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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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