dang-stripe commented on code in PR #9311: URL: https://github.com/apache/pinot/pull/9311#discussion_r1006292829
########## pinot-common/src/main/java/org/apache/pinot/common/utils/ExponentialMovingAverage.java: ########## @@ -0,0 +1,105 @@ +/** + * Licensed to the Apache Software Foundation (ASF) under one + * or more contributor license agreements. See the NOTICE file + * distributed with this work for additional information + * regarding copyright ownership. The ASF 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.apache.pinot.common.utils; + +import com.google.common.base.Preconditions; +import java.util.Timer; +import java.util.TimerTask; +import javax.annotation.concurrent.ThreadSafe; + +/** + * The {@code ExponentialMovingAverage} is the implementation of the utility Exponential Weighted Moving Average + * which is a statistical measure used to model time series data. Refer https://en.wikipedia.org/wiki/Moving_average + * for more details. + */ +@ThreadSafe +public class ExponentialMovingAverage { + private final double _alpha; + private final long _autoDecayWindowMs; + + private final long _warmUpDurationMs; + private final long _initializationTimeMs; + + private volatile double _average; + private long _lastUpdatedTimeMs; + + /** + * Constructor + * + * @param alpha Determines how much weightage should be given to the new value. Can only take a value between 0 and 1. + * @param autoDecayWindowMs Time interval to periodically decay the average if no updates are received. For + * example if autoDecayWindowMs = 30s, if average is not updated for a period of 30 + * seconds, we automatically update the average to 0.0 with a weightage of alpha. + * @param warmUpDurationMs The initial duration after initialization during which new incoming values are ignored + * in the average calculation. + * @param avgInitializationVal The default value to initialize for average. + */ + public ExponentialMovingAverage(double alpha, long autoDecayWindowMs, long warmUpDurationMs, + double avgInitializationVal) { + Preconditions.checkState(alpha >= 0.0 && alpha <= 1.0, "Alpha should be between 0 and 1"); + _alpha = alpha; + Preconditions.checkState(warmUpDurationMs >= 0, "warmUpDurationMs is negative."); + _warmUpDurationMs = warmUpDurationMs; + Preconditions.checkState(avgInitializationVal >= 0.0, "avgInitializationVal is negative."); + _average = avgInitializationVal; + + _initializationTimeMs = System.currentTimeMillis(); + _lastUpdatedTimeMs = 0; + _autoDecayWindowMs = autoDecayWindowMs; + + if (_autoDecayWindowMs > 0) { + // Create a timer to automatically decay the average if updates are not performed in the last _autoDecayWindowMs. + Timer timer = new Timer(); Review Comment: I'll open a PR -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. To unsubscribe, e-mail: [email protected] For queries about this service, please contact Infrastructure at: [email protected] --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
