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1 /*
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2 * Copyright 2001-2007 Sun Microsystems, Inc. All Rights Reserved.
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3 * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
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4 *
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5 * This code is free software; you can redistribute it and/or modify it
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6 * under the terms of the GNU General Public License version 2 only, as
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7 * published by the Free Software Foundation.
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8 *
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9 * This code is distributed in the hope that it will be useful, but WITHOUT
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10 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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11 * FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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12 * version 2 for more details (a copy is included in the LICENSE file that
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13 * accompanied this code).
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14 *
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15 * You should have received a copy of the GNU General Public License version
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16 * 2 along with this work; if not, write to the Free Software Foundation,
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17 * Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
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18 *
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19 * Please contact Sun Microsystems, Inc., 4150 Network Circle, Santa Clara,
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20 * CA 95054 USA or visit www.sun.com if you need additional information or
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21 * have any questions.
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22 *
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23 */
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24
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25 /**
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26 ** This file contains a few classes that represent number sequence,
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27 ** x1, x2, x3, ..., xN, and can calculate their avg, max, and sd.
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28 **
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29 ** Here's a quick description of the classes:
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30 **
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31 ** AbsSeq: abstract superclass
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32 ** NumberSeq: the sequence is assumed to be very long and the
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33 ** maximum, avg, sd, davg, and dsd are calculated over all its elements
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34 ** TruncatedSeq: this class keeps track of the last L elements
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35 ** of the sequence and calculates avg, max, and sd only over them
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36 **/
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37
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38 #define DEFAULT_ALPHA_VALUE 0.7
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39
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40 class AbsSeq {
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41 private:
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42 void init(double alpha);
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43
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44 protected:
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45 int _num; // the number of elements in the sequence
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46 double _sum; // the sum of the elements in the sequence
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47 double _sum_of_squares; // the sum of squares of the elements in the sequence
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48
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49 double _davg; // decaying average
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50 double _dvariance; // decaying variance
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51 double _alpha; // factor for the decaying average / variance
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52
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53 // This is what we divide with to get the average. In a standard
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54 // number sequence, this should just be the number of elements in it.
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55 virtual double total() const { return (double) _num; };
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56
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57 public:
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58 AbsSeq(double alpha = DEFAULT_ALPHA_VALUE);
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59
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60 virtual void add(double val); // adds a new element to the sequence
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61 void add(unsigned val) { add((double) val); }
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62 virtual double maximum() const = 0; // maximum element in the sequence
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63 virtual double last() const = 0; // last element added in the sequence
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64
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65 // the number of elements in the sequence
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66 int num() const { return _num; }
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67 // the sum of the elements in the sequence
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68 double sum() const { return _sum; }
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69
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70 double avg() const; // the average of the sequence
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71 double variance() const; // the variance of the sequence
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72 double sd() const; // the standard deviation of the sequence
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73
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74 double davg() const; // decaying average
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75 double dvariance() const; // decaying variance
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76 double dsd() const; // decaying "standard deviation"
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77 };
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78
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79 class NumberSeq: public AbsSeq {
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80 private:
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81 bool check_nums(NumberSeq* total, int n, NumberSeq** parts);
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82
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83 protected:
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84 double _last;
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85 double _maximum; // keep track of maximum value
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86
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87 public:
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88 NumberSeq(double alpha = DEFAULT_ALPHA_VALUE);
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89 NumberSeq(NumberSeq* total, int n_parts, NumberSeq** parts);
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90
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91 virtual void add(double val);
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92 virtual double maximum() const { return _maximum; }
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93 virtual double last() const { return _last; }
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94 };
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95
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96 class TruncatedSeq: public AbsSeq {
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97 private:
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98 enum PrivateConstants {
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99 DefaultSeqLength = 10
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100 };
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101 void init();
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102 protected:
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103 double *_sequence; // buffers the last L elements in the sequence
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104 int _length; // this is L
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105 int _next; // oldest slot in the array, i.e. next to be overwritten
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106
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107 public:
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108 // accepts a value for L
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109 TruncatedSeq(int length = DefaultSeqLength,
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110 double alpha = DEFAULT_ALPHA_VALUE);
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111 virtual void add(double val);
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112 virtual double maximum() const;
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113 virtual double last() const; // the last value added to the sequence
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114
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115 double oldest() const; // the oldest valid value in the sequence
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116 double predict_next() const; // prediction based on linear regression
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117 };
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