Source: lib/abr/ewma.js

  1. /*! @license
  2.  * Shaka Player
  3.  * Copyright 2016 Google LLC
  4.  * SPDX-License-Identifier: Apache-2.0
  5.  */
  7. goog.provide('shaka.abr.Ewma');
  9. goog.require('goog.asserts');
  12. /**
  13.  * @summary
  14.  * This class computes an exponentially-weighted moving average.
  15.  */
  16. shaka.abr.Ewma = class {
  17.   /**
  18.    * @param {number} halfLife The quantity of prior samples (by weight) used
  19.    *   when creating a new estimate.  Those prior samples make up half of the
  20.    *   new estimate.
  21.    */
  22.   constructor(halfLife) {
  23.     goog.asserts.assert(halfLife > 0, 'expected halfLife to be positive');
  25.     /**
  26.      * Larger values of alpha expire historical data more slowly.
  27.      * @private {number}
  28.      */
  29.     this.alpha_ = Math.exp(Math.log(0.5) / halfLife);
  31.     /** @private {number} */
  32.     this.estimate_ = 0;
  34.     /** @private {number} */
  35.     this.totalWeight_ = 0;
  36.   }
  39.   /**
  40.    * Update the alpha with a new halfLife value.
  41.    *
  42.    * @param {number} halfLife The quantity of prior samples (by weight) used
  43.    *   when creating a new estimate.  Those prior samples make up half of the
  44.    *   new estimate.
  45.    */
  46.   updateAlpha(halfLife) {
  47.     goog.asserts.assert(halfLife > 0, 'expected halfLife to be positive');
  48.     this.alpha_ = Math.exp(Math.log(0.5) / halfLife);
  49.   }
  52.   /**
  53.    * Takes a sample.
  54.    *
  55.    * @param {number} weight
  56.    * @param {number} value
  57.    */
  58.   sample(weight, value) {
  59.     const adjAlpha = Math.pow(this.alpha_, weight);
  60.     const newEstimate = value * (1 - adjAlpha) + adjAlpha * this.estimate_;
  62.     if (!isNaN(newEstimate)) {
  63.       this.estimate_ = newEstimate;
  64.       this.totalWeight_ += weight;
  65.     }
  66.   }
  69.   /**
  70.    * @return {number}
  71.    */
  72.   getEstimate() {
  73.     const zeroFactor = 1 - Math.pow(this.alpha_, this.totalWeight_);
  74.     return this.estimate_ / zeroFactor;
  75.   }
  76. };