Adding upstream version 1.29.3.upstream/1.29.3upstream

Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>

1 files changed, 73 insertions, 0 deletions

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+<!--
+title: "double exponential smoothing"
+custom_edit_url: https://github.com/netdata/netdata/edit/master/web/api/queries/des/README.md
+-->
+
+# double exponential smoothing
+
+Exponential smoothing is one of many window functions commonly applied to smooth data in signal
+processing, acting as low-pass filters to remove high frequency noise.
+
+Simple exponential smoothing does not do well when there is a trend in the data.
+In such situations, several methods were devised under the name "double exponential smoothing"
+or "second-order exponential smoothing.", which is the recursive application of an exponential
+filter twice, thus being termed "double exponential smoothing".
+
+In simple terms, this is like an average value, but more recent values are given more weight
+and the trend of the values influences significantly the result.
+
+> **IMPORTANT**
+>
+> It is common for `des` to provide "average" values that far beyond the minimum or the maximum
+> values found in the time-series.
+> `des` estimates these values because of it takes into account the trend.
+
+This module implements the "Holt-Winters double exponential smoothing".
+
+Netdata automatically adjusts the weight (`alpha`) and the trend (`beta`) based on the number
+of values processed, using the formula:
+
+```
+window = max(number of values, 15)
+alpha  = 2 / (window + 1)
+beta   = 2 / (window + 1)
+```
+
+You can change the fixed value `15` by setting in `netdata.conf`:
+
+```
+[web]
+   des max window = 15
+```
+
+## how to use
+
+Use it in alarms like this:
+
+```
+ alarm: my_alarm
+    on: my_chart
+lookup: des -1m unaligned of my_dimension
+  warn: $this > 1000
+```
+
+`des` does not change the units. For example, if the chart units is `requests/sec`, the result
+will be again expressed in the same units. 
+
+It can also be used in APIs and badges as `&group=des` 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=yellow)
+-   ![](https://registry.my-netdata.io/api/v1/badge.svg?chart=web_log_nginx.response_statuses&options=unaligned&dimensions=success&group=des&after=-60&label=double+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/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%2Fdes%2FREADME&_u=MAC~&cid=5792dfd7-8dc4-476b-af31-da2fdb9f93d2&tid=UA-64295674-3)](<>)