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

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Message-Id: <201010211440.24936.br1@einfach.org>
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
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