EWMA.js 2.1 KB

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  1. "use strict";
  2. Object.defineProperty(exports, "__esModule", { value: true });
  3. const units_1 = require("./units");
  4. class ExponentiallyWeightedMovingAverage {
  5. constructor(timePeriod, tickInterval) {
  6. this._count = 0;
  7. this._rate = 0;
  8. this.TICK_INTERVAL = 5 * units_1.default.SECONDS;
  9. this._timePeriod = timePeriod || 1 * units_1.default.MINUTES;
  10. this._tickInterval = tickInterval || this.TICK_INTERVAL;
  11. this._alpha = 1 - Math.exp(-this._tickInterval / this._timePeriod);
  12. }
  13. update(n) {
  14. this._count += n;
  15. }
  16. tick() {
  17. const instantRate = this._count / this._tickInterval;
  18. this._count = 0;
  19. this._rate += (this._alpha * (instantRate - this._rate));
  20. }
  21. rate(timeUnit) {
  22. return (this._rate || 0) * timeUnit;
  23. }
  24. }
  25. exports.default = ExponentiallyWeightedMovingAverage;
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