chromium/third_party/webrtc/rtc_base/numerics/event_based_exponential_moving_average.h

/*
 *  Copyright 2019 The WebRTC Project Authors. All rights reserved.
 *
 *  Use of this source code is governed by a BSD-style license
 *  that can be found in the LICENSE file in the root of the source
 *  tree. An additional intellectual property rights grant can be found
 *  in the file PATENTS.  All contributing project authors may
 *  be found in the AUTHORS file in the root of the source tree.
 */

#ifndef RTC_BASE_NUMERICS_EVENT_BASED_EXPONENTIAL_MOVING_AVERAGE_H_
#define RTC_BASE_NUMERICS_EVENT_BASED_EXPONENTIAL_MOVING_AVERAGE_H_

#include <cmath>
#include <cstdint>
#include <limits>

#include "absl/types/optional.h"

namespace rtc {

/**
 * This class implements exponential moving average for time series
 * estimating both value, variance and variance of estimator based on
 * https://en.wikipedia.org/w/index.php?title=Moving_average&section=9#Application_to_measuring_computer_performance
 * with the additions from nisse@ added to
 * https://en.wikipedia.org/wiki/Talk:Moving_average.
 *
 * A sample gets exponentially less weight so that it's 50%
 * after `half_time` time units.
 */
class EventBasedExponentialMovingAverage { … };

}  // namespace rtc

#endif  // RTC_BASE_NUMERICS_EVENT_BASED_EXPONENTIAL_MOVING_AVERAGE_H_