HoltStat
Double exponential smoothing (Holt's method) with optional damping.
Per-update recurrence (treating weight as the smoothing speed multiplier in the same shape as com.eignex.kumulant.stat.decay.EwmaMeanStat):
a = 1 - exp(-alpha * weight)<br>b = 1 - exp(-beta * weight)<br>prev = level<br>level = a * value + (1 - a) * (prev + phi * trend)<br>trend = b * (level - prev) + (1 - b) * phi * trendThe first update seeds level = value and trend = 0. With phi == 1.0 this is standard Holt smoothing; with phi < 1.0 the trend is geometrically damped.
Use cases: smoothing a noisy series and producing short-horizon forecasts when a non-zero local trend is expected. com.eignex.kumulant.stat.decay.EwmaMeanStat is the special case beta == 0.
Memory: O(1); two doubles plus a lock.
Update: O(1).
Concurrency: Order-dependent recurrence, same model as com.eignex.kumulant.stat.decay.EwmaMeanStat. Concurrency.Strict and Concurrency.HighWrite lock the body so each update is atomic but the lock serialises arrival, not order; the snapshot drifts under contention. Concurrency.Relaxed drops the lock and the two cells race independently with bounded drift; never throws.
Constructors
Properties
Per-observation smoothing schedule used for both the level smoother and the trend smoother.
Per-observation smoothing schedule for the trend. Defaults to the level's alphaWeighting.
The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:
Functions
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.
Record an observation with the given weight, stamped at the current time.
Record an observation at timestampNanos with the given weight. Stats that consume time (rates, decay, windowing) use this as the ordering signal; pass a monotonic stamp when feeding from a replay log.
HoltStat
alphaWeighting
Per-observation smoothing schedule used for both the level smoother and the trend smoother.
alpha
betaWeighting
Per-observation smoothing schedule for the trend. Defaults to the level's alphaWeighting.
beta
concurrency
The thread-safety contract this stat was constructed with. Each stat picks the cell-encoding and lock strategy that honours this contract for its mathematical structure:
Concurrency.None: single-threaded; no synchronisation. Cheapest path.
Concurrency.Relaxed: lock-free best-effort. Multi-cell stats (Welford-style MeanStat, VarianceStat, MomentsStat) may drift under contention but never throw.
Concurrency.Strict: serialised when needed for full correctness across coupled cells. Sketches always self-serialise; Welford stats lock per update.
Concurrency.HighWrite: optimised for many concurrent writers; JVM uses striped adders for naively additive stats.
Picked at construction; immutable after.
create
Spawn a fresh accumulator with the same configuration. Optionally override the Concurrency; useful for materialising a wire spec at a different concurrency level than the source.
The returned stat is independent: its state starts at the configured baseline, not at the source's current state. Each modality subtype narrows the return type so chaining doesn't lose the modality.
merge
Fold another accumulator's snapshot into this one. The unit of merge is the immutable Result; not a live Stat; which is what lets the merge cross a process boundary. Many workers track slices of the same stream, call read periodically, ship snapshots to a coordinator, and the coordinator merges them in.
Most stat families implement merge exactly (Chan-style parallel formulas for Welford, cell-wise additions for histograms, cell-wise max for HLL). SGD-based regressors merge approximately; they have no second-moment information for the principled combine. Each stat's KDoc documents its merge semantics.
phi
read
Materialise the current state as an immutable Result. Reads never mutate, so the caller can read as often as it likes without affecting the stream.
Snapshot consistency depends on the configured Concurrency. Under Concurrency.Strict / Concurrency.HighWrite a read locks against writers so coupled cells stay consistent. Under Concurrency.Relaxed the cells race and the snapshot may drift by ULPs of the workload under heavy contention; the drift is bounded and the read never throws.
timestampNanos is the read timestamp. Stats that don't care about time silently drop it; stats that do (rates, decay families, recency, windowed wrappers) use it as the ordering signal.
reset
Reset the stat to its prior-seeded baseline. Equivalent to constructing a fresh stat with the same configuration, but in place; keeps the same Concurrency and any per-stat tunables.