diff options
Diffstat (limited to 'web/api/queries/des')
| -rw-r--r-- | web/api/queries/des/Makefile.am | 8 | ||||
| -rw-r--r-- | web/api/queries/des/README.md | 77 | ||||
| -rw-r--r-- | web/api/queries/des/des.c | 8 | ||||
| -rw-r--r-- | web/api/queries/des/des.h | 138 |
4 files changed, 0 insertions, 231 deletions
diff --git a/web/api/queries/des/Makefile.am b/web/api/queries/des/Makefile.am deleted file mode 100644 index 161784b8f..000000000 --- a/web/api/queries/des/Makefile.am +++ /dev/null @@ -1,8 +0,0 @@ -# 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/des/README.md b/web/api/queries/des/README.md deleted file mode 100644 index 0cc1a918e..000000000 --- a/web/api/queries/des/README.md +++ /dev/null @@ -1,77 +0,0 @@ -<!-- -title: "double exponential smoothing" -sidebar_label: "double exponential smoothing" -custom_edit_url: https://github.com/netdata/netdata/edit/master/web/api/queries/des/README.md -learn_status: "Published" -learn_topic_type: "References" -learn_rel_path: "Developers/Web/Api/Queries" ---> - -# 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 alerts like this: - -``` - alarm: my_alert - 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: - --  --  --  --  --  - -## References - -- <https://en.wikipedia.org/wiki/Exponential_smoothing>. - - diff --git a/web/api/queries/des/des.c b/web/api/queries/des/des.c deleted file mode 100644 index d0e234e23..000000000 --- a/web/api/queries/des/des.c +++ /dev/null @@ -1,8 +0,0 @@ -// SPDX-License-Identifier: GPL-3.0-or-later - -#include <web/api/queries/rrdr.h> -#include "des.h" - - -// ---------------------------------------------------------------------------- -// single exponential smoothing diff --git a/web/api/queries/des/des.h b/web/api/queries/des/des.h deleted file mode 100644 index 3153d497c..000000000 --- a/web/api/queries/des/des.h +++ /dev/null @@ -1,138 +0,0 @@ -// SPDX-License-Identifier: GPL-3.0-or-later - -#ifndef NETDATA_API_QUERIES_DES_H -#define NETDATA_API_QUERIES_DES_H - -#include "../query.h" -#include "../rrdr.h" - -struct tg_des { - NETDATA_DOUBLE alpha; - NETDATA_DOUBLE alpha_other; - NETDATA_DOUBLE beta; - NETDATA_DOUBLE beta_other; - - NETDATA_DOUBLE level; - NETDATA_DOUBLE trend; - - size_t count; -}; - -static size_t tg_des_max_window_size = 15; - -static inline void tg_des_init(void) { - long long ret = config_get_number(CONFIG_SECTION_WEB, "des max tg_des_window", (long long)tg_des_max_window_size); - if(ret <= 1) { - config_set_number(CONFIG_SECTION_WEB, "des max tg_des_window", (long long)tg_des_max_window_size); - } - else { - tg_des_max_window_size = (size_t) ret; - } -} - -static inline NETDATA_DOUBLE tg_des_window(RRDR *r, struct tg_des *g) { - (void)g; - - NETDATA_DOUBLE points; - if(r->view.group == 1) { - // provide a running DES - points = (NETDATA_DOUBLE)r->time_grouping.points_wanted; - } - else { - // provide a SES with flush points - points = (NETDATA_DOUBLE)r->view.group; - } - - // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average - // A commonly used value for alpha is 2 / (N + 1) - return (points > (NETDATA_DOUBLE)tg_des_max_window_size) ? (NETDATA_DOUBLE)tg_des_max_window_size : points; -} - -static inline void tg_des_set_alpha(RRDR *r, struct tg_des *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 / (tg_des_window(r, g) + 1.0); - g->alpha_other = 1.0 - g->alpha; - - //info("alpha for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->alpha); -} - -static inline void tg_des_set_beta(RRDR *r, struct tg_des *g) { - // https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average - // A commonly used value for alpha is 2 / (N + 1) - - g->beta = 2.0 / (tg_des_window(r, g) + 1.0); - g->beta_other = 1.0 - g->beta; - - //info("beta for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->beta); -} - -static inline void tg_des_create(RRDR *r, const char *options __maybe_unused) { - struct tg_des *g = (struct tg_des *)onewayalloc_mallocz(r->internal.owa, sizeof(struct tg_des)); - tg_des_set_alpha(r, g); - tg_des_set_beta(r, g); - g->level = 0.0; - g->trend = 0.0; - g->count = 0; - r->time_grouping.data = g; -} - -// resets when switches dimensions -// so, clear everything to restart -static inline void tg_des_reset(RRDR *r) { - struct tg_des *g = (struct tg_des *)r->time_grouping.data; - g->level = 0.0; - g->trend = 0.0; - g->count = 0; - - // fprintf(stderr, "\nDES: "); - -} - -static inline void tg_des_free(RRDR *r) { - onewayalloc_freez(r->internal.owa, r->time_grouping.data); - r->time_grouping.data = NULL; -} - -static inline void tg_des_add(RRDR *r, NETDATA_DOUBLE value) { - struct tg_des *g = (struct tg_des *)r->time_grouping.data; - - if(likely(g->count > 0)) { - // we have at least a number so far - - if(unlikely(g->count == 1)) { - // the second value we got - g->trend = value - g->trend; - g->level = value; - } - - // for the values, except the first - NETDATA_DOUBLE last_level = g->level; - g->level = (g->alpha * value) + (g->alpha_other * (g->level + g->trend)); - g->trend = (g->beta * (g->level - last_level)) + (g->beta_other * g->trend); - } - else { - // the first value we got - g->level = g->trend = value; - } - - g->count++; - - //fprintf(stderr, "value: " CALCULATED_NUMBER_FORMAT ", level: " CALCULATED_NUMBER_FORMAT ", trend: " CALCULATED_NUMBER_FORMAT "\n", value, g->level, g->trend); -} - -static inline NETDATA_DOUBLE tg_des_flush(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) { - struct tg_des *g = (struct tg_des *)r->time_grouping.data; - - if(unlikely(!g->count || !netdata_double_isnumber(g->level))) { - *rrdr_value_options_ptr |= RRDR_VALUE_EMPTY; - return 0.0; - } - - //fprintf(stderr, " RESULT for %zu values = " CALCULATED_NUMBER_FORMAT " \n", g->count, g->level); - - return g->level; -} - -#endif //NETDATA_API_QUERIES_DES_H |