org.apache.mahout.math.stats
Class OnlineExponentialAverage
java.lang.Object
org.apache.mahout.math.stats.OnlineExponentialAverage
public class OnlineExponentialAverage
- extends Object
Computes an online average that is exponentially weighted toward recent time-embedded samples.
Constructor Summary |
OnlineExponentialAverage(double alpha)
Creates an averager that has a specified time constant for discounting old data. |
Method Summary |
void |
add(double t,
double x)
|
double |
mean()
|
double |
meanRate()
|
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
OnlineExponentialAverage
public OnlineExponentialAverage(double alpha)
- Creates an averager that has a specified time constant for discounting old data. The time
constant, alpha, is the time at which an older sample is discounted to 1/e relative to current
data. Roughly speaking, data that is more than 3*alpha old doesn't matter any more and data
that is more recent than alpha/3 is about as important as current data.
See http://tdunning.blogspot.com/2011/03/exponential-weighted-averages-with.html for a
derivation. See http://tdunning.blogspot.com/2011/03/exponentially-weighted-averaging-for.html
for the rate method.
- Parameters:
alpha
- The time constant for discounting old data and state.
add
public void add(double t,
double x)
mean
public double mean()
meanRate
public double meanRate()
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