pewma

Documentation

Index

• type Config
  • func NewConfig(t int, alpha0 float64, beta float64) (Config, error)
• type PEWMA
  • func New(config Config) *PEWMA
  • func (p *PEWMA) Add(v Value) *PEWMA
  • func (p *PEWMA) Analyze(v Value, threshold float64) Status
• type Status
• type Value

Types

type Config

type Config struct {
	// contains filtered or unexported fields
}

Config represents coefficients for calculating specified time series.

func NewConfig

func NewConfig(t int, alpha0 float64, beta float64) (Config, error)

NewConfig returns Config object from supplied values with validation.

type PEWMA

type PEWMA struct {
	// contains filtered or unexported fields
}

PEWMA is Probabilistic EWMA (Exponentially Weighted Moving Average) algorithm.

func New

func New(config Config) *PEWMA

New returns PEWMA object.

func (*PEWMA) Add

func (p *PEWMA) Add(v Value) *PEWMA

Add provides capture supplied value and new PEWMA object.

func (*PEWMA) Analyze

func (p *PEWMA) Analyze(v Value, threshold float64) Status

Analyze caluclates Status from supplied value and threshold.

type Status

type Status int

Status represents analyzing status from supplied value.

const (
	// InTraining represents captured data count has not reached training period.
	InTraining Status = iota
	// InOrdinary represents supplied data is in range of standard deviation.
	InOrdinary
	// Outlier represents supplied data is out of standard deviation.
	Outlier
)

type Value

type Value float64

Value represents acceptable and calculatable.