update_quiet_period()

double MayaFlux::Kinesis::Stochastic::Estimate::update_quiet_period ( double  sample )

private

Definition at line 119 of file Estimate.cpp.

{
    m_history.push(sample);
 
    if (m_state.sample_count < m_window) {
        m_state.filtered_value = sample;
        return m_state.floor;
    }
 
    const auto view = m_history.linearized_view();
 
    std::vector<double> chronological(view.rbegin(), view.rend());
    std::span<const double> ordered(chronological);
 
    const double mean = std::accumulate(chronological.begin(), chronological.end(), 0.0) / static_cast<double>(chronological.size());
    const double window_stddev = stddev(view);
    const double trend_ratio = trend_explained_ratio(ordered);
 
    const bool looks_quiet = trend_ratio < 0.5;
 
    if (looks_quiet) {
        m_state.running_mean = mean;
        m_state.running_variance = window_stddev * window_stddev;
        m_state.floor = window_stddev;
        m_state.filtered_value = mean;
    } else {
        m_state.filtered_value = sample;
    }
 
    return m_state.floor;
}

References MayaFlux::Kinesis::Stochastic::EstimateState::filtered_value, MayaFlux::Kinesis::Stochastic::EstimateState::floor, MayaFlux::Memory::HistoryBuffer< T >::linearized_view(), m_history, m_state, m_window, MayaFlux::mean(), MayaFlux::Memory::HistoryBuffer< T >::push(), MayaFlux::Kinesis::Stochastic::EstimateState::running_mean, MayaFlux::Kinesis::Stochastic::EstimateState::running_variance, MayaFlux::Kinesis::Stochastic::EstimateState::sample_count, stddev(), and trend_explained_ratio().

Referenced by update().

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