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authorValentin Rothberg <rothberg@redhat.com>2019-02-21 11:54:04 +0100
committerValentin Rothberg <rothberg@redhat.com>2019-02-21 11:54:04 +0100
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parent4934bf23272f185fa9f08d0ba890c5a0eb4ed14d (diff)
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vendor containers/image v1.4
This requires some additional changes to the dependencies since the progress-bar library has been changed to github.com/vbauerster/mpb. Please refer to the following link for the release notes: https://github.com/containers/image/releases/tag/v1.4 Signed-off-by: Valentin Rothberg <rothberg@redhat.com>
Diffstat (limited to 'vendor/github.com/VividCortex')
-rw-r--r--vendor/github.com/VividCortex/ewma/LICENSE21
-rw-r--r--vendor/github.com/VividCortex/ewma/README.md140
-rw-r--r--vendor/github.com/VividCortex/ewma/ewma.go126
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diff --git a/vendor/github.com/VividCortex/ewma/LICENSE b/vendor/github.com/VividCortex/ewma/LICENSE
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+++ b/vendor/github.com/VividCortex/ewma/LICENSE
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+The MIT License
+
+Copyright (c) 2013 VividCortex
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
diff --git a/vendor/github.com/VividCortex/ewma/README.md b/vendor/github.com/VividCortex/ewma/README.md
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+# EWMA [![GoDoc](https://godoc.org/github.com/VividCortex/ewma?status.svg)](https://godoc.org/github.com/VividCortex/ewma) ![Build Status](https://circleci.com/gh/VividCortex/moving_average.png?circle-token=1459fa37f9ca0e50cef05d1963146d96d47ea523)
+
+This repo provides Exponentially Weighted Moving Average algorithms, or EWMAs for short, [based on our
+Quantifying Abnormal Behavior talk](https://vividcortex.com/blog/2013/07/23/a-fast-go-library-for-exponential-moving-averages/).
+
+### Exponentially Weighted Moving Average
+
+An exponentially weighted moving average is a way to continuously compute a type of
+average for a series of numbers, as the numbers arrive. After a value in the series is
+added to the average, its weight in the average decreases exponentially over time. This
+biases the average towards more recent data. EWMAs are useful for several reasons, chiefly
+their inexpensive computational and memory cost, as well as the fact that they represent
+the recent central tendency of the series of values.
+
+The EWMA algorithm requires a decay factor, alpha. The larger the alpha, the more the average
+is biased towards recent history. The alpha must be between 0 and 1, and is typically
+a fairly small number, such as 0.04. We will discuss the choice of alpha later.
+
+The algorithm works thus, in pseudocode:
+
+1. Multiply the next number in the series by alpha.
+2. Multiply the current value of the average by 1 minus alpha.
+3. Add the result of steps 1 and 2, and store it as the new current value of the average.
+4. Repeat for each number in the series.
+
+There are special-case behaviors for how to initialize the current value, and these vary
+between implementations. One approach is to start with the first value in the series;
+another is to average the first 10 or so values in the series using an arithmetic average,
+and then begin the incremental updating of the average. Each method has pros and cons.
+
+It may help to look at it pictorially. Suppose the series has five numbers, and we choose
+alpha to be 0.50 for simplicity. Here's the series, with numbers in the neighborhood of 300.
+
+![Data Series](https://user-images.githubusercontent.com/279875/28242350-463289a2-6977-11e7-88ca-fd778ccef1f0.png)
+
+Now let's take the moving average of those numbers. First we set the average to the value
+of the first number.
+
+![EWMA Step 1](https://user-images.githubusercontent.com/279875/28242353-464c96bc-6977-11e7-9981-dc4e0789c7ba.png)
+
+Next we multiply the next number by alpha, multiply the current value by 1-alpha, and add
+them to generate a new value.
+
+![EWMA Step 2](https://user-images.githubusercontent.com/279875/28242351-464abefa-6977-11e7-95d0-43900f29bef2.png)
+
+This continues until we are done.
+
+![EWMA Step N](https://user-images.githubusercontent.com/279875/28242352-464c58f0-6977-11e7-8cd0-e01e4efaac7f.png)
+
+Notice how each of the values in the series decays by half each time a new value
+is added, and the top of the bars in the lower portion of the image represents the
+size of the moving average. It is a smoothed, or low-pass, average of the original
+series.
+
+For further reading, see [Exponentially weighted moving average](http://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average) on wikipedia.
+
+### Choosing Alpha
+
+Consider a fixed-size sliding-window moving average (not an exponentially weighted moving average)
+that averages over the previous N samples. What is the average age of each sample? It is N/2.
+
+Now suppose that you wish to construct a EWMA whose samples have the same average age. The formula
+to compute the alpha required for this is: alpha = 2/(N+1). Proof is in the book
+"Production and Operations Analysis" by Steven Nahmias.
+
+So, for example, if you have a time-series with samples once per second, and you want to get the
+moving average over the previous minute, you should use an alpha of .032786885. This, by the way,
+is the constant alpha used for this repository's SimpleEWMA.
+
+### Implementations
+
+This repository contains two implementations of the EWMA algorithm, with different properties.
+
+The implementations all conform to the MovingAverage interface, and the constructor returns
+that type.
+
+Current implementations assume an implicit time interval of 1.0 between every sample added.
+That is, the passage of time is treated as though it's the same as the arrival of samples.
+If you need time-based decay when samples are not arriving precisely at set intervals, then
+this package will not support your needs at present.
+
+#### SimpleEWMA
+
+A SimpleEWMA is designed for low CPU and memory consumption. It **will** have different behavior than the VariableEWMA
+for multiple reasons. It has no warm-up period and it uses a constant
+decay. These properties let it use less memory. It will also behave
+differently when it's equal to zero, which is assumed to mean
+uninitialized, so if a value is likely to actually become zero over time,
+then any non-zero value will cause a sharp jump instead of a small change.
+
+#### VariableEWMA
+
+Unlike SimpleEWMA, this supports a custom age which must be stored, and thus uses more memory.
+It also has a "warmup" time when you start adding values to it. It will report a value of 0.0
+until you have added the required number of samples to it. It uses some memory to store the
+number of samples added to it. As a result it uses a little over twice the memory of SimpleEWMA.
+
+## Usage
+
+### API Documentation
+
+View the GoDoc generated documentation [here](http://godoc.org/github.com/VividCortex/ewma).
+
+```go
+package main
+import "github.com/VividCortex/ewma"
+
+func main() {
+ samples := [100]float64{
+ 4599, 5711, 4746, 4621, 5037, 4218, 4925, 4281, 5207, 5203, 5594, 5149,
+ }
+
+ e := ewma.NewMovingAverage() //=> Returns a SimpleEWMA if called without params
+ a := ewma.NewMovingAverage(5) //=> returns a VariableEWMA with a decay of 2 / (5 + 1)
+
+ for _, f := range samples {
+ e.Add(f)
+ a.Add(f)
+ }
+
+ e.Value() //=> 13.577404704631077
+ a.Value() //=> 1.5806140565521463e-12
+}
+```
+
+## Contributing
+
+We only accept pull requests for minor fixes or improvements. This includes:
+
+* Small bug fixes
+* Typos
+* Documentation or comments
+
+Please open issues to discuss new features. Pull requests for new features will be rejected,
+so we recommend forking the repository and making changes in your fork for your use case.
+
+## License
+
+This repository is Copyright (c) 2013 VividCortex, Inc. All rights reserved.
+It is licensed under the MIT license. Please see the LICENSE file for applicable license terms.
diff --git a/vendor/github.com/VividCortex/ewma/ewma.go b/vendor/github.com/VividCortex/ewma/ewma.go
new file mode 100644
index 000000000..44d5d53e3
--- /dev/null
+++ b/vendor/github.com/VividCortex/ewma/ewma.go
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+// Package ewma implements exponentially weighted moving averages.
+package ewma
+
+// Copyright (c) 2013 VividCortex, Inc. All rights reserved.
+// Please see the LICENSE file for applicable license terms.
+
+const (
+ // By default, we average over a one-minute period, which means the average
+ // age of the metrics in the period is 30 seconds.
+ AVG_METRIC_AGE float64 = 30.0
+
+ // The formula for computing the decay factor from the average age comes
+ // from "Production and Operations Analysis" by Steven Nahmias.
+ DECAY float64 = 2 / (float64(AVG_METRIC_AGE) + 1)
+
+ // For best results, the moving average should not be initialized to the
+ // samples it sees immediately. The book "Production and Operations
+ // Analysis" by Steven Nahmias suggests initializing the moving average to
+ // the mean of the first 10 samples. Until the VariableEwma has seen this
+ // many samples, it is not "ready" to be queried for the value of the
+ // moving average. This adds some memory cost.
+ WARMUP_SAMPLES uint8 = 10
+)
+
+// MovingAverage is the interface that computes a moving average over a time-
+// series stream of numbers. The average may be over a window or exponentially
+// decaying.
+type MovingAverage interface {
+ Add(float64)
+ Value() float64
+ Set(float64)
+}
+
+// NewMovingAverage constructs a MovingAverage that computes an average with the
+// desired characteristics in the moving window or exponential decay. If no
+// age is given, it constructs a default exponentially weighted implementation
+// that consumes minimal memory. The age is related to the decay factor alpha
+// by the formula given for the DECAY constant. It signifies the average age
+// of the samples as time goes to infinity.
+func NewMovingAverage(age ...float64) MovingAverage {
+ if len(age) == 0 || age[0] == AVG_METRIC_AGE {
+ return new(SimpleEWMA)
+ }
+ return &VariableEWMA{
+ decay: 2 / (age[0] + 1),
+ }
+}
+
+// A SimpleEWMA represents the exponentially weighted moving average of a
+// series of numbers. It WILL have different behavior than the VariableEWMA
+// for multiple reasons. It has no warm-up period and it uses a constant
+// decay. These properties let it use less memory. It will also behave
+// differently when it's equal to zero, which is assumed to mean
+// uninitialized, so if a value is likely to actually become zero over time,
+// then any non-zero value will cause a sharp jump instead of a small change.
+// However, note that this takes a long time, and the value may just
+// decays to a stable value that's close to zero, but which won't be mistaken
+// for uninitialized. See http://play.golang.org/p/litxBDr_RC for example.
+type SimpleEWMA struct {
+ // The current value of the average. After adding with Add(), this is
+ // updated to reflect the average of all values seen thus far.
+ value float64
+}
+
+// Add adds a value to the series and updates the moving average.
+func (e *SimpleEWMA) Add(value float64) {
+ if e.value == 0 { // this is a proxy for "uninitialized"
+ e.value = value
+ } else {
+ e.value = (value * DECAY) + (e.value * (1 - DECAY))
+ }
+}
+
+// Value returns the current value of the moving average.
+func (e *SimpleEWMA) Value() float64 {
+ return e.value
+}
+
+// Set sets the EWMA's value.
+func (e *SimpleEWMA) Set(value float64) {
+ e.value = value
+}
+
+// VariableEWMA represents the exponentially weighted moving average of a series of
+// numbers. Unlike SimpleEWMA, it supports a custom age, and thus uses more memory.
+type VariableEWMA struct {
+ // The multiplier factor by which the previous samples decay.
+ decay float64
+ // The current value of the average.
+ value float64
+ // The number of samples added to this instance.
+ count uint8
+}
+
+// Add adds a value to the series and updates the moving average.
+func (e *VariableEWMA) Add(value float64) {
+ switch {
+ case e.count < WARMUP_SAMPLES:
+ e.count++
+ e.value += value
+ case e.count == WARMUP_SAMPLES:
+ e.count++
+ e.value = e.value / float64(WARMUP_SAMPLES)
+ e.value = (value * e.decay) + (e.value * (1 - e.decay))
+ default:
+ e.value = (value * e.decay) + (e.value * (1 - e.decay))
+ }
+}
+
+// Value returns the current value of the average, or 0.0 if the series hasn't
+// warmed up yet.
+func (e *VariableEWMA) Value() float64 {
+ if e.count <= WARMUP_SAMPLES {
+ return 0.0
+ }
+
+ return e.value
+}
+
+// Set sets the EWMA's value.
+func (e *VariableEWMA) Set(value float64) {
+ e.value = value
+ if e.count <= WARMUP_SAMPLES {
+ e.count = WARMUP_SAMPLES + 1
+ }
+}