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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 | 10x 10x 10x 18x 18x 18x 10x 18x 12x 12x 6x | /* * compute an Exponential Weighted moving average * - https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average * - heavily inspired from shaka-player */ class EWMA { // About half of the estimated value will be from the last |halfLife| samples by weight. constructor (halfLife) { // Larger values of alpha expire historical data more slowly. this.alpha_ = halfLife ? Math.exp(Math.log(0.5) / halfLife) : 0; this.estimate_ = 0; this.totalWeight_ = 0; } sample (weight, value) { let adjAlpha = Math.pow(this.alpha_, weight); this.estimate_ = value * (1 - adjAlpha) + adjAlpha * this.estimate_; this.totalWeight_ += weight; } getTotalWeight () { return this.totalWeight_; } getEstimate () { if (this.alpha_) { let zeroFactor = 1 - Math.pow(this.alpha_, this.totalWeight_); return this.estimate_ / zeroFactor; } else { return this.estimate_; } } } export default EWMA; |