numberSeq.hpp revision 342:37f87013dfd8
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
40class AbsSeq {
41private:
42  void init(double alpha);
43
44protected:
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
57public:
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
79class NumberSeq: public AbsSeq {
80private:
81  bool check_nums(NumberSeq* total, int n, NumberSeq** parts);
82
83protected:
84  double _last;
85  double _maximum; // keep track of maximum value
86
87public:
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
96class TruncatedSeq: public AbsSeq {
97private:
98  enum PrivateConstants {
99    DefaultSeqLength = 10
100  };
101  void init();
102protected:
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
107public:
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};
118