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 #include "rrd_config.h"
   8
   9 /*****************************************************************************
  10  * RRDtool supports both the additive and multiplicative Holt-Winters methods.
  11  * The additive method makes predictions by adding seasonality to the baseline,
  12  * whereas the multiplicative method multiplies the seasonality coefficient by
  13  * the baseline to make a prediction. This file contains all the differences
  14  * between the additive and multiplicative methods, as well as a few math
  15  * functions common to them both.
  16  ****************************************************************************/
  17
  18 /*****************************************************************************
  19  * Functions for additive Holt-Winters
  20  *****************************************************************************/
  21
  22 rrd_value_t hw_additive_calculate_prediction(
  23     rrd_value_t intercept,
  24     rrd_value_t slope,
  25     int null_count,
  26     rrd_value_t seasonal_coef)
  27 {
  28     return intercept + slope * null_count + seasonal_coef;
  29 }
  30
  31 rrd_value_t hw_additive_calculate_intercept(
  32     rrd_value_t hw_alpha,
  33     rrd_value_t observed,
  34     rrd_value_t seasonal_coef,
  35     unival *coefs)
  36 {
  37     return hw_alpha * (observed - seasonal_coef)
  38         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  39                             +
  40                             (coefs[CDP_hw_slope].u_val) *
  41                             (coefs[CDP_null_count].u_cnt));
  42 }
  43
  44 rrd_value_t hw_additive_calculate_seasonality(
  45     rrd_value_t hw_gamma,
  46     rrd_value_t observed,
  47     rrd_value_t intercept,
  48     rrd_value_t seasonal_coef)
  49 {
  50     return hw_gamma * (observed - intercept)
  51         + (1 - hw_gamma) * seasonal_coef;
  52 }
  53
  54 rrd_value_t hw_additive_init_seasonality(
  55     rrd_value_t seasonal_coef,
  56     rrd_value_t intercept)
  57 {
  58     return seasonal_coef - intercept;
  59 }
  60
  61 /*****************************************************************************
  62  * Functions for multiplicative Holt-Winters
  63  *****************************************************************************/
  64
  65 rrd_value_t hw_multiplicative_calculate_prediction(
  66     rrd_value_t intercept,
  67     rrd_value_t slope,
  68     int null_count,
  69     rrd_value_t seasonal_coef)
  70 {
  71     return (intercept + slope * null_count) * seasonal_coef;
  72 }
  73
  74 rrd_value_t hw_multiplicative_calculate_intercept(
  75     rrd_value_t hw_alpha,
  76     rrd_value_t observed,
  77     rrd_value_t seasonal_coef,
  78     unival *coefs)
  79 {
  80     if (seasonal_coef <= 0) {
  81         return DNAN;
  82     }
  83
  84     return hw_alpha * (observed / seasonal_coef)
  85         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  86                             +
  87                             (coefs[CDP_hw_slope].u_val) *
  88                             (coefs[CDP_null_count].u_cnt));
  89 }
  90
  91 rrd_value_t hw_multiplicative_calculate_seasonality(
  92     rrd_value_t hw_gamma,
  93     rrd_value_t observed,
  94     rrd_value_t intercept,
  95     rrd_value_t seasonal_coef)
  96 {
  97     if (intercept <= 0) {
  98         return DNAN;
  99     }
 100
 101     return hw_gamma * (observed / intercept)
 102         + (1 - hw_gamma) * seasonal_coef;
 103 }
 104
 105 rrd_value_t hw_multiplicative_init_seasonality(
 106     rrd_value_t seasonal_coef,
 107     rrd_value_t intercept)
 108 {
 109     if (intercept <= 0) {
 110         return DNAN;
 111     }
 112
 113     return seasonal_coef / intercept;
 114 }
 115
 116 /*****************************************************************************
 117  * Math functions common to additive and multiplicative Holt-Winters
 118  *****************************************************************************/
 119
 120 rrd_value_t hw_calculate_slope(
 121     rrd_value_t hw_beta,
 122     unival *coefs)
 123 {
 124     return hw_beta * (coefs[CDP_hw_intercept].u_val -
 125                       coefs[CDP_hw_last_intercept].u_val)
 126         + (1 - hw_beta) * coefs[CDP_hw_slope].u_val;
 127 }
 128
 129 rrd_value_t hw_calculate_seasonal_deviation(
 130     rrd_value_t hw_gamma,
 131     rrd_value_t prediction,
 132     rrd_value_t observed,
 133     rrd_value_t last)
 134 {
 135     return hw_gamma * fabs(prediction - observed)
 136         + (1 - hw_gamma) * last;
 137 }
 138
 139 rrd_value_t hw_init_seasonal_deviation(
 140     rrd_value_t prediction,
 141     rrd_value_t observed)
 142 {
 143     return fabs(prediction - observed);
 144 }