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Diffstat (limited to 'web/api/queries/ses')
| -rw-r--r-- | web/api/queries/ses/Makefile.am | 8 | ||||
| -rw-r--r-- | web/api/queries/ses/README.md | 61 | ||||
| -rw-r--r-- | web/api/queries/ses/ses.c | 92 | ||||
| -rw-r--r-- | web/api/queries/ses/ses.h | 17 |
4 files changed, 178 insertions, 0 deletions
diff --git a/web/api/queries/ses/Makefile.am b/web/api/queries/ses/Makefile.am new file mode 100644 index 0000000..161784b --- /dev/null +++ b/web/api/queries/ses/Makefile.am @@ -0,0 +1,8 @@ +# SPDX-License-Identifier: GPL-3.0-or-later + +AUTOMAKE_OPTIONS = subdir-objects +MAINTAINERCLEANFILES = $(srcdir)/Makefile.in + +dist_noinst_DATA = \ + README.md \ + $(NULL) diff --git a/web/api/queries/ses/README.md b/web/api/queries/ses/README.md new file mode 100644 index 0000000..c279701 --- /dev/null +++ b/web/api/queries/ses/README.md @@ -0,0 +1,61 @@ +<!-- +title: "Single (or Simple) Exponential Smoothing (`ses`)" +custom_edit_url: https://github.com/netdata/netdata/edit/master/web/api/queries/ses/README.md +--> + +# 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: + +-  +-  +-  +-  + +## References + +- <https://en.wikipedia.org/wiki/Moving_average#exponential-moving-average> +- <https://en.wikipedia.org/wiki/Exponential_smoothing>. + +[](<>) diff --git a/web/api/queries/ses/ses.c b/web/api/queries/ses/ses.c new file mode 100644 index 0000000..772505f --- /dev/null +++ b/web/api/queries/ses/ses.c @@ -0,0 +1,92 @@ +// SPDX-License-Identifier: GPL-3.0-or-later + +#include "ses.h" + + +// ---------------------------------------------------------------------------- +// single exponential smoothing + +struct grouping_ses { + calculated_number alpha; + calculated_number alpha_other; + calculated_number level; + size_t count; +}; + +static size_t max_window_size = 15; + +void grouping_init_ses(void) { + long long ret = config_get_number(CONFIG_SECTION_WEB, "ses max window", (long long)max_window_size); + if(ret <= 1) { + config_set_number(CONFIG_SECTION_WEB, "ses max window", (long long)max_window_size); + } + else { + max_window_size = (size_t) ret; + } +} + +static inline calculated_number window(RRDR *r, struct grouping_ses *g) { + (void)g; + + calculated_number points; + if(r->group == 1) { + // provide a running DES + points = r->internal.points_wanted; + } + else { + // provide a SES with flush points + points = r->group; + } + + return (points > max_window_size) ? max_window_size : points; +} + +static inline void set_alpha(RRDR *r, struct grouping_ses *g) { + // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average + // A commonly used value for alpha is 2 / (N + 1) + g->alpha = 2.0 / (window(r, g) + 1.0); + g->alpha_other = 1.0 - g->alpha; +} + +void *grouping_create_ses(RRDR *r) { + struct grouping_ses *g = (struct grouping_ses *)callocz(1, sizeof(struct grouping_ses)); + set_alpha(r, g); + g->level = 0.0; + return g; +} + +// resets when switches dimensions +// so, clear everything to restart +void grouping_reset_ses(RRDR *r) { + struct grouping_ses *g = (struct grouping_ses *)r->internal.grouping_data; + g->level = 0.0; + g->count = 0; +} + +void grouping_free_ses(RRDR *r) { + freez(r->internal.grouping_data); + r->internal.grouping_data = NULL; +} + +void grouping_add_ses(RRDR *r, calculated_number value) { + struct grouping_ses *g = (struct grouping_ses *)r->internal.grouping_data; + + if(calculated_number_isnumber(value)) { + if(unlikely(!g->count)) + g->level = value; + + g->level = g->alpha * value + g->alpha_other * g->level; + g->count++; + } +} + +calculated_number grouping_flush_ses(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { + struct grouping_ses *g = (struct grouping_ses *)r->internal.grouping_data; + + if(unlikely(!g->count || !calculated_number_isnumber(g->level))) { + *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; + return 0.0; + } + + return g->level; +} diff --git a/web/api/queries/ses/ses.h b/web/api/queries/ses/ses.h new file mode 100644 index 0000000..603fdb5 --- /dev/null +++ b/web/api/queries/ses/ses.h @@ -0,0 +1,17 @@ +// SPDX-License-Identifier: GPL-3.0-or-later + +#ifndef NETDATA_API_QUERIES_SES_H +#define NETDATA_API_QUERIES_SES_H + +#include "../query.h" +#include "../rrdr.h" + +extern void grouping_init_ses(void); + +extern void *grouping_create_ses(RRDR *r); +extern void grouping_reset_ses(RRDR *r); +extern void grouping_free_ses(RRDR *r); +extern void grouping_add_ses(RRDR *r, calculated_number value); +extern calculated_number grouping_flush_ses(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr); + +#endif //NETDATA_API_QUERIES_SES_H |