1 /*

     2  * Copyright 2001-2007 Sun Microsystems, Inc.  All Rights Reserved.

     3  * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.

     4  *

     5  * This code is free software; you can redistribute it and/or modify it

     6  * under the terms of the GNU General Public License version 2 only, as

     7  * published by the Free Software Foundation.

     8  *

     9  * This code is distributed in the hope that it will be useful, but WITHOUT

    10  * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or

    11  * FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License

    12  * version 2 for more details (a copy is included in the LICENSE file that

    13  * accompanied this code).

    14  *

    15  * You should have received a copy of the GNU General Public License version

    16  * 2 along with this work; if not, write to the Free Software Foundation,

    17  * Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.

    18  *

    19  * Please contact Sun Microsystems, Inc., 4150 Network Circle, Santa Clara,

    20  * CA 95054 USA or visit www.sun.com if you need additional information or

    21  * have any questions.

    22  *

    23  */

    24 

    25 /**

    26  **  This file contains a few classes that represent number sequence,

    27  **  x1, x2, x3, ..., xN, and can calculate their avg, max, and sd.

    28  **

    29  **  Here's a quick description of the classes:

    30  **

    31  **    AbsSeq: abstract superclass

    32  **    NumberSeq: the sequence is assumed to be very long and the

    33  **      maximum, avg, sd, davg, and dsd are calculated over all its elements

    34  **    TruncatedSeq: this class keeps track of the last L elements

    35  **      of the sequence and calculates avg, max, and sd only over them

    36  **/

    37 

    38 #define DEFAULT_ALPHA_VALUE 0.7

    39 

    40 class AbsSeq {

    41 private:

    42   void init(double alpha);

    43 

    44 protected:

    45   int    _num; // the number of elements in the sequence

    46   double _sum; // the sum of the elements in the sequence

    47   double _sum_of_squares; // the sum of squares of the elements in the sequence

    48 

    49   double _davg; // decaying average

    50   double _dvariance; // decaying variance

    51   double _alpha; // factor for the decaying average / variance

    52 

    53   // This is what we divide with to get the average. In a standard

    54   // number sequence, this should just be the number of elements in it.

    55   virtual double total() const { return (double) _num; };

    56 

    57 public:

    58   AbsSeq(double alpha = DEFAULT_ALPHA_VALUE);

    59 

    60   virtual void add(double val); // adds a new element to the sequence

    61   void add(unsigned val) { add((double) val); }

    62   virtual double maximum() const = 0; // maximum element in the sequence

    63   virtual double last() const = 0; // last element added in the sequence

    64 

    65   // the number of elements in the sequence

    66   int num() const { return _num; }

    67   // the sum of the elements in the sequence

    68   double sum() const { return _sum; }

    69 

    70   double avg() const; // the average of the sequence

    71   double variance() const; // the variance of the sequence

    72   double sd() const; // the standard deviation of the sequence

    73 

    74   double davg() const; // decaying average

    75   double dvariance() const; // decaying variance

    76   double dsd() const; // decaying "standard deviation"

    77 };

    78 

    79 class NumberSeq: public AbsSeq {

    80 private:

    81   bool check_nums(NumberSeq* total, int n, NumberSeq** parts);

    82 

    83 protected:

    84   double _last;

    85   double _maximum; // keep track of maximum value

    86 

    87 public:

    88   NumberSeq(double alpha = DEFAULT_ALPHA_VALUE);

    89   NumberSeq(NumberSeq* total, int n_parts, NumberSeq** parts);

    90 

    91   virtual void add(double val);

    92   virtual double maximum() const { return _maximum; }

    93   virtual double last() const { return _last; }

    94 };

    95 

    96 class TruncatedSeq: public AbsSeq {

    97 private:

    98   enum PrivateConstants {

    99     DefaultSeqLength = 10

   100   };

   101   void init();

   102 protected:

   103   double *_sequence; // buffers the last L elements in the sequence

   104   int     _length; // this is L

   105   int     _next;   // oldest slot in the array, i.e. next to be overwritten

   106 

   107 public:

   108   // accepts a value for L

   109   TruncatedSeq(int length = DefaultSeqLength,

   110                double alpha = DEFAULT_ALPHA_VALUE);

   111   virtual void add(double val);

   112   virtual double maximum() const;

   113   virtual double last() const; // the last value added to the sequence

   114 

   115   double oldest() const; // the oldest valid value in the sequence

   116   double predict_next() const; // prediction based on linear regression

   117 };