Messages in this thread | | | Date | Tue, 12 Oct 2010 17:33:52 -0700 | From | Randy Dunlap <> | Subject | Re: [PATCH] Add generic exponentially weighted moving average function |
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On Wed, 06 Oct 2010 18:32:25 +0900 Bruno Randolf wrote:
> This adds a generic exponentially weighted moving average function. This > implementation makes use of a structure which keeps a scaled up internal > representation to reduce rounding errors. > > The idea for this implementation comes from the rt2x00 driver (rt2x00link.c) > and i would like to use it in several places in the mac80211 and ath5k code. > > Signed-off-by: Bruno Randolf <br1@einfach.org>
I guess I don't understand "exponentially weighted" or why that would be desirable. Please try to explain (briefly).
I'm attaching a test program that I did. I don't especially like the results of it. Maybe it's due to the exponential weighting. (?)
The test program tells me that the sum of 3 samples is 8 & average = 2: i.e., not rounded up.
And that the sum of 6 samples is 30 & average = 4. (!!) And that the sum of 10 samples is 80 & average = 5. (!!)
Am I just not understanding the function or am I misusing it?
Complete test program output:
> ./moving-avg count: 1, val: 1, sum: 1, avg: 1, internal: 1000 count: 2, val: 3, sum: 4, avg: 2, internal: 2000 count: 3, val: 4, sum: 8, avg: 2, internal: 2666 count: 4, val: 6, sum: 14, avg: 3, internal: 3499 count: 5, val: 7, sum: 21, avg: 4, internal: 4199 count: 6, val: 9, sum: 30, avg: 4, internal: 4999 count: 7, val: 10, sum: 40, avg: 5, internal: 5713 count: 8, val: 12, sum: 52, avg: 6, internal: 6498 count: 9, val: 13, sum: 65, avg: 7, internal: 7220 count: 10, val: 15, sum: 80, avg: 7, internal: 7998 >
> -- > Is this the right place to add it? Who to CC:?
Try Andrew. (added)
> > --- > include/linux/average.h | 32 ++++++++++++++++++++++++++++++++ > 1 files changed, 32 insertions(+), 0 deletions(-) > create mode 100644 include/linux/average.h > > diff --git a/include/linux/average.h b/include/linux/average.h > new file mode 100644 > index 0000000..2a00d3d > --- /dev/null > +++ b/include/linux/average.h > @@ -0,0 +1,32 @@ > +#ifndef _LINUX_AVERAGE_H > +#define _LINUX_AVERAGE_H > + > +#define AVG_FACTOR 1000 > + > +struct avg_val { > + int value; > + int internal; > +}; > + > +/** > + * moving_average - Exponentially weighted moving average > + * @avg: average structure > + * @val: current value > + * @samples: number of samples > + * > + * This implementation make use of a struct avg_val to prevent rounding > + * errors. > + */ > +static inline struct avg_val > +moving_average(const struct avg_val avg, const int val, const int samples) > +{ > + struct avg_val ret; > + ret.internal = avg.internal ? > + (((avg.internal * (samples - 1)) + > + (val * AVG_FACTOR)) / samples) : > + (val * AVG_FACTOR); > + ret.value = ret.internal / AVG_FACTOR; > + return ret; > +} > + > +#endif /* _LINUX_AVERAGE_H */ > > --
--- ~Randy *** Remember to use Documentation/SubmitChecklist when testing your code ***#if 0 This adds a generic exponentially weighted moving average function. This implementation makes use of a structure which keeps a scaled up internal representation to reduce rounding errors.
The idea for this implementation comes from the rt2x00 driver (rt2x00link.c) and i would like to use it in several places in the mac80211 and ath5k code. #endif
#ifndef _LINUX_AVERAGE_H #define _LINUX_AVERAGE_H
#define AVG_FACTOR 1000
struct avg_val { int value; int internal; }; /** * moving_average - Exponentially weighted moving average * @avg: average structure * @val: current value * @samples: number of samples * * This implementation make use of a struct avg_val to prevent rounding * errors. */ static inline struct avg_val moving_average(const struct avg_val avg, const int val, const int samples) { struct avg_val ret; ret.internal = avg.internal ? (((avg.internal * (samples - 1)) + (val * AVG_FACTOR)) / samples) : (val * AVG_FACTOR); ret.value = ret.internal / AVG_FACTOR; return ret; } #endif /* _LINUX_AVERAGE_H */
#include <stdio.h>
int main(int argc, char *argv[]) { struct avg_val avg = {}; int count; int val; int sum = 0; for (count = 1; count <= 10; count++) { val = count + count/2; sum += val; avg = moving_average(avg, val, count); printf("count: %d, val: %d, sum: %d, avg: %d, internal: %d\n", count, val, sum, avg.value, avg.internal); } return 0; } | |