alpha
public double alpha(scala.concurrent.duration.FiniteDuration halfLife,
scala.concurrent.duration.FiniteDuration collectInterval)
Calculate the alpha (decay factor) used in EWMA
from specified half-life and interval between observations.
Half-life is the interval over which the weights decrease by a factor of two.
The relevance of each data sample is halved for every passing half-life duration,
i.e. after 4 times the half-life, a data sample’s relevance is reduced to 6% of
its original relevance. The initial relevance of a data sample is given by
1 – 0.5 ^ (collect-interval / half-life).
- Parameters:
halfLife
- (undocumented)
collectInterval
- (undocumented)
- Returns:
- (undocumented)