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@trevnorris
Last active October 5, 2023 22:58
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Convert discrete data from irregular duration event loop iterations to time series data using a Poisson window function
/* Calculate the exponential moving average using the Poisson window function
* combined with a time constant adjustment so even though the calculation is
* only done once every loop, the smoothing curve acts as if it was time-series
* data.
*
* The expanded equation for this is:
*
* /-ΔT \
* |----|
* \ τ /
* s = s + (1 - e ) * (x - s )
* t (t-1) t (t-1)
*
* Where:
* ΔT - the difference in time since the last calculation in seconds
* τ - the time constant for the calculation in seconds
* x - new value to add to the exponential rolling avg
*/
static double inc_rolling_avg(double avg, double val, double diff, double con) {
return avg + (1 - exp(-diff / con)) * (val - avg);
}
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