public class HoltWintersModel extends MovAvgModel
Modifier and Type | Class and Description |
---|---|
static class |
HoltWintersModel.HoltWintersModelBuilder |
static class |
HoltWintersModel.HoltWintersModelParser |
static class |
HoltWintersModel.SeasonalityType |
MovAvgModel.AbstractModelParser
Writeable.Reader<R>
ToXContent.DelegatingMapParams, ToXContent.MapParams, ToXContent.Params
Modifier and Type | Field and Description |
---|---|
static double |
DEFAULT_ALPHA |
static double |
DEFAULT_BETA |
static double |
DEFAULT_GAMMA |
static boolean |
DEFAULT_PAD |
static int |
DEFAULT_PERIOD |
static HoltWintersModel.SeasonalityType |
DEFAULT_SEASONALITY_TYPE |
protected static ParseField |
NAME_FIELD |
static MovAvgModelStreams.Stream |
STREAM |
EMPTY_PARAMS
Constructor and Description |
---|
HoltWintersModel() |
HoltWintersModel(double alpha,
double beta,
double gamma,
int period,
HoltWintersModel.SeasonalityType seasonalityType,
boolean pad) |
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 java.lang.Number> |
doPredict(java.util.Collection<T> values,
int numPredictions)
Predicts the next `n` values in the series, using the smoothing model to generate new values.
|
boolean |
equals(java.lang.Object obj) |
int |
hashCode() |
boolean |
hasValue(int valuesAvailable)
Checks to see this model can produce a new value, without actually running the algo.
|
boolean |
minimizeByDefault()
Should this model be fit to the data via a cost minimizing algorithm by default?
|
MovAvgModel |
neighboringModel()
Generates a "neighboring" model, where one of the tunable parameters has been
randomly mutated within the allowed range.
|
<T extends java.lang.Number> |
next(java.util.Collection<T> values)
Returns the next value in the series, according to the underlying smoothing model
|
<T extends java.lang.Number> |
next(java.util.Collection<T> values,
int numForecasts)
Calculate a doubly exponential weighted moving average
|
MovAvgModel |
readFrom(StreamInput in)
Reads an object of this type from the provided StreamInput.
|
XContentBuilder |
toXContent(XContentBuilder builder,
ToXContent.Params params) |
void |
writeTo(StreamOutput out)
Write the model to the output stream
|
emptyPredictions, predict
protected static final ParseField NAME_FIELD
public static final double DEFAULT_ALPHA
public static final double DEFAULT_BETA
public static final double DEFAULT_GAMMA
public static final int DEFAULT_PERIOD
public static final HoltWintersModel.SeasonalityType DEFAULT_SEASONALITY_TYPE
public static final boolean DEFAULT_PAD
public static final MovAvgModelStreams.Stream STREAM
public HoltWintersModel()
public HoltWintersModel(double alpha, double beta, double gamma, int period, HoltWintersModel.SeasonalityType seasonalityType, boolean pad)
public boolean minimizeByDefault()
MovAvgModel
minimizeByDefault
in class MovAvgModel
public boolean canBeMinimized()
MovAvgModel
canBeMinimized
in class MovAvgModel
public MovAvgModel neighboringModel()
MovAvgModel
neighboringModel
in class MovAvgModel
public MovAvgModel clone()
MovAvgModel
clone
in class MovAvgModel
public boolean hasValue(int valuesAvailable)
MovAvgModel
hasValue
in class MovAvgModel
valuesAvailable
- Number of values in the current window of valuesprotected <T extends java.lang.Number> double[] doPredict(java.util.Collection<T> values, int numPredictions)
doPredict
in class MovAvgModel
T
- Type of numericvalues
- Collection of numerics to movingAvg, usually windowednumPredictions
- Number of newly generated predictions to returnpublic <T extends java.lang.Number> double next(java.util.Collection<T> values)
MovAvgModel
next
in class MovAvgModel
T
- Type of numericvalues
- Collection of numerics to movingAvg, usually windowedpublic <T extends java.lang.Number> double[] next(java.util.Collection<T> values, int numForecasts)
T
- Type T extending Numbervalues
- Collection of values to calculate avg fornumForecasts
- number of forecasts into the future to returnpublic XContentBuilder toXContent(XContentBuilder builder, ToXContent.Params params) throws java.io.IOException
java.io.IOException
public MovAvgModel readFrom(StreamInput in) throws java.io.IOException
StreamableReader
java.io.IOException
public void writeTo(StreamOutput out) throws java.io.IOException
MovAvgModel
writeTo
in interface Writeable<MovAvgModel>
writeTo
in class MovAvgModel
out
- Output streamjava.io.IOException
public int hashCode()
hashCode
in class MovAvgModel
public boolean equals(java.lang.Object obj)
equals
in class MovAvgModel