Package org.elasticsearch.search.aggregations.pipeline

Class HoltLinearModel

java.lang.Object
org.elasticsearch.search.aggregations.pipeline.MovAvgModel
org.elasticsearch.search.aggregations.pipeline.HoltLinearModel
All Implemented Interfaces:
NamedWriteable, Writeable, org.elasticsearch.common.xcontent.ToXContent, org.elasticsearch.common.xcontent.ToXContentFragment
public class HoltLinearModel extends MovAvgModel
Calculate a doubly exponential weighted moving average

  • Field Details

  • Constructor Details

    • HoltLinearModel

      public HoltLinearModel()

    • HoltLinearModel

      public HoltLinearModel​(double alpha, double beta)

    • HoltLinearModel

      public HoltLinearModel​(StreamInput in) throws IOException
      Read from a stream.
      Throws:
      IOException

  • Method Details

    • writeTo

      public void writeTo​(StreamOutput out) throws IOException
      Description copied from class: MovAvgModel
      Write the model to the output stream
      Specified by:
      writeTo in interface Writeable
      Specified by:
      writeTo in class MovAvgModel
      Parameters:
      out - Output stream
      Throws:
      IOException

    • getWriteableName

      public String getWriteableName()
      Description copied from interface: NamedWriteable
      Returns the name of the writeable object

    • 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 double[] doPredict​(Collection<Double> values, int numPredictions)
      Predicts the next `n` values in the series, using the smoothing model to generate new values. Unlike the other moving averages, Holt-Linear has forecasting/prediction built into the algorithm. Prediction is more than simply adding the next prediction to the window and repeating. Holt-Linear will extrapolate into the future by applying the trend information to the smoothed data.
      Specified by:
      doPredict in class MovAvgModel
      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 double next​(Collection<Double> 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
      Parameters:
      values - Collection of numerics to movingAvg, usually windowed
      Returns:
      Returns a double, since most smoothing methods operate on floating points

    • next

      public double[] next​(Collection<Double> values, int numForecasts)
      Calculate a Holt-Linear (doubly exponential weighted) moving average
      Parameters:
      values - Collection of values to calculate avg for
      numForecasts - number of forecasts into the future to return
      Returns:
      Returns a Double containing the moving avg for the window

    • toXContent

      public org.elasticsearch.common.xcontent.XContentBuilder toXContent​(org.elasticsearch.common.xcontent.XContentBuilder builder, org.elasticsearch.common.xcontent.ToXContent.Params params) throws IOException
      Throws:
      IOException

    • hashCode

      public int hashCode()
      Specified by:
      hashCode in class MovAvgModel

    • equals

      public boolean equals​(Object obj)
      Specified by:
      equals in class MovAvgModel