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* optimized ses and added des * added coefficient of variation * fix bug identified by @vlvkobal: use all available points when resampling is required and the timeframe is not enough for a single point
64 lines
1.7 KiB
C
64 lines
1.7 KiB
C
// SPDX-License-Identifier: GPL-3.0-or-later
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#include "ses.h"
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// ----------------------------------------------------------------------------
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// single exponential smoothing
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struct grouping_ses {
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calculated_number alpha;
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calculated_number alpha_other;
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calculated_number level;
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size_t count;
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};
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static inline void set_alpha(RRDR *r, struct grouping_ses *g) {
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// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
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// A commonly used value for alpha is 2 / (N + 1)
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g->alpha = 2.0 / ((calculated_number)r->group + 1.0);
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g->alpha_other = 1 - g->alpha;
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}
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void *grouping_init_ses(RRDR *r) {
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struct grouping_ses *g = (struct grouping_ses *)callocz(1, sizeof(struct grouping_ses));
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set_alpha(r, g);
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g->level = 0.0;
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return g;
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}
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// resets when switches dimensions
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// so, clear everything to restart
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void grouping_reset_ses(RRDR *r) {
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struct grouping_ses *g = (struct grouping_ses *)r->grouping_data;
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g->level = 0.0;
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g->count = 0;
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}
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void grouping_free_ses(RRDR *r) {
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freez(r->grouping_data);
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r->grouping_data = NULL;
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}
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void grouping_add_ses(RRDR *r, calculated_number value) {
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struct grouping_ses *g = (struct grouping_ses *)r->grouping_data;
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if(isnormal(value)) {
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if(unlikely(!g->count))
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g->level = value;
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g->level = g->alpha * value + g->alpha_other * g->level;
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g->count++;
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}
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}
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calculated_number grouping_flush_ses(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
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struct grouping_ses *g = (struct grouping_ses *)r->grouping_data;
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if(unlikely(!g->count || !isnormal(g->level))) {
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*rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
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return 0.0;
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}
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return g->level;
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}
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