Exponential Moving Average

[Marc]

Hello!

From what I read I can do a Simple Moving Average with avg_over_time . But what about Exponential Moving Average, is that possible using Prometheus (with Grafana) ? 

Thanks!

[Brian Brazil]

On Wed, 6 Feb 2019 at 20:47, Marc <maag...@gmail.com> wrote:

Hello!

From what I read I can do a Simple Moving Average with avg_over_time . But what about Exponential Moving Average, is that possible using Prometheus (with Grafana) ? 

No that's not possible. What math are you doing that requires it? 

--

Brian Brazil

www.robustperception.io

[Marc]

Mostly financial. I have a table with profit for example, I'd like to use it to easily spot a trend. Using influxdb I can do: 

select exponential_moving_average(sum("EUR"), 20) from profit group by time(1d)

The same is often being done to spot trends in prices of stocks, forex, crypto etc. 

[Brian Brazil]

On Thu, 7 Feb 2019 at 10:30, Marc <maag...@gmail.com> wrote:

Mostly financial. I have a table with profit for example, I'd like to use it to easily spot a trend. Using influxdb I can do: 

select exponential_moving_average(sum("EUR"), 20) from profit group by time(1d)

The same is often being done to spot trends in prices of stocks, forex, crypto etc. 

That's not something you can really do in Prometheus, I'd use avg_over_time for that.

Brian

 

On Wednesday, February 6, 2019 at 10:56:16 PM UTC+1, Brian Brazil wrote:

On Wed, 6 Feb 2019 at 20:47, Marc <maag...@gmail.com> wrote:

Hello!

From what I read I can do a Simple Moving Average with avg_over_time . But what about Exponential Moving Average, is that possible using Prometheus (with Grafana) ? 

No that's not possible. What math are you doing that requires it? 

--

Brian Brazil

www.robustperception.io

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Brian Brazil

www.robustperception.io

[Matthias Rampke]

There is https://prometheus.io/docs/prometheus/latest/querying/functions/#holt_winters – I never fully got the math behind Holt-Winters, but IIRC it's a fancy version of exponential moving averages. Maybe with appropriate scaling/trend factors it does what you need?

/MR

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