1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
|
/*
* Licensed to Elasticsearch under one or more contributor
* license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright
* ownership. Elasticsearch 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.elasticsearch.common.metrics;
import java.util.concurrent.atomic.LongAdder;
import java.util.concurrent.TimeUnit;
/**
* An exponentially-weighted moving average.
*
* <p>
* Taken from codahale metric module, changed to use LongAdder
*
* @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>
*/
public class EWMA {
private static final double M1_ALPHA = 1 - Math.exp(-5 / 60.0);
private static final double M5_ALPHA = 1 - Math.exp(-5 / 60.0 / 5);
private static final double M15_ALPHA = 1 - Math.exp(-5 / 60.0 / 15);
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, 5, 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, 5, 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, 5, 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.toNanos(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();
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 rate(TimeUnit rateUnit) {
return rate * (double) rateUnit.toNanos(1);
}
}
|
