functions: exponential moving average

dist/datasource-zabbix/dataProcessor.js

@@ -3,7 +3,7 @@
 System.register(['lodash', './utils', './timeseries'], function (_export, _context) {
   "use strict";
 
-  var _, utils, ts, downsampleSeries, groupBy, groupBy_exported, sumSeries, delta, rate, scale, simpleMovingAverage, SUM, COUNT, AVERAGE, MIN, MAX, MEDIAN, metricFunctions, aggregationFunctions;
+  var _, utils, ts, downsampleSeries, groupBy, groupBy_exported, sumSeries, delta, rate, scale, simpleMovingAverage, expMovingAverage, SUM, COUNT, AVERAGE, MIN, MAX, MEDIAN, metricFunctions, aggregationFunctions;
 
   function limit(order, n, orderByFunc, timeseries) {
     var orderByCallback = aggregationFunctions[orderByFunc];
@@ -110,6 +110,10 @@ System.register(['lodash', './utils', './timeseries'], function (_export, _conte
         return ts.simpleMovingAverage(datapoints, n);
       };
 
+      expMovingAverage = function expMovingAverage(a, datapoints) {
+        return ts.expMovingAverage(datapoints, a);
+      };
+
       SUM = ts.SUM;
       COUNT = ts.COUNT;
       AVERAGE = ts.AVERAGE;
@@ -122,6 +126,7 @@ System.register(['lodash', './utils', './timeseries'], function (_export, _conte
         delta: delta,
         rate: rate,
         simpleMovingAverage: simpleMovingAverage,
+        expMovingAverage: expMovingAverage,
         aggregateBy: aggregateByWrapper,
         average: _.partial(aggregateWrapper, AVERAGE),
         min: _.partial(aggregateWrapper, MIN),

dist/datasource-zabbix/metricFunctions.js

@@ -117,6 +117,13 @@ System.register(['lodash', 'jquery'], function (_export, _context) {
         defaultParams: [10]
       });
 
+      addFuncDef({
+        name: 'expMovingAverage',
+        category: 'Transform',
+        params: [{ name: 'smoothing', type: 'float', options: [0.001, 0.01, 0.05, 0.1, 0.2, 0.3, 0.5, 0.7, 0.9] }],
+        defaultParams: [0.2]
+      });
+
       // Aggregate
 
       addFuncDef({

dist/datasource-zabbix/timeseries.js

@@ -252,6 +252,22 @@ System.register(['lodash', './utils'], function (_export, _context) {
     return sma;
   }
 
+  function expMovingAverage(datapoints, a) {
+    var ema = [datapoints[0]];
+    var ema_prev = datapoints[0][POINT_VALUE];
+    var ema_cur = void 0;
+    for (var i = 1; i < datapoints.length; i++) {
+      if (datapoints[i][POINT_VALUE] !== null) {
+        ema_cur = a * datapoints[i][POINT_VALUE] + (1 - a) * ema_prev;
+        ema_prev = ema_cur;
+        ema.push([ema_cur, datapoints[i][POINT_TIMESTAMP]]);
+      } else {
+        ema.push([null, datapoints[i][POINT_TIMESTAMP]]);
+      }
+    }
+    return ema;
+  }
+
   function COUNT(values) {
     return values.length;
   }
@@ -395,6 +411,7 @@ System.register(['lodash', './utils'], function (_export, _context) {
         delta: delta,
         rate: rate,
         simpleMovingAverage: simpleMovingAverage,
+        expMovingAverage: expMovingAverage,
         SUM: SUM,
         COUNT: COUNT,
         AVERAGE: AVERAGE,

dist/test/datasource-zabbix/dataProcessor.js

@@ -34,6 +34,9 @@ var scale = function scale(factor, datapoints) {
 var simpleMovingAverage = function simpleMovingAverage(n, datapoints) {
   return _timeseries2.default.simpleMovingAverage(datapoints, n);
 };
+var expMovingAverage = function expMovingAverage(a, datapoints) {
+  return _timeseries2.default.expMovingAverage(datapoints, a);
+};
 
 var SUM = _timeseries2.default.SUM;
 var COUNT = _timeseries2.default.COUNT;
@@ -125,6 +128,7 @@ var metricFunctions = {
   delta: delta,
   rate: rate,
   simpleMovingAverage: simpleMovingAverage,
+  expMovingAverage: expMovingAverage,
   aggregateBy: aggregateByWrapper,
   average: _lodash2.default.partial(aggregateWrapper, AVERAGE),
   min: _lodash2.default.partial(aggregateWrapper, MIN),

dist/test/datasource-zabbix/metricFunctions.js

@@ -80,6 +80,13 @@ addFuncDef({
   defaultParams: [10]
 });
 
+addFuncDef({
+  name: 'expMovingAverage',
+  category: 'Transform',
+  params: [{ name: 'smoothing', type: 'float', options: [0.001, 0.01, 0.05, 0.1, 0.2, 0.3, 0.5, 0.7, 0.9] }],
+  defaultParams: [0.2]
+});
+
 // Aggregate
 
 addFuncDef({

dist/test/datasource-zabbix/timeseries.js

@@ -277,6 +277,22 @@ function simpleMovingAverage(datapoints, n) {
   return sma;
 }
 
+function expMovingAverage(datapoints, a) {
+  var ema = [datapoints[0]];
+  var ema_prev = datapoints[0][POINT_VALUE];
+  var ema_cur = void 0;
+  for (var i = 1; i < datapoints.length; i++) {
+    if (datapoints[i][POINT_VALUE] !== null) {
+      ema_cur = a * datapoints[i][POINT_VALUE] + (1 - a) * ema_prev;
+      ema_prev = ema_cur;
+      ema.push([ema_cur, datapoints[i][POINT_TIMESTAMP]]);
+    } else {
+      ema.push([null, datapoints[i][POINT_TIMESTAMP]]);
+    }
+  }
+  return ema;
+}
+
 function COUNT(values) {
   return values.length;
 }
@@ -411,6 +427,7 @@ var exportedFunctions = {
   delta: delta,
   rate: rate,
   simpleMovingAverage: simpleMovingAverage,
+  expMovingAverage: expMovingAverage,
   SUM: SUM,
   COUNT: COUNT,
   AVERAGE: AVERAGE,

src/datasource-zabbix/dataProcessor.js

@@ -10,6 +10,7 @@ let delta = ts.delta;
 let rate = ts.rate;
 let scale = (factor, datapoints) => ts.scale_perf(datapoints, factor);
 let simpleMovingAverage = (n, datapoints) => ts.simpleMovingAverage(datapoints, n);
+let expMovingAverage = (a, datapoints) => ts.expMovingAverage(datapoints, a);
 
 let SUM = ts.SUM;
 let COUNT = ts.COUNT;
@@ -104,6 +105,7 @@ let metricFunctions = {
   delta: delta,
   rate: rate,
   simpleMovingAverage: simpleMovingAverage,
+  expMovingAverage: expMovingAverage,
   aggregateBy: aggregateByWrapper,
   average: _.partial(aggregateWrapper, AVERAGE),
   min: _.partial(aggregateWrapper, MIN),

src/datasource-zabbix/metricFunctions.js

@@ -66,6 +66,15 @@ addFuncDef({
   defaultParams: [10],
 });
 
+addFuncDef({
+  name: 'expMovingAverage',
+  category: 'Transform',
+  params: [
+    { name: 'smoothing', type: 'float', options: [0.001, 0.01, 0.05, 0.1, 0.2, 0.3, 0.5, 0.7, 0.9] }
+  ],
+  defaultParams: [0.2],
+});
+
 // Aggregate
 
 addFuncDef({

src/datasource-zabbix/timeseries.js

@@ -269,6 +269,22 @@ function simpleMovingAverage(datapoints, n) {
   return sma;
 }
 
+function expMovingAverage(datapoints, a) {
+  let ema = [datapoints[0]];
+  let ema_prev = datapoints[0][POINT_VALUE];
+  let ema_cur;
+  for (let i = 1; i < datapoints.length; i++) {
+    if (datapoints[i][POINT_VALUE] !== null) {
+      ema_cur = a * datapoints[i][POINT_VALUE] + (1 - a) * ema_prev;
+      ema_prev = ema_cur;
+      ema.push([ema_cur, datapoints[i][POINT_TIMESTAMP]]);
+    } else {
+      ema.push([null, datapoints[i][POINT_TIMESTAMP]]);
+    }
+  }
+  return ema;
+}
+
 function COUNT(values) {
   return values.length;
 }
@@ -403,6 +419,7 @@ const exportedFunctions = {
   delta,
   rate,
   simpleMovingAverage,
+  expMovingAverage,
   SUM,
   COUNT,
   AVERAGE,