All files / src/utils ewma.js

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;