From: Bruno Randolf <br1@einfach.org>
To: Peter Zijlstra <peterz@infradead.org>
Cc: randy.dunlap@oracle.com, akpm@linux-foundation.org,
kevin.granade@gmail.com, Lars_Ericsson@telia.com,
blp@cs.stanford.edu, linux-kernel@vger.kernel.org
Subject: Re: [PATCH v3] Add generic exponentially weighted moving average (EWMA) function
Date: Thu, 21 Oct 2010 14:40:24 +0900 [thread overview]
Message-ID: <201010211440.24936.br1@einfach.org> (raw)
In-Reply-To: <1287587023.3488.27.camel@twins>
On Thu October 21 2010 00:03:43 Peter Zijlstra wrote:
> On Wed, 2010-10-20 at 17:23 +0900, Bruno Randolf wrote:
> > +/**
> > + * ewma_add() - Exponentially weighted moving average (EWMA)
> > + * @avg: Average structure
> > + * @val: Current value
> > + *
> > + * Add a sample to the average.
> > + */
> > +struct ewma*
> > +ewma_add(struct ewma *avg, const unsigned int val)
> > +{
> > + avg->internal = avg->internal ?
> > + (((avg->internal * (avg->weight - 1)) +
> > + (val * avg->factor)) / avg->weight) :
> > + (val * avg->factor);
> > + return avg;
> > +}
> > +EXPORT_SYMBOL(ewma_add);
>
> How can it be a weighted avg if each sample has the same weight?
by applying the weight again and again, we get an exponential weighting.
http://en.wikipedia.org/wiki/Exponentially_weighted_moving_average
bruno
next prev parent reply other threads:[~2010-10-21 5:40 UTC|newest]
Thread overview: 9+ messages / expand[flat|nested] mbox.gz Atom feed top
2010-10-20 8:23 [PATCH v3] Add generic exponentially weighted moving average (EWMA) function Bruno Randolf
2010-10-20 15:03 ` Peter Zijlstra
2010-10-21 5:40 ` Bruno Randolf [this message]
2010-10-21 10:04 ` Peter Zijlstra
2010-10-21 10:31 ` KOSAKI Motohiro
2010-10-22 0:53 ` Bruno Randolf
2010-10-22 1:11 ` KOSAKI Motohiro
2010-10-22 1:25 ` Bruno Randolf
2010-10-22 1:28 ` KOSAKI Motohiro
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