On Mon, Jan 17, 2011 at 10:12:54PM -0500, Wietse Venema wrote:
> > alpha smoothing should do the trick, in this case we can start with
> >
> > t_0 = 0,
> >
> > and set
> >
> > t_{n+1} = 0.95*t_{n} + 0.05*delta
>
> There are many ways to arrive at a moving average. Where do these
> magic numbers come from?
The 0.05, 0.95 magic numbers give you an average over a few tens of sample
points, that is not overly sensitive to a single spike, and purge stale
state reasonably quickly. TCP alpha smoothing uses 0.1 IIRC, I found
this to be a bit too fast.
--
Viktor.
