java 移动平均_EWMA之——EWMA指数加权移动平均模型的Java实现

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");

}