5 ms·
By the way, in signal processing that’s an example of an IIR filter, but that particular filter is also referred to as an exponential moving average (https://en
by ddulaney 8y ago
By the way, in signal processing that’s an example of an IIR filter, but that particular filter is also referred to as an exponential moving average (https://en.wikipedia.org/wiki/Moving_average https://en.wikipedia.org/wiki/Moving_average) and is a really key tool in statistical process control and other kinds of “industrial” mathematics (https://en.wikipedia.org/wiki/EWMA_chart https://en.wikipedia.org/wiki/EWMA_chart). It has effectively the same purpose — remove fine detail (“high-frequency noise”) from a time series.
- ignoramous 8y agoApart from time-series data, I've seen EWMA used by Elasticsearch to do load balancing (?) and also outright by actual load balancers as well to help with latency sensitive flows. https://twitter.github.io/finagle/guide/Clients.html#power-of-two-choices-p2c-peak-ewma https://twitter.github.io/finagle/guide/Clients.html#power-o... https://blog.cloudflare.com/i-wanna-go-fast-load-balancing-dynamic-steering/ https://blog.cloudflare.com/i-wanna-go-fast-load-balancing-d... https://www.nginx.com/blog/choosing-nginx-plus-load-balancing-techniques/ https://www.nginx.com/blog/choosing-nginx-plus-load-balancin...