public class EWMA$
extends java.lang.Object
implements scala.Serializable
Modifier and Type | Field and Description |
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static EWMA$ |
MODULE$
Static reference to the singleton instance of this Scala object.
|
Constructor and Description |
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EWMA$() |
Modifier and Type | Method and Description |
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double |
alpha(scala.concurrent.duration.FiniteDuration halfLife,
scala.concurrent.duration.FiniteDuration collectInterval)
Calculate the alpha (decay factor) used in
EWMA
from specified half-life and interval between observations. |
public static final EWMA$ MODULE$
public double alpha(scala.concurrent.duration.FiniteDuration halfLife, scala.concurrent.duration.FiniteDuration collectInterval)
EWMA
from specified half-life and interval between observations.
Half-life is the interval over which the weights decrease by a factor of two.
The relevance of each data sample is halved for every passing half-life duration,
i.e. after 4 times the half-life, a data sample’s relevance is reduced to 6% of
its original relevance. The initial relevance of a data sample is given by
1 – 0.5 ^ (collect-interval / half-life).halfLife
- (undocumented)collectInterval
- (undocumented)