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Usage of
Moving Average
20141589
Kwanghee Choi
Outline
❏ Definition of Moving Average
❏ Example 1. EEE2153
❏ Example 2. CSE4070
❏ Example 3. CSE4175
Just a tiny bit of math…
A moving average (rolling average or running average) is
a calculation to analyze data points
by creating series of averages
of different subsets of the full data set.
Simple Moving Average
Simple Moving Average
Cumulative Moving Average
Cumulative Moving Average
Exponential Moving Average
Exponential Moving Average
Summary
Simple Moving Average : Nearest n points + Same significance
Cumulative Moving Average : All the points + Same significance
Exponential Moving Average : All the points + Different significance
Signals & Systems
EEE2153
Noise Cancellation
Noise: Unwanted Signals
A little more bit of math…
Every signal can be converted into sum of cosines.
Fourier
Transform
Noise: Unwanted Signals
Typical noise have high frequencies.
Fourier transform of Moving average
Simple moving average works as a low-pass filter.
Operating Systems
CSE4070
Process Scheduling
CPU bursts vs. I/O bursts
Multiple Processes
Multiple Processes’ CPU bursts
Gantt Chart
Process Burst Time Arrival Time
P1 8 0
P2 4 1
P3 9 2
P4 5 3
P1 P2 P4 P1 P3
0 1 5 10 17 26
Process Scheduling
P1 P2 P4 P1 P3
0 1 5 10 17 26
Shortest-Job-First Algorithm is optimal.
Average Waiting Time
( P1( 10 - 1 ) + P2( 1 - 1 ) + P3( 17 - 2 ) + P4( 5 - 3 ) ) / 4 = 26 / 4 = 6.5
Pseudo-SJF Algorithm
P1 P2 P4 P1 P3
0 1 5 10 17 26
OS needs to predict burst length of each process.
Recent activity should be more important.
Pseudo-SJF Algorithm
Use Exponential Moving Average to estimate burst length.
Computer Networks
CSE4175
TCP Timeout
OSI Model
The Open Systems Interconnection model (OSI model)
is a conceptual model
that characterizes and standardizes the communication functions
without regard to their underlying internal structure and technology.
OSI Model
Transmission Control Protocol
TCP provides reliable, ordered, and error-checked delivery
between apps running on hosts communicating by an IP network.
Major Internet applications such as the WWW, email, and file transfer rely on
TCP.
Transmission Control Protocol
Packet can be lost; but TCP must ensure connection.
Packet Retransmission
Timer too long → Performance degradation
Timer too short → Unnecessary retransmission
Round Trip Time Estimation
TCP needs to estimate with a safety margin.
Real-world Formulas for RTT Estimation
EstimatedRTT := (1-α) * EstimatedRTT + α * SampleRTT
DevRTT := (1-β) * DevRTT + β * |SampleRTT - EstimatedRTT|
TimeoutInterval := EstimatedRTT + 4*DevRTT
(Typically, α = 0.125, β = 0.25)
Summary
❏ Moving Average
❏ Noise Cancellation
❏ Process Scheduling
❏ TCP Timeout

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Usage of Moving Average