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vendor: update all dependencies

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Nick Craig-Wood
2017-07-23 08:51:42 +01:00
parent 0b6fba34a3
commit eb87cf6f12
2008 changed files with 352633 additions and 1004750 deletions
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vendor/github.com/VividCortex/ewma/README.md generated vendored
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@@ -1,10 +1,8 @@
# EWMA
# EWMA [![GoDoc](https://godoc.org/github.com/VividCortex/ewma?status.svg)](https://godoc.org/github.com/VividCortex/ewma) ![Build Status](https://circleci.com/gh/VividCortex/moving_average.png?circle-token=1459fa37f9ca0e50cef05d1963146d96d47ea523)
This repo provides Exponentially Weighted Moving Average algorithms, or EWMAs for short, [based on our
Quantifying Abnormal Behavior talk](https://vividcortex.com/blog/2013/07/23/a-fast-go-library-for-exponential-moving-averages/).
![Build Status](https://circleci.com/gh/VividCortex/moving_average.png?circle-token=1459fa37f9ca0e50cef05d1963146d96d47ea523)
### Exponentially Weighted Moving Average
An exponentially weighted moving average is a way to continuously compute a type of
@@ -33,21 +31,21 @@ and then begin the incremental updating of the average. Each method has pros and
It may help to look at it pictorially. Suppose the series has five numbers, and we choose
alpha to be 0.50 for simplicity. Here's the series, with numbers in the neighborhood of 300.
![Data Series](http://f.cl.ly/items/2W0I230b3b1B3p3o181O/data%20series.png)
![Data Series](https://user-images.githubusercontent.com/279875/28242350-463289a2-6977-11e7-88ca-fd778ccef1f0.png)
Now let's take the moving average of those numbers. First we set the average to the value
of the first number.
![EWMA Step 1](http://f.cl.ly/items/003E0i1T1H2t373n3L3g/ewma-1.png)
![EWMA Step 1](https://user-images.githubusercontent.com/279875/28242353-464c96bc-6977-11e7-9981-dc4e0789c7ba.png)
Next we multiply the next number by alpha, multiply the current value by 1-alpha, and add
them to generate a new value.
![EWMA Step 2](http://f.cl.ly/items/2W2Z0b3J18122y1F3F2u/ewma-2.png)
![EWMA Step 2](https://user-images.githubusercontent.com/279875/28242351-464abefa-6977-11e7-95d0-43900f29bef2.png)
This continues until we are done.
![EWMA Step N](http://f.cl.ly/items/0R3Y2V2o1t2Q1B082L3c/ewma.png)
![EWMA Step N](https://user-images.githubusercontent.com/279875/28242352-464c58f0-6977-11e7-8cd0-e01e4efaac7f.png)
Notice how each of the values in the series decays by half each time a new value
is added, and the top of the bars in the lower portion of the image represents the