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rrd_hw_math.c
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rrd_hw_math.c
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/*****************************************************************************
* rrd_hw_math.c Math functions for Holt-Winters computations
*****************************************************************************/
#include "rrd_tool.h"
#include "rrd_hw_math.h"
/*****************************************************************************
* RRDtool supports both the additive and multiplicative Holt-Winters methods.
* The additive method makes predictions by adding seasonality to the baseline,
* whereas the multiplicative method multiplies the seasonality coefficient by
* the baseline to make a prediction. This file contains all the differences
* between the additive and multiplicative methods, as well as a few math
* functions common to them both.
****************************************************************************/
/*****************************************************************************
* Functions for additive Holt-Winters
*****************************************************************************/
rrd_value_t hw_additive_calculate_prediction(
rrd_value_t intercept,
rrd_value_t slope,
int null_count,
rrd_value_t seasonal_coef)
{
return intercept + slope * null_count + seasonal_coef;
}
rrd_value_t hw_additive_calculate_intercept(
rrd_value_t hw_alpha,
rrd_value_t observed,
rrd_value_t seasonal_coef,
unival *coefs)
{
return hw_alpha * (observed - seasonal_coef)
+ (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
+
(coefs[CDP_hw_slope].u_val) *
(coefs[CDP_null_count].u_cnt));
}
rrd_value_t hw_additive_calculate_seasonality(
rrd_value_t hw_gamma,
rrd_value_t observed,
rrd_value_t intercept,
rrd_value_t seasonal_coef)
{
return hw_gamma * (observed - intercept)
+ (1 - hw_gamma) * seasonal_coef;
}
rrd_value_t hw_additive_init_seasonality(
rrd_value_t seasonal_coef,
rrd_value_t intercept)
{
return seasonal_coef - intercept;
}
/*****************************************************************************
* Functions for multiplicative Holt-Winters
*****************************************************************************/
rrd_value_t hw_multiplicative_calculate_prediction(
rrd_value_t intercept,
rrd_value_t slope,
int null_count,
rrd_value_t seasonal_coef)
{
return (intercept + slope * null_count) * seasonal_coef;
}
rrd_value_t hw_multiplicative_calculate_intercept(
rrd_value_t hw_alpha,
rrd_value_t observed,
rrd_value_t seasonal_coef,
unival *coefs)
{
if (seasonal_coef <= 0) {
return DNAN;
}
return hw_alpha * (observed / seasonal_coef)
+ (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
+
(coefs[CDP_hw_slope].u_val) *
(coefs[CDP_null_count].u_cnt));
}
rrd_value_t hw_multiplicative_calculate_seasonality(
rrd_value_t hw_gamma,
rrd_value_t observed,
rrd_value_t intercept,
rrd_value_t seasonal_coef)
{
if (intercept <= 0) {
return DNAN;
}
return hw_gamma * (observed / intercept)
+ (1 - hw_gamma) * seasonal_coef;
}
rrd_value_t hw_multiplicative_init_seasonality(
rrd_value_t seasonal_coef,
rrd_value_t intercept)
{
if (intercept <= 0) {
return DNAN;
}
return seasonal_coef / intercept;
}
/*****************************************************************************
* Math functions common to additive and multiplicative Holt-Winters
*****************************************************************************/
rrd_value_t hw_calculate_slope(
rrd_value_t hw_beta,
unival *coefs)
{
return hw_beta * (coefs[CDP_hw_intercept].u_val -
coefs[CDP_hw_last_intercept].u_val)
+ (1 - hw_beta) * coefs[CDP_hw_slope].u_val;
}
rrd_value_t hw_calculate_seasonal_deviation(
rrd_value_t hw_gamma,
rrd_value_t prediction,
rrd_value_t observed,
rrd_value_t last)
{
return hw_gamma * fabs(prediction - observed)
+ (1 - hw_gamma) * last;
}
rrd_value_t hw_init_seasonal_deviation(
rrd_value_t prediction,
rrd_value_t observed)
{
return fabs(prediction - observed);
}