class EWMV_Impl(fold.Last):
def __init__(self):
self._mean = Avg(self.source, self.alpha) # TODO: handle source and alpha change
self.reset()
self._event = event.subscribe(self.source, _(self)._update, self)
_internals = ['_mean']
def reset(self):
self._variance = None
self._lastTime = None
self._lastValue = None
def at(self, t):
x = self._lastValue
if x is not None:
if self._variance is None:
self._variance = 0
self._lastTime = t
mean = self._mean()
delta = x - mean
# NB! this formula is not verified!!!
alpha = (1 - (1 - self.alpha)**( t - self._lastTime))
return (1 - alpha) * (self._variance + delta * delta * alpha)
def update(self, time, value):
self._mean.update(time, value)
if value is not None:
self._variance = self.at(time)
self._lastValue = value
self._lastTime = time
def __init__(self):
self._mean = Avg(self.source, self.alpha) # TODO: handle source and alpha change
self.reset()
self._event = event.subscribe(self.source, _(self)._update, self)
