linux-kernel - Re: [PATCH v3] Add generic exponentially weighted moving average (EWMA) function

lists.openwall.net		lists / announce owl-users owl-dev john-users john-dev passwdqc-users yescrypt popa3d-users / oss-security kernel-hardening musl sabotage tlsify passwords / crypt-dev xvendor / Bugtraq Full-Disclosure linux-kernel linux-netdev linux-ext4 linux-hardening linux-cve-announce PHC
Open Source and information security mailing list archives

Hash Suite: Windows password security audit tool. GUI, reports in PDF.

[<prev] [next>] [<thread-prev] [thread-next>] [day] [month] [year] [list]

Date:	Thu, 21 Oct 2010 14:40:24 +0900
From:	Bruno Randolf <br1@...fach.org>
To:	Peter Zijlstra <peterz@...radead.org>
Cc:	randy.dunlap@...cle.com, akpm@...ux-foundation.org,
	kevin.granade@...il.com, Lars_Ericsson@...ia.com,
	blp@...stanford.edu, linux-kernel@...r.kernel.org
Subject: Re: [PATCH v3] Add generic exponentially weighted moving average (EWMA) function

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
--
To unsubscribe from this list: send the line "unsubscribe linux-kernel" in
the body of a message to majordomo@...r.kernel.org
More majordomo info at  http://vger.kernel.org/majordomo-info.html
Please read the FAQ at  http://www.tux.org/lkml/