[RC5] Stats suggestion
David.Pyke at CIBC.com
Fri Jan 5 15:04:53 EST 2001
The math is right, you just may want to start the average with their total
average at the X day point. (i.e., start they 30 day weighted average with
their unweighted average at their 30th day)
It would be less confusing for the participants who aren't privy to this
> -----Original Message-----
> From: Ben Clifford [mailto:benc at hawaga.org.uk]
> Sent: Friday, January 05, 2001 2:43 PM
> To: rc5 at lists.distributed.net
> Subject: Re: [RC5] Stats suggestion
> On Fri, 5 Jan 2001 bwilson at fers.com wrote:
> > It sounds like there would be a somewhat complex "catch-up"
> process to get
> > all the averages into place.
> Not complex - just long winded. You just run through time fast:
> Something like:
> avg = 0
> for day = 0 to today
> avg = k1 * history[day] + k2 * avg
> > Do you have a formula handy for calculating k1 and k2 to
> obtain a given
> > half-life?
> Yes. It is pretty simple, I just couldn't remember it off the
> top of my
> head so I wrote k1 and k2 which I defined to be the correct values,
> rather than posting some other incorrect formulae. I'm sure
> you can tell I
> am a pedant/mathematician :-)
> new_avg = K * old_avg + (1-K) * new avg
> K can be any value between 0 and 1 - the larger the value,
> the longer the
> Scratching away on a bit of paper, I think that:
> let i be the number of periods in the half life. ie. if you
> are performing
> an iteration every day, as I believe is happening at the
> moment, then a
> 7-day half life would have i=7
> K = 0.5 ^ ( 1 / i)
> where ^ is "to the power of"
> So a half life of 7 days should have K=0.905723 approx.
> and 30 days should have K=0.977159 approx.
> The arithmetic can be done floating or fixed point - the
> linux kernel does
> it in fixed point. If you want, I can cut the relevant bit of
> code (in C)
> out for you to look at (it is in sched.c and sched.h off the top of my
> I would be grateful if some other mathematicians on the list
> would check
> the above and find the stupid mistakes I have probably made.
> http://www.hawaga.org.uk/travel/ for my rotating world map applet
> http://www.hawaga.org.uk/benc_key.txt PGP / GPG key
> 0x30F06950 - please use it!
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