e.g. with a half-life of 10 unit, if you insert 100 at t=0 and 200 at t=10 the ewma will be equal to (200 - 100)/2 = 150 (half of the distance between the new and the old value)
| Modifier and Type | Field and Description |
|---|---|
| pack-priv volatile double | |
| pack-priv volatile long | |
| pack-priv static final AtomicLongFieldUpdater | |
| pack-priv final long |
| Access | Constructor and Description |
|---|---|
| public |
| Modifier and Type | Method and Description |
|---|---|
| public synchronized void | |
| public synchronized void | |
| public String | |
| public double |
| ewma | back to summary |
|---|---|
| pack-priv volatile double ewma | |
| stamp | back to summary |
|---|---|
| pack-priv volatile long stamp | |
| STAMP | back to summary |
|---|---|
| pack-priv static final AtomicLongFieldUpdater<Ewma> STAMP | |
| tau | back to summary |
|---|---|
| pack-priv final long tau | |
| Ewma | back to summary |
|---|---|
| public Ewma(long halfLife, TimeUnit unit, double initialValue) | |
| insert | back to summary |
|---|---|
| public synchronized void insert(double x) | |
| reset | back to summary |
|---|---|
| public synchronized void reset(double value) | |
| toString | back to summary |
|---|---|
| public String toString() Overrides java. Doc from java. Returns a string representation of the object. | |
| value | back to summary |
|---|---|
| public double value() | |