org.elasticsearch.search.aggregations.pipeline.movavg.models

Class EwmaModel

java.lang.Object

org.elasticsearch.search.aggregations.pipeline.movavg.models.MovAvgModel

org.elasticsearch.search.aggregations.pipeline.movavg.models.EwmaModel

public class EwmaModel
extends MovAvgModel

Calculate a exponentially weighted moving average

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	EwmaModel.EWMAModelBuilder
static class	EwmaModel.SingleExpModelParser

Nested classes/interfaces inherited from class org.elasticsearch.search.aggregations.pipeline.movavg.models.MovAvgModel

MovAvgModel.AbstractModelParser

Field Summary

Fields

Modifier and Type	Field and Description
protected static ParseField	NAME_FIELD
static MovAvgModelStreams.Stream	STREAM

Constructor Summary

Constructors

Constructor and Description
EwmaModel(double alpha)

Method Summary

Modifier and Type	Method and Description
boolean	canBeMinimized() Returns if the model can be cost minimized.
MovAvgModel	clone() Clone the model, returning an exact copy
protected <T extends Number> double[]	doPredict(Collection<T> values, int numPredictions) Calls to the model-specific implementation which actually generates the predictions
MovAvgModel	neighboringModel() Generates a "neighboring" model, where one of the tunable parameters has been randomly mutated within the allowed range.
<T extends Number> double	next(Collection<T> values) Returns the next value in the series, according to the underlying smoothing model
void	writeTo(StreamOutput out) Write the model to the output stream

Methods inherited from class org.elasticsearch.search.aggregations.pipeline.movavg.models.MovAvgModel

emptyPredictions, hasValue, minimizeByDefault, predict

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

NAME_FIELD

protected static final ParseField NAME_FIELD

STREAM

public static final MovAvgModelStreams.Stream STREAM

Constructor Detail

EwmaModel

public EwmaModel(double alpha)

Method Detail

canBeMinimized

public boolean canBeMinimized()

Description copied from class: MovAvgModel

Returns if the model can be cost minimized. Not all models have parameters which can be tuned / optimized.

Specified by:

canBeMinimized in class MovAvgModel

neighboringModel

public MovAvgModel neighboringModel()

Description copied from class: MovAvgModel

Generates a "neighboring" model, where one of the tunable parameters has been randomly mutated within the allowed range. Used for minimization

Specified by:

neighboringModel in class MovAvgModel

clone

public MovAvgModel clone()

Description copied from class: MovAvgModel

Clone the model, returning an exact copy

Specified by:

clone in class MovAvgModel

doPredict

protected <T extends Number> double[] doPredict(Collection<T> values,
                                                int numPredictions)

Description copied from class: MovAvgModel

Calls to the model-specific implementation which actually generates the predictions

Specified by:

doPredict in class MovAvgModel

Type Parameters:

T - Type of numeric

Parameters:

values - Collection of numerics to movingAvg, usually windowed

numPredictions - Number of newly generated predictions to return

Returns:

Returns an array of doubles, since most smoothing methods operate on floating points

next

public <T extends Number> double next(Collection<T> values)

Description copied from class: MovAvgModel

Returns the next value in the series, according to the underlying smoothing model

Specified by:

next in class MovAvgModel

Type Parameters:

T - Type of numeric

Parameters:

values - Collection of numerics to movingAvg, usually windowed

Returns:

Returns a double, since most smoothing methods operate on floating points

writeTo

public void writeTo(StreamOutput out)
             throws IOException

Description copied from class: MovAvgModel

Write the model to the output stream

Specified by:

writeTo in class MovAvgModel

Parameters:

out - Output stream

Throws:

IOException