[jira] [Issue Comment Edited] (MAHOUT-634) Need more online averagers

["Lance Norskog (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MAHOUT-634?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13034875#comment-13034875 ] 

Lance Norskog edited comment on MAHOUT-634 at 5/17/11 5:12 PM:
---------------------------------------------------------------

Is this numerically stable? Or rather, in which range is this numerically stable? 
Could there be a scaling factor?

      was (Author: lancenorskog):
    Is this numerically stable? Or rather, in which range is this numerically stable?
  
> Need more online averagers
> --------------------------
>
>                 Key: MAHOUT-634
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-634
>             Project: Mahout
>          Issue Type: Improvement
>    Affects Versions: 0.4
>            Reporter: Ted Dunning
>            Assignee: Ted Dunning
>             Fix For: 0.5
>
>         Attachments: 0001-MAHOUT-634-time-embedded-moving-averages.patch
>
>
> I am occasionally seeing a need to do exponential averaging of values or rates.
> Hbase guys want this as well.
> So it is time to do it.  I have a patch that does the averaging of values according to
> http://tdunning.blogspot.com/2011/03/exponential-weighted-averages-with.html
> I will attach that as a patch now and do the rate averaging as well before committing.

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