org.hawkular.datamining.forecast.models

Class SimpleExponentialSmoothing

java.lang.Object

org.hawkular.datamining.forecast.models.AbstractExponentialSmoothing

org.hawkular.datamining.forecast.models.SimpleExponentialSmoothing

All Implemented Interfaces:

TimeSeriesModel

public class SimpleExponentialSmoothing
extends AbstractExponentialSmoothing

Simple exponential smoothing Works well for stationary data when there is no trend in data. For trending data forecasts produce high MSE due to flat forecast function.

When smoothing parameters are smaller more weights are added to the observations from distant past - it makes it model more robust.

Equations:

• level_t = alpha*y_t + (1-alpha)level_t-1
• forecast_t+h = level_t

Author:

Pavol Loffay

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	SimpleExponentialSmoothing.SimpleExOptimizer
static class	SimpleExponentialSmoothing.State

Nested classes/interfaces inherited from class org.hawkular.datamining.forecast.models.AbstractExponentialSmoothing

AbstractExponentialSmoothing.PredictionResult

Nested classes/interfaces inherited from interface org.hawkular.datamining.forecast.models.TimeSeriesModel

TimeSeriesModel.TimestampComparator

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_LEVEL_SMOOTHING
static double	MAX_LEVEL_SMOOTHING
static double	MIN_LEVEL_SMOOTHING

Fields inherited from class org.hawkular.datamining.forecast.models.AbstractExponentialSmoothing

lastTimestamp, metricContext

Method Summary

Modifier and Type	Method and Description
protected AbstractExponentialSmoothing.PredictionResult	calculatePrediction(int nAhead, Long learnTimestamp, Double expected)
static SimpleExponentialSmoothing	createCustom(double levelSmoothing, MetricContext metricContext)
static SimpleExponentialSmoothing	createDefault()
static SimpleExponentialSmoothing	createWithSmoothingParam(double levelSmoothing)
protected SimpleExponentialSmoothing.State	initState(List<DataPoint> initData)
int	minimumInitSize()
String	name()
int	numberOfParams()
static SimpleExponentialSmoothing.SimpleExOptimizer	optimizer()
static SimpleExponentialSmoothing.SimpleExOptimizer	optimizer(MetricContext metricContext)
protected SimpleExponentialSmoothing.State	state()
String	toString()
protected void	updateState(DataPoint dataPoint)

Methods inherited from class org.hawkular.datamining.forecast.models.AbstractExponentialSmoothing

forecast, forecast, init, initStatistics, lastTimestamp, learn, learn, runStatistics, setConfidenceInterval

Methods inherited from class java.lang.Object

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

Field Detail

DEFAULT_LEVEL_SMOOTHING

public static final double DEFAULT_LEVEL_SMOOTHING

See Also:

Constant Field Values

MIN_LEVEL_SMOOTHING

public static final double MIN_LEVEL_SMOOTHING

See Also:

Constant Field Values

MAX_LEVEL_SMOOTHING

public static final double MAX_LEVEL_SMOOTHING

See Also:

Constant Field Values

Method Detail

createDefault

public static SimpleExponentialSmoothing createDefault()

createWithSmoothingParam

public static SimpleExponentialSmoothing createWithSmoothingParam(double levelSmoothing)

createCustom

public static SimpleExponentialSmoothing createCustom(double levelSmoothing,
                                                      MetricContext metricContext)

name

public String name()

Returns:

name of the implemented model

numberOfParams

public int numberOfParams()

Returns:

number of parameters of the model, seasonal models include seasonal indices

minimumInitSize

public int minimumInitSize()

Returns:

number of parameters of the model, seasonal models include seasonal indices

initState

protected SimpleExponentialSmoothing.State initState(List<DataPoint> initData)

Specified by:

initState in class AbstractExponentialSmoothing

state

protected SimpleExponentialSmoothing.State state()

Specified by:

state in class AbstractExponentialSmoothing

updateState

protected void updateState(DataPoint dataPoint)

Specified by:

updateState in class AbstractExponentialSmoothing

calculatePrediction

protected AbstractExponentialSmoothing.PredictionResult calculatePrediction(int nAhead,
                                                                            Long learnTimestamp,
                                                                            Double expected)

Specified by:

calculatePrediction in class AbstractExponentialSmoothing

optimizer

public static SimpleExponentialSmoothing.SimpleExOptimizer optimizer()

optimizer

public static SimpleExponentialSmoothing.SimpleExOptimizer optimizer(MetricContext metricContext)

toString

public String toString()

Overrides:

toString in class Object