1 | /* |
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3 | * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER. |
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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 |
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23 | */ |
24 | |
25 | #ifndef SHARE_UTILITIES_NUMBERSEQ_HPP |
26 | #define SHARE_UTILITIES_NUMBERSEQ_HPP |
27 | |
28 | #include "memory/allocation.hpp" |
29 | |
30 | /** |
31 | ** This file contains a few classes that represent number sequence, |
32 | ** x1, x2, x3, ..., xN, and can calculate their avg, max, and sd. |
33 | ** |
34 | ** Here's a quick description of the classes: |
35 | ** |
36 | ** AbsSeq: abstract superclass |
37 | ** NumberSeq: the sequence is assumed to be very long and the |
38 | ** maximum, avg, sd, davg, and dsd are calculated over all its elements |
39 | ** TruncatedSeq: this class keeps track of the last L elements |
40 | ** of the sequence and calculates avg, max, and sd only over them |
41 | **/ |
42 | |
43 | #define DEFAULT_ALPHA_VALUE 0.7 |
44 | |
45 | class AbsSeq: public CHeapObj<mtInternal> { |
46 | private: |
47 | void init(double alpha); |
48 | |
49 | protected: |
50 | int _num; // the number of elements in the sequence |
51 | double _sum; // the sum of the elements in the sequence |
52 | double _sum_of_squares; // the sum of squares of the elements in the sequence |
53 | |
54 | double _davg; // decaying average |
55 | double _dvariance; // decaying variance |
56 | double _alpha; // factor for the decaying average / variance |
57 | |
58 | // This is what we divide with to get the average. In a standard |
59 | // number sequence, this should just be the number of elements in it. |
60 | virtual double total() const { return (double) _num; }; |
61 | |
62 | public: |
63 | AbsSeq(double alpha = DEFAULT_ALPHA_VALUE); |
64 | |
65 | virtual void add(double val); // adds a new element to the sequence |
66 | void add(unsigned val) { add((double) val); } |
67 | virtual double maximum() const = 0; // maximum element in the sequence |
68 | virtual double last() const = 0; // last element added in the sequence |
69 | |
70 | // the number of elements in the sequence |
71 | int num() const { return _num; } |
72 | // the sum of the elements in the sequence |
73 | double sum() const { return _sum; } |
74 | |
75 | double avg() const; // the average of the sequence |
76 | double variance() const; // the variance of the sequence |
77 | double sd() const; // the standard deviation of the sequence |
78 | |
79 | double davg() const; // decaying average |
80 | double dvariance() const; // decaying variance |
81 | double dsd() const; // decaying "standard deviation" |
82 | |
83 | // Debugging/Printing |
84 | virtual void dump(); |
85 | virtual void dump_on(outputStream* s); |
86 | }; |
87 | |
88 | class NumberSeq: public AbsSeq { |
89 | private: |
90 | bool check_nums(NumberSeq* total, int n, NumberSeq** parts); |
91 | |
92 | protected: |
93 | double _last; |
94 | double _maximum; // keep track of maximum value |
95 | |
96 | public: |
97 | NumberSeq(double alpha = DEFAULT_ALPHA_VALUE); |
98 | |
99 | virtual void add(double val); |
100 | virtual double maximum() const { return _maximum; } |
101 | virtual double last() const { return _last; } |
102 | |
103 | // Debugging/Printing |
104 | virtual void dump_on(outputStream* s); |
105 | }; |
106 | |
107 | class TruncatedSeq: public AbsSeq { |
108 | private: |
109 | enum PrivateConstants { |
110 | DefaultSeqLength = 10 |
111 | }; |
112 | void init(); |
113 | protected: |
114 | double *_sequence; // buffers the last L elements in the sequence |
115 | int _length; // this is L |
116 | int _next; // oldest slot in the array, i.e. next to be overwritten |
117 | |
118 | public: |
119 | // accepts a value for L |
120 | TruncatedSeq(int length = DefaultSeqLength, |
121 | double alpha = DEFAULT_ALPHA_VALUE); |
122 | ~TruncatedSeq(); |
123 | virtual void add(double val); |
124 | virtual double maximum() const; |
125 | virtual double last() const; // the last value added to the sequence |
126 | |
127 | double oldest() const; // the oldest valid value in the sequence |
128 | double predict_next() const; // prediction based on linear regression |
129 | |
130 | // Debugging/Printing |
131 | virtual void dump_on(outputStream* s); |
132 | }; |
133 | |
134 | #endif // SHARE_UTILITIES_NUMBERSEQ_HPP |
135 | |