kumulant

DecayingVarianceResult

@Serializable
@SerialName(value = "DecayingVarianceResult")
data class DecayingVarianceResult(val mean: Double, val variance: Double, val totalWeights: Double, val timestampNanos: Long) : Result(source)

Snapshot of an exponentially time-decayed weighted variance at timestampNanos.

Constructors

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constructor(mean: Double, variance: Double, totalWeights: Double, timestampNanos: Long)

Properties

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Time-decayed weighted running mean.

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Square root of variance.

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Wall-clock timestamp (nanoseconds) at which the snapshot was taken.

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Effective weight of observations still contributing (decays with time).

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Time-decayed weighted running variance.

DecayingVarianceResult

constructor(mean: Double, variance: Double, totalWeights: Double, timestampNanos: Long)(source)

mean

Time-decayed weighted running mean.

stdDev

Square root of variance.

timestampNanos

Wall-clock timestamp (nanoseconds) at which the snapshot was taken.

totalWeights

Effective weight of observations still contributing (decays with time).

variance

Time-decayed weighted running variance.