/* * * Copyright 2015-2016, Google Inc. * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions are * met: * * * Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * Redistributions in binary form must reproduce the above * copyright notice, this list of conditions and the following disclaimer * in the documentation and/or other materials provided with the * distribution. * * Neither the name of Google Inc. nor the names of its * contributors may be used to endorse or promote products derived from * this software without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT * OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, * SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT * LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY * THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. * */ #ifndef GRPC_CORE_IOMGR_TIME_AVERAGED_STATS_H #define GRPC_CORE_IOMGR_TIME_AVERAGED_STATS_H /* This tracks a time-decaying weighted average. It works by collecting batches of samples and then mixing their average into a time-decaying weighted mean. It is designed for batch operations where we do many adds before updating the average. */ typedef struct { /* The initial average value. This is the reported average until the first grpc_time_averaged_stats_update_average call. If a positive regress_weight is used, we also regress towards this value on each update. */ double init_avg; /* The sample weight of "init_avg" that is mixed in with each call to grpc_time_averaged_stats_update_average. If the calls to grpc_time_averaged_stats_add_sample stop, this will cause the average to regress back to the mean. This should be non-negative. Set it to 0 to disable the bias. A value of 1 has the effect of adding in 1 bonus sample with value init_avg to each sample period. */ double regress_weight; /* This determines the rate of decay of the time-averaging from one period to the next by scaling the aggregate_total_weight of samples from prior periods when combining with the latest period. It should be in the range [0,1]. A higher value adapts more slowly. With a value of 0.5, if the batches each have k samples, the samples_in_avg_ will grow to 2 k, so the weighting of the time average will eventually be 1/3 new batch and 2/3 old average. */ double persistence_factor; /* The total value of samples since the last UpdateAverage(). */ double batch_total_value; /* The number of samples since the last UpdateAverage(). */ double batch_num_samples; /* The time-decayed sum of batch_num_samples_ over previous batches. This is the "weight" of the old aggregate_weighted_avg_ when updating the average. */ double aggregate_total_weight; /* A time-decayed average of the (batch_total_value_ / batch_num_samples_), computed by decaying the samples_in_avg_ weight in the weighted average. */ double aggregate_weighted_avg; } grpc_time_averaged_stats; /* See the comments on the members above for an explanation of init_avg, regress_weight, and persistence_factor. */ void grpc_time_averaged_stats_init(grpc_time_averaged_stats* stats, double init_avg, double regress_weight, double persistence_factor); /* Add a sample to the current batch. */ void grpc_time_averaged_stats_add_sample(grpc_time_averaged_stats* stats, double value); /* Complete a batch and compute the new estimate of the average sample value. */ double grpc_time_averaged_stats_update_average(grpc_time_averaged_stats* stats); #endif /* GRPC_CORE_IOMGR_TIME_AVERAGED_STATS_H */