org.hawkular.datamining.forecast.models

Class TripleExponentialSmoothing

java.lang.Object

org.hawkular.datamining.forecast.models.AbstractExponentialSmoothing

org.hawkular.datamining.forecast.models.TripleExponentialSmoothing

All Implemented Interfaces:

TimeSeriesModel

public class TripleExponentialSmoothing
extends AbstractExponentialSmoothing

Triple exponential smoothing model also known as Holt-Winters model. This model implements additive variant.

Author:

Pavol Loffay

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	TripleExponentialSmoothing.TripleExOptimizer
static class	TripleExponentialSmoothing.TripleExState

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	DEFAULT_SEASONAL_SMOOTHING
static double	DEFAULT_TREND_SMOOTHING
static double	MAX_LEVEL_SMOOTHING
static double	MAX_SEASONAL_SMOOTHING
static double	MAX_TREND_SMOOTHING
static double	MIN_LEVEL_SMOOTHING
static double	MIN_SEASONAL_SMOOTHING
static double	MIN_TREND_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 TripleExponentialSmoothing	createCustom(int periods, double levelSmoothing, double trendSmoothing, double seasonalSmoothing, MetricContext metricContext)
static TripleExponentialSmoothing	createDefault(int periods)
static TripleExponentialSmoothing	createWithMetric(int periods, MetricContext metricContext)
static TripleExponentialSmoothing	createWithSmoothingParams(int periods, double levelSmoothing, double trendSmoothing, double seasonalSmoothing)
static TripleExponentialSmoothing	createWithState(TripleExponentialSmoothing.TripleExState state, double levelSmoothing, double trendSmoothing, double seasonalSmoothing, MetricContext metricContext)
protected TripleExponentialSmoothing.TripleExState	initState(List<DataPoint> dataPoints)
static TripleExponentialSmoothing.TripleExState	initState(List<DataPoint> dataPoints, int periods, MetricContext metricContext)
int	minimumInitSize()
String	name()
int	numberOfParams()
static TripleExponentialSmoothing.TripleExOptimizer	optimizer(int periods)
static TripleExponentialSmoothing.TripleExOptimizer	optimizer(int periods, MetricContext metricContext)
static TripleExponentialSmoothing.TripleExOptimizer	optimizer(MetricContext metricContext)
protected TripleExponentialSmoothing.TripleExState	state()
String	toString()
protected void	updateState(DataPoint point)

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

DEFAULT_TREND_SMOOTHING

public static final double DEFAULT_TREND_SMOOTHING

See Also:

Constant Field Values

DEFAULT_SEASONAL_SMOOTHING

public static final double DEFAULT_SEASONAL_SMOOTHING

See Also:

Constant Field Values

MIN_LEVEL_SMOOTHING

public static final double MIN_LEVEL_SMOOTHING

See Also:

Constant Field Values

MIN_TREND_SMOOTHING

public static final double MIN_TREND_SMOOTHING

See Also:

Constant Field Values

MIN_SEASONAL_SMOOTHING

public static final double MIN_SEASONAL_SMOOTHING

See Also:

Constant Field Values

MAX_LEVEL_SMOOTHING

public static final double MAX_LEVEL_SMOOTHING

See Also:

Constant Field Values

MAX_TREND_SMOOTHING

public static final double MAX_TREND_SMOOTHING

See Also:

Constant Field Values

MAX_SEASONAL_SMOOTHING

public static final double MAX_SEASONAL_SMOOTHING

See Also:

Constant Field Values

Method Detail

createDefault

public static TripleExponentialSmoothing createDefault(int periods)

createWithMetric

public static TripleExponentialSmoothing createWithMetric(int periods,
                                                          MetricContext metricContext)

createWithSmoothingParams

public static TripleExponentialSmoothing createWithSmoothingParams(int periods,
                                                                   double levelSmoothing,
                                                                   double trendSmoothing,
                                                                   double seasonalSmoothing)

createCustom

public static TripleExponentialSmoothing createCustom(int periods,
                                                      double levelSmoothing,
                                                      double trendSmoothing,
                                                      double seasonalSmoothing,
                                                      MetricContext metricContext)

createWithState

public static TripleExponentialSmoothing createWithState(TripleExponentialSmoothing.TripleExState state,
                                                         double levelSmoothing,
                                                         double trendSmoothing,
                                                         double seasonalSmoothing,
                                                         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

public static TripleExponentialSmoothing.TripleExState initState(List<DataPoint> dataPoints,
                                                                 int periods,
                                                                 MetricContext metricContext)

initState

protected TripleExponentialSmoothing.TripleExState initState(List<DataPoint> dataPoints)

Specified by:

initState in class AbstractExponentialSmoothing

state

protected TripleExponentialSmoothing.TripleExState state()

Specified by:

state in class AbstractExponentialSmoothing

updateState

protected void updateState(DataPoint point)

Specified by:

updateState in class AbstractExponentialSmoothing

calculatePrediction

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

Specified by:

calculatePrediction in class AbstractExponentialSmoothing

toString

public String toString()

Overrides:

toString in class Object

optimizer

public static TripleExponentialSmoothing.TripleExOptimizer optimizer(int periods)

optimizer

public static TripleExponentialSmoothing.TripleExOptimizer optimizer(MetricContext metricContext)

optimizer

public static TripleExponentialSmoothing.TripleExOptimizer optimizer(int periods,
                                                                     MetricContext metricContext)