具体代码如下：
package com.lyz.storm.ewma;
import java.io.Serializable;
/**
* 实现指数移动平均值计算
* 实现中使用了流式风格的builder API
* @author liuyazhuang
*
*/
public class EWMA implements Serializable {
private static final long serialVersionUID = 2979391326784043002L;
//时间类型枚举
public static enum Time {
MILLISECONDS(1), SECONDS(1000), MINUTES(SECONDS.getTime() * 60), HOURS(MINUTES.getTime() * 60), DAYS(HOURS.getTime() * 24), WEEKS(DAYS.getTime() * 7);
private long millis;
private Time(long millis) {
this.millis = millis;
}
public long getTime() {
return this.millis;
}
}
//三个alpha常量，这些值和Unix系统计算负载时使用的标准alpha值相同
public static final double ONE_MINUTE_ALPHA = 1 - Math.exp(-5d / 60d / 1d);
public static final double FIVE_MINUTE_ALPHA = 1 - Math.exp(-5d / 60d / 5d);
public static final double FIFTEEN_MINUTE_ALPHA = 1 - Math.exp(-5d / 60d / 15d);
private long window;
private long alphaWindow;
private long last;
private double average;
private double alpha = -1D;
private boolean sliding = false;
public EWMA() {
}
public EWMA sliding(double count, Time time) {
return this.sliding((long) (time.getTime() * count));
}
public EWMA sliding(long window) {
this.sliding = true;
this.window = window;
return this;
}
public EWMA withAlpha(double alpha) {
if (!(alpha > 0.0D && alpha <= 1.0D)) {
throw new IllegalArgumentException("Alpha must be between 0.0 and 1.0");
}
this.alpha = alpha;
return this;
}
public EWMA withAlphaWindow(long alphaWindow) {
this.alpha = -1;
this.alphaWindow = alphaWindow;
return this;
}
public EWMA withAlphaWindow(double count, Time time) {
return this.withAlphaWindow((long) (time.getTime() * count));
}
//没有参数的话，当前时间来计算平均值
public void mark() {
mark(System.currentTimeMillis());
}
//用来更新移动平均值，没有参数的话，使用当前时间来计算平均值
public synchronized void mark(long time) {
if (this.sliding) {
if (time - this.last > this.window) {
this.last = 0;
}
}
if (this.last == 0) {
this.average = 0;
this.last = time;
}
long diff = time - this.last;
double alpha = this.alpha != -1.0 ? this.alpha : Math.exp(-1.0 * ((double) diff / this.alphaWindow));
this.average = (1.0 - alpha) * diff + alpha * this.average;
this.last = time;
}
//返回mark()方法多次调用的平均间隔时间，单位是微秒
public double getAverage() {
return this.average;
}
//按照特定的时间单位来返回平均值,单位详见Time枚举
public double getAverageIn(Time time) {
return this.average == 0.0 ? this.average : this.average / time.getTime();
}
//返回特定时间度量内调用mark()的频率
public double getAverageRatePer(Time time) {
return this.average == 0.0 ? this.average : time.getTime() / this.average;
}
}
按照如下方式调用：
//建立1分钟滑动窗口EWMA实例
EWMA ewma = new EWMA().sliding(1.0, EWMA.Time.MINUTES).withAlpha(EWMA.ONE_MINUTE_ALPHA);
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