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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-06 01:22:31 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-06 01:22:31 +0000
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Adding upstream version 1.12.0.upstream/1.12.0upstream
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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+# Single (or Simple) Exponential Smoothing (`ses`)
+
+> This query is also available as `ema` and `ewma`.
+
+An exponential moving average (`ema`), also known as an exponentially weighted moving average (`ewma`)
+is a first-order infinite impulse response filter that applies weighting factors which decrease
+exponentially. The weighting for each older datum decreases exponentially, never reaching zero.
+
+In simple terms, this is like an average value, but more recent values are given more weight.
+
+Netdata automatically adjusts the weight (`alpha`) based on the number of values processed,
+using the formula:
+
+```
+window = max(number of values, 15)
+alpha = 2 / (window + 1)
+```
+
+You can change the fixed value `15` by setting in `netdata.conf`:
+
+```
+[web]
+ ses max window = 15
+```
+
+## how to use
+
+Use it in alarms like this:
+
+```
+ alarm: my_alarm
+ on: my_chart
+lookup: ses -1m unaligned of my_dimension
+ warn: $this > 1000
+```
+
+`ses` does not change the units. For example, if the chart units is `requests/sec`, the exponential
+moving average will be again expressed in the same units.
+
+It can also be used in APIs and badges as `&group=ses` in the URL.
+
+## Examples
+
+Examining last 1 minute `successful` web server responses:
+
+- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=min&after=-60&label=min)
+- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=average&after=-60&label=average&value_color=yellow)
+- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=ses&after=-60&label=single+exponential+smoothing&value_color=orange)
+- ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=max&after=-60&label=max)
+
+## References
+
+- [https://en.wikipedia.org/wiki/Moving_average#exponential-moving-average](https://en.wikipedia.org/wiki/Moving_average#exponential-moving-average)
+- [https://en.wikipedia.org/wiki/Exponential_smoothing](https://en.wikipedia.org/wiki/Exponential_smoothing).
+
+[![analytics](https://www.google-analytics.com/collect?v=1&aip=1&t=pageview&_s=1&ds=github&dr=https%3A%2F%2Fgithub.com%2Fnetdata%2Fnetdata&dl=https%3A%2F%2Fmy-netdata.io%2Fgithub%2Fweb%2Fapi%2Fqueries%2Fses%2FREADME&_u=MAC~&cid=5792dfd7-8dc4-476b-af31-da2fdb9f93d2&tid=UA-64295674-3)]()