval
private static final int	INTERVAL
private static final double	M1_ALPHA
private static final double	M15_ALPHA
private static final double	M5_ALPHA
private static final int	ONE_MINUTE
private double	rate
private static final double	SECONDS_PER_MINUTE
private final LongAdder	uncounted

Constructor Summary

Constructors

Constructor	Description
EWMA(double alpha, long interval, TimeUnit intervalUnit)	Create a new EWMA with a specific smoothing constant.

Method Summary

Modifier and Type	Method	Description
static EWMA	fifteenMinuteEWMA()	Creates a new EWMA which is equivalent to the UNIX fifteen minute load average and which expects to be ticked every 5 seconds.
static EWMA	fiveMinuteEWMA()	Creates a new EWMA which is equivalent to the UNIX five minute load average and which expects to be ticked every 5 seconds.
double	getRate(TimeUnit rateUnit)	Returns the rate in the given units of time.
static EWMA	oneMinuteEWMA()	Creates a new EWMA which is equivalent to the UNIX one minute load average and which expects to be ticked every 5 seconds.
void	tick()	Mark the passage of time and decay the current rate accordingly.
void	update(long n)	Update the moving average with a new value.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

INTERVAL

private static final int INTERVAL

See Also:

• Constant Field Values

SECONDS_PER_MINUTE

private static final double SECONDS_PER_MINUTE

See Also:

• Constant Field Values

ONE_MINUTE

private static final int ONE_MINUTE

See Also:

• Constant Field Values

FIVE_MINUTES

private static final int FIVE_MINUTES

See Also:

• Constant Field Values

FIFTEEN_MINUTES

private static final int FIFTEEN_MINUTES

See Also:

• Constant Field Values

M1_ALPHA

private static final double M1_ALPHA

M5_ALPHA

private static final double M5_ALPHA

M15_ALPHA

private static final double M15_ALPHA

initialized

private volatile boolean initialized

rate

private volatile double rate

uncounted

private final LongAdder uncounted

alpha

private final double alpha

interval

private final double interval

Constructor Details

EWMA

public EWMA(double alpha,
 long interval,
 TimeUnit intervalUnit)

Create a new EWMA with a specific smoothing constant.

Parameters:

alpha - the smoothing constant

interval - the expected tick interval

intervalUnit - the time unit of the tick interval

Method Details

oneMinuteEWMA

public static EWMA oneMinuteEWMA()

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

fiveMinuteEWMA

public static EWMA fiveMinuteEWMA()

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

fifteenMinuteEWMA

public static EWMA fifteenMinuteEWMA()

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

update

public void update(long n)

Update the moving average with a new value.

Parameters:

n - the new value

tick

public void tick()

Mark the passage of time and decay the current rate accordingly.

getRate

public double getRate(TimeUnit rateUnit)

Returns the rate in the given units of time.

Parameters:

rateUnit - the unit of time

Returns:

the rate