133 lines
3.3 KiB
C
133 lines
3.3 KiB
C
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/*****************************************************************************
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* rrd_hw_math.h Math functions for Holt-Winters computations
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*****************************************************************************/
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#include "rrd.h"
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#include "rrd_format.h"
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/* since /usr/include/bits/mathcalls.h:265 defines gamma already */
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#define gamma hw_gamma
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/*****************************************************************************
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* Functions for additive Holt-Winters
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*****************************************************************************/
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rrd_value_t hw_additive_calculate_prediction(
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rrd_value_t intercept,
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rrd_value_t slope,
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int null_count,
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rrd_value_t seasonal_coef);
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rrd_value_t hw_additive_calculate_intercept(
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rrd_value_t alpha,
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rrd_value_t scratch,
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rrd_value_t seasonal_coef,
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unival *coefs);
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rrd_value_t hw_additive_calculate_seasonality(
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rrd_value_t gamma,
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rrd_value_t scratch,
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rrd_value_t intercept,
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rrd_value_t seasonal_coef);
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rrd_value_t hw_additive_init_seasonality(
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rrd_value_t seasonal_coef,
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rrd_value_t intercept);
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/*****************************************************************************
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* Functions for multiplicative Holt-Winters
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*****************************************************************************/
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rrd_value_t hw_multiplicative_calculate_prediction(
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rrd_value_t intercept,
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rrd_value_t slope,
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int null_count,
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rrd_value_t seasonal_coef);
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rrd_value_t hw_multiplicative_calculate_intercept(
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rrd_value_t alpha,
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rrd_value_t scratch,
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rrd_value_t seasonal_coef,
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unival *coefs);
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rrd_value_t hw_multiplicative_calculate_seasonality(
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rrd_value_t gamma,
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rrd_value_t scratch,
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rrd_value_t intercept,
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rrd_value_t seasonal_coef);
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rrd_value_t hw_multiplicative_init_seasonality(
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rrd_value_t seasonal_coef,
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rrd_value_t intercept);
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/*****************************************************************************
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* Math functions common to additive and multiplicative Holt-Winters
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*****************************************************************************/
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rrd_value_t hw_calculate_slope(
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rrd_value_t beta,
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unival *coefs);
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rrd_value_t hw_calculate_seasonal_deviation(
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rrd_value_t gamma,
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rrd_value_t prediction,
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rrd_value_t observed,
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rrd_value_t last);
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rrd_value_t hw_init_seasonal_deviation(
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rrd_value_t prediction,
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rrd_value_t observed);
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/* Function container */
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typedef struct hw_functions_t {
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rrd_value_t (
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*predict) (
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rrd_value_t intercept,
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rrd_value_t slope,
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int null_count,
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rrd_value_t seasonal_coef);
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rrd_value_t (
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*intercept) (
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rrd_value_t alpha,
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rrd_value_t observed,
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rrd_value_t seasonal_coef,
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unival *coefs);
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rrd_value_t (
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*slope) (
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rrd_value_t beta,
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unival *coefs);
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rrd_value_t (
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*seasonality) (
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rrd_value_t gamma,
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rrd_value_t observed,
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rrd_value_t intercept,
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rrd_value_t seasonal_coef);
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rrd_value_t (
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*init_seasonality) (
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rrd_value_t seasonal_coef,
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rrd_value_t intercept);
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rrd_value_t (
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*seasonal_deviation) (
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rrd_value_t gamma,
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rrd_value_t prediction,
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rrd_value_t observed,
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rrd_value_t last);
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rrd_value_t (
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*init_seasonal_deviation) (
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rrd_value_t prediction,
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rrd_value_t observed);
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rrd_value_t identity;
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} hw_functions_t;
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#undef gamma
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