Source: lib/abr/ewma.js

  1. /**
  2.  * @license
  3.  * Copyright 2016 Google Inc.
  4.  *
  5.  * Licensed under the Apache License, Version 2.0 (the "License");
  6.  * you may not use this file except in compliance with the License.
  7.  * You may obtain a copy of the License at
  8.  *
  9.  *     http://www.apache.org/licenses/LICENSE-2.0
  10.  *
  11.  * Unless required by applicable law or agreed to in writing, software
  12.  * distributed under the License is distributed on an "AS IS" BASIS,
  13.  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  14.  * See the License for the specific language governing permissions and
  15.  * limitations under the License.
  16.  */
  18. goog.provide('shaka.abr.Ewma');
  20. goog.require('goog.asserts');
  24. /**
  25.  * Computes an exponentionally-weighted moving average.
  26.  *
  27.  * @param {number} halfLife About half of the estimated value will be from the
  28.  *   last |halfLife| samples by weight.
  29.  * @struct
  30.  * @constructor
  31.  */
  32. shaka.abr.Ewma = function(halfLife) {
  33.   goog.asserts.assert(halfLife > 0, 'expected halfLife to be positive');
  35.   /**
  36.    * Larger values of alpha expire historical data more slowly.
  37.    * @private {number}
  38.    */
  39.   this.alpha_ = Math.exp(Math.log(0.5) / halfLife);
  41.   /** @private {number} */
  42.   this.estimate_ = 0;
  44.   /** @private {number} */
  45.   this.totalWeight_ = 0;
  46. };
  49. /**
  50.  * Takes a sample.
  51.  *
  52.  * @param {number} weight
  53.  * @param {number} value
  54.  */
  55. shaka.abr.Ewma.prototype.sample = function(weight, value) {
  56.   var adjAlpha = Math.pow(this.alpha_, weight);
  57.   var newEstimate = value * (1 - adjAlpha) + adjAlpha * this.estimate_;
  59.   if (!isNaN(newEstimate)) {
  60.     this.estimate_ = newEstimate;
  61.     this.totalWeight_ += weight;
  62.   }
  63. };
  66. /**
  67.  * @return {number}
  68.  */
  69. shaka.abr.Ewma.prototype.getEstimate = function() {
  70.   var zeroFactor = 1 - Math.pow(this.alpha_, this.totalWeight_);
  71.   return this.estimate_ / zeroFactor;
  72. };