Edit File: EWMA.js
var units = require('./units'); module.exports = ExponentiallyWeightedMovingAverage; function ExponentiallyWeightedMovingAverage(timePeriod, tickInterval) { this._timePeriod = timePeriod || 1 * units.MINUTE; this._tickInterval = tickInterval || ExponentiallyWeightedMovingAverage.TICK_INTERVAL; this._alpha = 1 - Math.exp(-this._tickInterval / this._timePeriod); this._count = 0; this._rate = 0; }; ExponentiallyWeightedMovingAverage.TICK_INTERVAL = 5 * units.SECONDS; ExponentiallyWeightedMovingAverage.prototype.update = function(n) { this._count += n; }; ExponentiallyWeightedMovingAverage.prototype.tick = function() { var instantRate = this._count / this._tickInterval; this._count = 0; this._rate += (this._alpha * (instantRate - this._rate)); }; ExponentiallyWeightedMovingAverage.prototype.rate = function(timeUnit) { return (this._rate || 0) * timeUnit; };
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