Fixed-sigma smoothing of traffic history plots.

This commit is contained in:
2026-08-24 05:54:43 +00:00
parent 0e2e52fa45
commit 921a5484a2
2 changed files with 25 additions and 76 deletions
+5 -6
View File
@@ -216,12 +216,11 @@ spans less than 24 hours, otherwise `week`.
`AnalyticsView.vue` is no longer a full-screen overlay; the `body.analytics-open`
page-chrome hiding and `#/analytics/<range>` hash routing have been removed.
Charts are SVG curves (Catmull-Rom over an edge-aware adaptive Gaussian —
a change-point detector splits the series at traffic-level shifts, then
each segment is smoothed with a bandwidth that ramps with a broad pilot
estimate of the local rate: isolated events stay narrow (~0.4-unit sigma,
peaking at ~1 event/unit), busy traffic widens to a 1-unit sigma. The raw
series is drawn faint underneath). Values are
Charts are SVG curves (Catmull-Rom over an edge-aware Gaussian — a
change-point detector splits the series at traffic-level shifts, then each
segment is smoothed independently with a fixed sigma chosen so N events in
a single bucket peak at N events per unit. The raw series is drawn faint
underneath). Values are
**per-unit rates** — per hour on the week view (5-minute bucket counts × 12,
plotted at native 5-minute resolution), per day on the month+ ranges — and
the smoothing time scale follows the unit: the month+ sigmas are 24× the
+20 -70
View File
@@ -37,24 +37,19 @@ export function yScale(maxValue) {
}
/**
* Edge-aware adaptive Gaussian smoothing. A change-point detector first
* finds traffic-level shifts (two-unit totals compared on both sides of
* each bucket; strong ratio + significance marks a candidate, and each run
* of candidates keeps only its best-scoring bucket as an edge). Each
* edge-delimited segment is then smoothed independently: a broad two-unit
* pilot estimates the local traffic rate, which ramps the Gaussian sigma
* from ~0.4 units (isolated events stay narrow, peaking at ~1 event/unit)
* up to 1 unit (busy traffic gets full smoothing), and every bucket spreads
* its count with its local sigma, clipped to the segment and renormalized
* so total visitor count is preserved exactly. The unit is one hour on the
* week view and one day on the month+ views, so the smoothing time scale
* follows the range (month+ sigmas are 24x the hourly ones). The raw series
* is drawn faintly behind the curve for reference. Operates on raw counts.
* Edge-aware Gaussian smoothing with a fixed bandwidth. A change-point
* detector first finds traffic-level shifts (two-unit totals compared on
* both sides of each bucket; strong ratio + significance marks a candidate,
* and each run of candidates keeps only its best-scoring bucket as an
* edge). Each edge-delimited segment is then smoothed independently: every
* bucket spreads its count with a fixed Gaussian sigma chosen so N events
* in a single bucket peak at N events per unit, clipped to the segment and
* renormalized so total visitor count is preserved exactly. The unit is
* one hour on the week view and one day on the month+ views, so the
* smoothing time scale follows the range. The raw series is drawn faintly
* behind the curve for reference. Operates on raw counts.
*/
export function smooth(counts, binMinutes, unitMinutes, {
minSigmaMinutes = unitMinutes / Math.sqrt(2 * Math.PI),
maxSigmaMinutes = unitMinutes,
pilotSigmaMinutes = 2 * unitMinutes,
detectorWindowMinutes = 2 * unitMinutes,
// Count thresholds are defined per hour and scale with the unit, so
// "low traffic" means the same thing on hourly and daily views
@@ -62,8 +57,6 @@ export function smooth(counts, binMinutes, unitMinutes, {
highTrafficEvents = 10 * unitMinutes / 60,
minRatio = 2.5,
minSignificance = 4,
sigmaRampStart = 5 * unitMinutes / 60,
sigmaRampEnd = 20 * unitMinutes / 60,
} = {}) {
const n = counts.length
if (!n) return counts
@@ -105,68 +98,25 @@ export function smooth(counts, binMinutes, unitMinutes, {
i = j
}
const reflectIndex = (i, length) => {
while (i < 0 || i >= length) {
i = i < 0 ? -i - 1 : 2 * length - i - 1
}
return i
}
// Fixed sigma: N events in one bucket peak at N events per unit.
// sigma_bins * sqrt(2*pi) = rate = unitMinutes / binMinutes.
const sigmaBins = unitMinutes / (binMinutes * Math.sqrt(2 * Math.PI))
const radius = Math.ceil(4 * sigmaBins)
const gaussianFilterReflect = (values, sigmaBins) => {
const length = values.length
const radius = Math.ceil(4 * sigmaBins)
const kernel = new Float64Array(radius * 2 + 1)
let sum = 0
for (let k = -radius; k <= radius; k++) {
const w = Math.exp(-0.5 * (k / sigmaBins) ** 2)
kernel[k + radius] = w
sum += w
}
for (let i = 0; i < kernel.length; i++) kernel[i] /= sum
const out = new Float64Array(length)
for (let i = 0; i < length; i++) {
let value = 0
for (let k = -radius; k <= radius; k++) {
value += values[reflectIndex(i + k, length)] * kernel[k + radius]
}
out[i] = value
}
return out
}
// Process each discontinuity-delimited regime independently so neither
// the pilot nor the final Gaussian can see through a detected boundary.
// Process each discontinuity-delimited regime independently so the
// Gaussian cannot see through a detected boundary. Each input bin spreads
// its count with the fixed sigma; the kernel is renormalized after
// clipping to the segment, preserving total visitor count apart from
// floating-point error.
const bounds = [0, ...edges, n]
const smoothed = new Float64Array(n)
for (let b = 0; b < bounds.length - 1; b++) {
const lo = bounds[b]
const length = bounds[b + 1] - lo
const segment = counts.slice(lo, lo + length)
// Broad pilot estimates only the generic local traffic level used for
// choosing sigma; it is not the final displayed curve.
const pilot = gaussianFilterReflect(segment, pilotSigmaMinutes / binMinutes)
// Keep isolated/sparse traffic at the minimum bandwidth through
// sigmaRampStart events, then ramp toward maxSigmaMinutes (thresholds
// are per-hour rates scaled to the unit: low traffic is low traffic
// on every range).
const sigmaMinutes = new Float64Array(length)
for (let i = 0; i < length; i++) {
const ratePerUnit = pilot[i] * unitMinutes / binMinutes
let mix = (ratePerUnit - sigmaRampStart) / (sigmaRampEnd - sigmaRampStart)
mix = Math.sqrt(Math.max(0, Math.min(1, mix)))
sigmaMinutes[i] = minSigmaMinutes + mix * (maxSigmaMinutes - minSigmaMinutes)
}
// Each input bin spreads its own count using its local sigma. The
// per-bin kernel is renormalized after clipping to the segment,
// preserving total visitor count apart from floating-point error.
for (let j = 0; j < length; j++) {
const count = segment[j]
if (!count) continue
const sigmaBins = sigmaMinutes[j] / binMinutes
const radius = Math.ceil(4 * sigmaBins)
const start = Math.max(0, j - radius)
const end = Math.min(length, j + radius + 1)
let weightSum = 0