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update components

This commit is contained in:
Luke Pulverenti 2016-06-01 14:04:22 -04:00
parent 1bd4890f44
commit e453a5b9f7
18 changed files with 387 additions and 128 deletions

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/*
* compute an Exponential Weighted moving average
* - https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
* - heavily inspired from shaka-player
*/
class EWMA {
// About half of the estimated value will be from the last |halfLife| samples by weight.
constructor(halfLife) {
// Larger values of alpha expire historical data more slowly.
this.alpha_ = halfLife ? Math.exp(Math.log(0.5) / halfLife) : 0;
this.estimate_ = 0;
this.totalWeight_ = 0;
}
sample(weight,value) {
var adjAlpha = Math.pow(this.alpha_, weight);
this.estimate_ = value * (1 - adjAlpha) + adjAlpha * this.estimate_;
this.totalWeight_ += weight;
}
getTotalWeight() {
return this.totalWeight_;
}
getEstimate() {
if (this.alpha_) {
var zeroFactor = 1 - Math.pow(this.alpha_, this.totalWeight_);
return this.estimate_ / zeroFactor;
} else {
return this.estimate_;
}
}
}
export default EWMA;