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    SubjectRe: [PATCH v3] Add generic exponentially weighted moving average (EWMA) function
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    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


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