本文主要研究一下Elasticsearch的ExponentiallyWeightedMovingAveragejava
elasticsearch-7.0.1/server/src/main/java/org/elasticsearch/common/ExponentiallyWeightedMovingAverage.javagit
public class ExponentiallyWeightedMovingAverage { private final double alpha; private final AtomicLong averageBits; /** * Create a new EWMA with a given {@code alpha} and {@code initialAvg}. A smaller alpha means * that new data points will have less weight, where a high alpha means older data points will * have a lower influence. */ public ExponentiallyWeightedMovingAverage(double alpha, double initialAvg) { if (alpha < 0 || alpha > 1) { throw new IllegalArgumentException("alpha must be greater or equal to 0 and less than or equal to 1"); } this.alpha = alpha; this.averageBits = new AtomicLong(Double.doubleToLongBits(initialAvg)); } public double getAverage() { return Double.longBitsToDouble(this.averageBits.get()); } public void addValue(double newValue) { boolean successful = false; do { final long currentBits = this.averageBits.get(); final double currentAvg = getAverage(); final double newAvg = (alpha * newValue) + ((1 - alpha) * currentAvg); final long newBits = Double.doubleToLongBits(newAvg); successful = averageBits.compareAndSet(currentBits, newBits); } while (successful == false); } }
(alpha * newValue) + ((1 - alpha) * currentAvg)
計算新值,而後使用averageBits.compareAndSet方法來實現原子更新elasticsearch-7.0.1/server/src/test/java/org/elasticsearch/common/ExponentiallyWeightedMovingAverageTests.javagithub
public class ExponentiallyWeightedMovingAverageTests extends ESTestCase { public void testEWMA() { final ExponentiallyWeightedMovingAverage ewma = new ExponentiallyWeightedMovingAverage(0.5, 10); ewma.addValue(12); assertThat(ewma.getAverage(), equalTo(11.0)); ewma.addValue(10); ewma.addValue(15); ewma.addValue(13); assertThat(ewma.getAverage(), equalTo(12.875)); } public void testInvalidAlpha() { IllegalArgumentException ex = expectThrows(IllegalArgumentException.class, () -> new ExponentiallyWeightedMovingAverage(-0.5, 10)); assertThat(ex.getMessage(), equalTo("alpha must be greater or equal to 0 and less than or equal to 1")); ex = expectThrows(IllegalArgumentException.class, () -> new ExponentiallyWeightedMovingAverage(1.5, 10)); assertThat(ex.getMessage(), equalTo("alpha must be greater or equal to 0 and less than or equal to 1")); } public void testConvergingToValue() { final ExponentiallyWeightedMovingAverage ewma = new ExponentiallyWeightedMovingAverage(0.5, 10000); for (int i = 0; i < 100000; i++) { ewma.addValue(1); } assertThat(ewma.getAverage(), lessThan(2.0)); } }
(alpha * newValue) + ((1 - alpha) * currentAvg)
計算新值,而後使用averageBits.compareAndSet方法來實現原子更新