src/rrd_hw_math.c

   1 /*****************************************************************************
   2  * rrd_hw_math.c  Math functions for Holt-Winters computations
   3  *****************************************************************************/
   4
   5 #include "rrd_tool.h"
   6 #include "rrd_hw_math.h"
   7
   8 /*****************************************************************************
   9  * RRDtool supports both the additive and multiplicative Holt-Winters methods.
  10  * The additive method makes predictions by adding seasonality to the baseline,
  11  * whereas the multiplicative method multiplies the seasonality coefficient by
  12  * the baseline to make a prediction. This file contains all the differences
  13  * between the additive and multiplicative methods, as well as a few math
  14  * functions common to them both.
  15  ****************************************************************************/
  16
  17 /*****************************************************************************
  18  * Functions for additive Holt-Winters
  19  *****************************************************************************/
  20
  21 rrd_value_t hw_additive_calculate_prediction(
  22     rrd_value_t intercept,
  23     rrd_value_t slope,
  24     int null_count,
  25     rrd_value_t seasonal_coef)
  26 {
  27     return intercept + slope * null_count + seasonal_coef;
  28 }
  29
  30 rrd_value_t hw_additive_calculate_intercept(
  31     rrd_value_t hw_alpha,
  32     rrd_value_t observed,
  33     rrd_value_t seasonal_coef,
  34     unival *coefs)
  35 {
  36     return hw_alpha * (observed - seasonal_coef)
  37         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  38                             +
  39                             (coefs[CDP_hw_slope].u_val) *
  40                             (coefs[CDP_null_count].u_cnt));
  41 }
  42
  43 rrd_value_t hw_additive_calculate_seasonality(
  44     rrd_value_t hw_gamma,
  45     rrd_value_t observed,
  46     rrd_value_t intercept,
  47     rrd_value_t seasonal_coef)
  48 {
  49     return hw_gamma * (observed - intercept)
  50         + (1 - hw_gamma) * seasonal_coef;
  51 }
  52
  53 rrd_value_t hw_additive_init_seasonality(
  54     rrd_value_t seasonal_coef,
  55     rrd_value_t intercept)
  56 {
  57     return seasonal_coef - intercept;
  58 }
  59
  60 /*****************************************************************************
  61  * Functions for multiplicative Holt-Winters
  62  *****************************************************************************/
  63
  64 rrd_value_t hw_multiplicative_calculate_prediction(
  65     rrd_value_t intercept,
  66     rrd_value_t slope,
  67     int null_count,
  68     rrd_value_t seasonal_coef)
  69 {
  70     return (intercept + slope * null_count) * seasonal_coef;
  71 }
  72
  73 rrd_value_t hw_multiplicative_calculate_intercept(
  74     rrd_value_t hw_alpha,
  75     rrd_value_t observed,
  76     rrd_value_t seasonal_coef,
  77     unival *coefs)
  78 {
  79     if (seasonal_coef <= 0) {
  80         return DNAN;
  81     }
  82
  83     return hw_alpha * (observed / seasonal_coef)
  84         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  85                             +
  86                             (coefs[CDP_hw_slope].u_val) *
  87                             (coefs[CDP_null_count].u_cnt));
  88 }
  89
  90 rrd_value_t hw_multiplicative_calculate_seasonality(
  91     rrd_value_t hw_gamma,
  92     rrd_value_t observed,
  93     rrd_value_t intercept,
  94     rrd_value_t seasonal_coef)
  95 {
  96     if (intercept <= 0) {
  97         return DNAN;
  98     }
  99
 100     return hw_gamma * (observed / intercept)
 101         + (1 - hw_gamma) * seasonal_coef;
 102 }
 103
 104 rrd_value_t hw_multiplicative_init_seasonality(
 105     rrd_value_t seasonal_coef,
 106     rrd_value_t intercept)
 107 {
 108     if (intercept <= 0) {
 109         return DNAN;
 110     }
 111
 112     return seasonal_coef / intercept;
 113 }
 114
 115 /*****************************************************************************
 116  * Math functions common to additive and multiplicative Holt-Winters
 117  *****************************************************************************/
 118
 119 rrd_value_t hw_calculate_slope(
 120     rrd_value_t hw_beta,
 121     unival *coefs)
 122 {
 123     return hw_beta * (coefs[CDP_hw_intercept].u_val -
 124                       coefs[CDP_hw_last_intercept].u_val)
 125         + (1 - hw_beta) * coefs[CDP_hw_slope].u_val;
 126 }
 127
 128 rrd_value_t hw_calculate_seasonal_deviation(
 129     rrd_value_t hw_gamma,
 130     rrd_value_t prediction,
 131     rrd_value_t observed,
 132     rrd_value_t last)
 133 {
 134     return hw_gamma * fabs(prediction - observed)
 135         + (1 - hw_gamma) * last;
 136 }
 137
 138 rrd_value_t hw_init_seasonal_deviation(
 139     rrd_value_t prediction,
 140     rrd_value_t observed)
 141 {
 142     return fabs(prediction - observed);
 143 }