To me, basically, I see two ways to solve this:
1) we have DECLARE_EWMA_ZERO_VALID() or something like that which
*doesn't* treat 0 as an uninitialized value, and either has a
separate "not initialized yet" bit (but that's iffy storage wise),
or simply has another argument to _init() for the initial value or
so.
2) you don't just don't use 0 and 100 but say 1 and 100, that results in
basically the same behaviour, but avoids the special 0.
johannes
I also ran into that problem in the past, and reviewing it again with a
college, I think, this is a real bug in the EWMA implementation. I try
to provide a proper patch in the next days, but actually the EWMA
handles the internal value zero, always like in the initialization,
which is wrong, e.g., for positive/negative averaged values.
Yes, it's always wrong as long as you feed it something zero, or values
with different sign.
For a lot of use cases, however, that doesn't matter. Originally, it was
used e.g. for signal strength averaging, average packet lengths, etc.
where it really doesn't matter since you can never use 0 or values that
have different sign.
A quick research shows, this bug is since the first implementation of
the ewma in the code ...
Yeah, I'm aware of that, I was around for it ;-)
But see above, I'm not sure I'd even call it a bug, at least not
originally with the users that we had intended.
Hence I don't know if it's really good to fix this in general - for many
of these cases zero can still be treated specially (and like I mentioned
in my previous email, we can even here avoid 0), and then we don't spend
an extra byte (or likely 4) to hold a "first time" flag.
Dunno. Maybe it's not worth thinking about the extra memory space vs.
the extra maintenance cost. But maybe at least on 64-bit we could steal
a bit from the unsigned long? Not sure what all the users are...
I thought of introducing a separate function to initialize the
"average", which could be optimized away, when unused. I had a look at
the usage, and it looks like 10-15 places, which should work with
initializing or simply weight the new value always, instead of the
special case.
For me the problem is, that the current implementation is unintuitive or
at least badly documented.
And I would even claim the same argument, that for most users, the
behavior for initialization also does not matter, therefore I would use
the mathematically more natural implementation :-)
--
M.Sc. Benjamin Beichler
Universität Rostock, Fakultät für Informatik und Elektrotechnik
Institut für Angewandte Mikroelektronik und Datentechnik
University of Rostock, Department of CS and EE
Institute of Applied Microelectronics and CE
Albert-Einstein-Str. 26
18059 Rostock
Deutschland/Germany
phone: +49 (0) 381 498 - 7278
email: Benjamin.Beichler@xxxxxxxxxxxxxx
www: http://www.imd.uni-rostock.de/
