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

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

Time-decayed weighted running mean.

Square root of variance.

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

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

Time-decayed weighted running variance.

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

Time-decayed weighted running mean.

Square root of variance.

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

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

Time-decayed weighted running variance.