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/*
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* Copyright 2001-2007 Sun Microsystems, Inc. All Rights Reserved.
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* DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
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*
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* This code is free software; you can redistribute it and/or modify it
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* under the terms of the GNU General Public License version 2 only, as
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* published by the Free Software Foundation.
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*
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* This code is distributed in the hope that it will be useful, but WITHOUT
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* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
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* FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
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* version 2 for more details (a copy is included in the LICENSE file that
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* accompanied this code).
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*
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* You should have received a copy of the GNU General Public License version
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* 2 along with this work; if not, write to the Free Software Foundation,
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* Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
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*
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* Please contact Sun Microsystems, Inc., 4150 Network Circle, Santa Clara,
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* CA 95054 USA or visit www.sun.com if you need additional information or
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* have any questions.
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*
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*/
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/**
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** This file contains a few classes that represent number sequence,
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** x1, x2, x3, ..., xN, and can calculate their avg, max, and sd.
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**
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** Here's a quick description of the classes:
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**
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** AbsSeq: abstract superclass
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** NumberSeq: the sequence is assumed to be very long and the
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** maximum, avg, sd, davg, and dsd are calculated over all its elements
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** TruncatedSeq: this class keeps track of the last L elements
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** of the sequence and calculates avg, max, and sd only over them
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**/
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#define DEFAULT_ALPHA_VALUE 0.7
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class AbsSeq {
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private:
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void init(double alpha);
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protected:
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int _num; // the number of elements in the sequence
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double _sum; // the sum of the elements in the sequence
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double _sum_of_squares; // the sum of squares of the elements in the sequence
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double _davg; // decaying average
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double _dvariance; // decaying variance
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double _alpha; // factor for the decaying average / variance
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// This is what we divide with to get the average. In a standard
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// number sequence, this should just be the number of elements in it.
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virtual double total() const { return (double) _num; };
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public:
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AbsSeq(double alpha = DEFAULT_ALPHA_VALUE);
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virtual void add(double val); // adds a new element to the sequence
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void add(unsigned val) { add((double) val); }
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virtual double maximum() const = 0; // maximum element in the sequence
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virtual double last() const = 0; // last element added in the sequence
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// the number of elements in the sequence
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int num() const { return _num; }
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// the sum of the elements in the sequence
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double sum() const { return _sum; }
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double avg() const; // the average of the sequence
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double variance() const; // the variance of the sequence
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double sd() const; // the standard deviation of the sequence
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double davg() const; // decaying average
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double dvariance() const; // decaying variance
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double dsd() const; // decaying "standard deviation"
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};
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class NumberSeq: public AbsSeq {
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private:
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bool check_nums(NumberSeq* total, int n, NumberSeq** parts);
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protected:
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double _last;
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double _maximum; // keep track of maximum value
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public:
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NumberSeq(double alpha = DEFAULT_ALPHA_VALUE);
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NumberSeq(NumberSeq* total, int n_parts, NumberSeq** parts);
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virtual void add(double val);
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virtual double maximum() const { return _maximum; }
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virtual double last() const { return _last; }
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};
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class TruncatedSeq: public AbsSeq {
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private:
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enum PrivateConstants {
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DefaultSeqLength = 10
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};
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void init();
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protected:
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double *_sequence; // buffers the last L elements in the sequence
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int _length; // this is L
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int _next; // oldest slot in the array, i.e. next to be overwritten
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public:
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// accepts a value for L
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TruncatedSeq(int length = DefaultSeqLength,
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double alpha = DEFAULT_ALPHA_VALUE);
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virtual void add(double val);
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virtual double maximum() const;
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virtual double last() const; // the last value added to the sequence
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double oldest() const; // the oldest valid value in the sequence
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double predict_next() const; // prediction based on linear regression
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};
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