Question 1

How to choose the right alpha value for EWMA in my Go project?

Accepted Answer

Use the formula alpha = 2/(N+1) to match the average age of an N-period sliding window; for example, a 60-second window with per-second samples requires alpha ~0.0328. The library's SimpleEWMA uses a constant alpha based on this, but VariableEWMA allows custom tuning via decay age parameters.

Question 2

EWMA or simple moving average for real-time monitoring in Go?

Accepted Answer

EWMA is more memory-efficient and responsive to recent trends since it doesn't store full history, making it better for continuous streams. However, simple moving averages might be preferable if you need exact historical averages without exponential decay, but they require more memory for sample storage.

Question 3

How to handle zero values in VividCortex's SimpleEWMA without causing jumps?

Accepted Answer

Avoid SimpleEWMA if zero is common; use VariableEWMA instead or pre-initialize the average with a non-zero value. The README notes SimpleEWMA treats zero as uninitialized, so consider adding a small epsilon or using a workaround like initializing with the first sample.

Question 4

What's the memory overhead of VariableEWMA compared to SimpleEWMA?

Accepted Answer

VariableEWMA uses slightly over twice the memory of SimpleEWMA because it stores decay age and sample count for warm-up. SimpleEWMA has minimal footprint with constant decay, making it better for high-throughput scenarios where memory is a constraint.

Question 5

Can I use VividCortex/ewma for data with variable time intervals?

Accepted Answer

No, the library assumes a fixed time interval of 1.0 between samples, so it won't support irregular timestamps. You'd need to resample your data or find an alternative EWMA implementation that incorporates time-based decay for accurate averaging.

Question 6

How to properly warm up VariableEWMA when starting averaging?

Accepted Answer

VariableEWMA reports 0.0 until enough samples are added based on the decay age; add initial samples matching the desired window—e.g., for a decay age of 5, add at least a few samples—before relying on the average value to ensure it reflects the data accurately without skew.

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