An often overlooked extension of simple exponential weighting is that if you take the difference of two or three exponential averages, you can get some very nic

An often overlooked extension of simple exponential weighting is that if you take the difference of two or three exponential averages, you can get some very nice behavior. One particular behavior that may be desirable is that you can build a system that allows flexibly defined short bursts, but limits long-term request rates which is really nice for chatty protocols where you might want to nearly ignore a burst of 100 requests as long as the burst takes less than a few milliseconds, but clamp down hard if there is a single query per second over the last thirty seconds. Differences in exponential decay can also be used to implement a good approximation of a Gaussian kernel of any desired size. In image processing, for instance, this allows a Gaussian blur whose cost doesn't depend on the scale of the blur (unlike a true convolution).