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 #ifndef WIN32
   8 #include "rrd_config.h"
   9 #endif
  10
  11 /*****************************************************************************
  12  * RRDtool supports both the additive and multiplicative Holt-Winters methods.
  13  * The additive method makes predictions by adding seasonality to the baseline,
  14  * whereas the multiplicative method multiplies the seasonality coefficient by
  15  * the baseline to make a prediction. This file contains all the differences
  16  * between the additive and multiplicative methods, as well as a few math
  17  * functions common to them both.
  18  ****************************************************************************/
  19
  20 /*****************************************************************************
  21  * Functions for additive Holt-Winters
  22  *****************************************************************************/
  23
  24 rrd_value_t hw_additive_calculate_prediction(
  25     rrd_value_t intercept,
  26     rrd_value_t slope,
  27     int null_count,
  28     rrd_value_t seasonal_coef)
  29 {
  30     return intercept + slope * null_count + seasonal_coef;
  31 }
  32
  33 rrd_value_t hw_additive_calculate_intercept(
  34     rrd_value_t hw_alpha,
  35     rrd_value_t observed,
  36     rrd_value_t seasonal_coef,
  37     unival *coefs)
  38 {
  39     return hw_alpha * (observed - seasonal_coef)
  40         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  41                             +
  42                             (coefs[CDP_hw_slope].u_val) *
  43                             (coefs[CDP_null_count].u_cnt));
  44 }
  45
  46 rrd_value_t hw_additive_calculate_seasonality(
  47     rrd_value_t hw_gamma,
  48     rrd_value_t observed,
  49     rrd_value_t intercept,
  50     rrd_value_t seasonal_coef)
  51 {
  52     return hw_gamma * (observed - intercept)
  53         + (1 - hw_gamma) * seasonal_coef;
  54 }
  55
  56 rrd_value_t hw_additive_init_seasonality(
  57     rrd_value_t seasonal_coef,
  58     rrd_value_t intercept)
  59 {
  60     return seasonal_coef - intercept;
  61 }
  62
  63 /*****************************************************************************
  64  * Functions for multiplicative Holt-Winters
  65  *****************************************************************************/
  66
  67 rrd_value_t hw_multiplicative_calculate_prediction(
  68     rrd_value_t intercept,
  69     rrd_value_t slope,
  70     int null_count,
  71     rrd_value_t seasonal_coef)
  72 {
  73     return (intercept + slope * null_count) * seasonal_coef;
  74 }
  75
  76 rrd_value_t hw_multiplicative_calculate_intercept(
  77     rrd_value_t hw_alpha,
  78     rrd_value_t observed,
  79     rrd_value_t seasonal_coef,
  80     unival *coefs)
  81 {
  82     if (seasonal_coef <= 0) {
  83         return DNAN;
  84     }
  85
  86     return hw_alpha * (observed / seasonal_coef)
  87         + (1 - hw_alpha) * (coefs[CDP_hw_intercept].u_val
  88                             +
  89                             (coefs[CDP_hw_slope].u_val) *
  90                             (coefs[CDP_null_count].u_cnt));
  91 }
  92
  93 rrd_value_t hw_multiplicative_calculate_seasonality(
  94     rrd_value_t hw_gamma,
  95     rrd_value_t observed,
  96     rrd_value_t intercept,
  97     rrd_value_t seasonal_coef)
  98 {
  99     if (intercept <= 0) {
 100         return DNAN;
 101     }
 102
 103     return hw_gamma * (observed / intercept)
 104         + (1 - hw_gamma) * seasonal_coef;
 105 }
 106
 107 rrd_value_t hw_multiplicative_init_seasonality(
 108     rrd_value_t seasonal_coef,
 109     rrd_value_t intercept)
 110 {
 111     if (intercept <= 0) {
 112         return DNAN;
 113     }
 114
 115     return seasonal_coef / intercept;
 116 }
 117
 118 /*****************************************************************************
 119  * Math functions common to additive and multiplicative Holt-Winters
 120  *****************************************************************************/
 121
 122 rrd_value_t hw_calculate_slope(
 123     rrd_value_t hw_beta,
 124     unival *coefs)
 125 {
 126     return hw_beta * (coefs[CDP_hw_intercept].u_val -
 127                       coefs[CDP_hw_last_intercept].u_val)
 128         + (1 - hw_beta) * coefs[CDP_hw_slope].u_val;
 129 }
 130
 131 rrd_value_t hw_calculate_seasonal_deviation(
 132     rrd_value_t hw_gamma,
 133     rrd_value_t prediction,
 134     rrd_value_t observed,
 135     rrd_value_t last)
 136 {
 137     return hw_gamma * fabs(prediction - observed)
 138         + (1 - hw_gamma) * last;
 139 }
 140
 141 rrd_value_t hw_init_seasonal_deviation(
 142     rrd_value_t prediction,
 143     rrd_value_t observed)
 144 {
 145     return fabs(prediction - observed);
 146 }