Last night I wrote about trending data with a moving average, and then after I went to bed, I realized I made a mistake on the chart I showed. I calculated α for the exponentially weighted moving average so that the average age of metrics approaches 60 samples as time approaches infinity, and I plotted that on the same chart with a 60-sample simple moving average.
I’ve made this mistake several times before. The mistake is that the average age of the metrics in the 60-sample simple moving average is 30, not 60.
Here’s what the chart looks like if I change the exponential moving average to a 30-second average age:
If you compare this with yesterday’s chart, you’ll see that today’s red line …
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