src/rrd_hw_math.h

   1 /*****************************************************************************
   2  * rrd_hw_math.h  Math functions for Holt-Winters computations
   3  *****************************************************************************/
   4
   5 #include "rrd.h"
   6 #include "rrd_format.h"
   7
   8 /* since /usr/include/bits/mathcalls.h:265 defines gamma already */
   9 #define gamma hw_gamma
  10
  11 /*****************************************************************************
  12  * Functions for additive Holt-Winters
  13  *****************************************************************************/
  14
  15 rrd_value_t hw_additive_calculate_prediction(
  16     rrd_value_t intercept,
  17     rrd_value_t slope,
  18     int null_count,
  19     rrd_value_t seasonal_coef);
  20
  21 rrd_value_t hw_additive_calculate_intercept(
  22     rrd_value_t alpha,
  23     rrd_value_t scratch,
  24     rrd_value_t seasonal_coef,
  25     unival *coefs);
  26
  27 rrd_value_t hw_additive_calculate_seasonality(
  28     rrd_value_t gamma,
  29     rrd_value_t scratch,
  30     rrd_value_t intercept,
  31     rrd_value_t seasonal_coef);
  32
  33 rrd_value_t hw_additive_init_seasonality(
  34     rrd_value_t seasonal_coef,
  35     rrd_value_t intercept);
  36
  37 /*****************************************************************************
  38  * Functions for multiplicative Holt-Winters
  39  *****************************************************************************/
  40
  41 rrd_value_t hw_multiplicative_calculate_prediction(
  42     rrd_value_t intercept,
  43     rrd_value_t slope,
  44     int null_count,
  45     rrd_value_t seasonal_coef);
  46
  47 rrd_value_t hw_multiplicative_calculate_intercept(
  48     rrd_value_t alpha,
  49     rrd_value_t scratch,
  50     rrd_value_t seasonal_coef,
  51     unival *coefs);
  52
  53 rrd_value_t hw_multiplicative_calculate_seasonality(
  54     rrd_value_t gamma,
  55     rrd_value_t scratch,
  56     rrd_value_t intercept,
  57     rrd_value_t seasonal_coef);
  58
  59 rrd_value_t hw_multiplicative_init_seasonality(
  60     rrd_value_t seasonal_coef,
  61     rrd_value_t intercept);
  62
  63 /*****************************************************************************
  64  * Math functions common to additive and multiplicative Holt-Winters
  65  *****************************************************************************/
  66
  67 rrd_value_t hw_calculate_slope(
  68     rrd_value_t beta,
  69     unival *coefs);
  70
  71 rrd_value_t hw_calculate_seasonal_deviation(
  72     rrd_value_t gamma,
  73     rrd_value_t prediction,
  74     rrd_value_t observed,
  75     rrd_value_t last);
  76
  77 rrd_value_t hw_init_seasonal_deviation(
  78     rrd_value_t prediction,
  79     rrd_value_t observed);
  80
  81
  82 /* Function container */
  83
  84 typedef struct hw_functions_t {
  85     rrd_value_t (
  86     *predict) (
  87     rrd_value_t intercept,
  88     rrd_value_t slope,
  89     int null_count,
  90     rrd_value_t seasonal_coef);
  91
  92     rrd_value_t (
  93     *intercept) (
  94     rrd_value_t alpha,
  95     rrd_value_t observed,
  96     rrd_value_t seasonal_coef,
  97     unival *coefs);
  98
  99     rrd_value_t (
 100     *slope)   (
 101     rrd_value_t beta,
 102     unival *coefs);
 103
 104     rrd_value_t (
 105     *seasonality) (
 106     rrd_value_t gamma,
 107     rrd_value_t observed,
 108     rrd_value_t intercept,
 109     rrd_value_t seasonal_coef);
 110
 111     rrd_value_t (
 112     *init_seasonality) (
 113     rrd_value_t seasonal_coef,
 114     rrd_value_t intercept);
 115
 116     rrd_value_t (
 117     *seasonal_deviation) (
 118     rrd_value_t gamma,
 119     rrd_value_t prediction,
 120     rrd_value_t observed,
 121     rrd_value_t last);
 122
 123     rrd_value_t (
 124     *init_seasonal_deviation) (
 125     rrd_value_t prediction,
 126     rrd_value_t observed);
 127
 128     rrd_value_t identity;
 129 } hw_functions_t;
 130
 131
 132 #undef gamma