Rolling Window Counter

[shuhei]

Meter with Exponentially Weighted Moving Average also has an issue that m1 rate is affected by previous minutes. We could have a rolling window counter like the rolling window histogram.

[shuhei]

M1 EWMA uses the following parameters:

• alpha: 1 - Math.exp(-5/60), which is around 0.07995558537067671
• interval: 5 seconds

[shuhei]

Contributions from the previous minutes and intervals in the minute:

• contribution of the rate from the previous minutes: 37%
• contribution of the 1st interval: 3%
• contribution of the nth interval: α * (1-α)^(12-n) * 100%
• contribution of the 12th interval: 8%