Kieker 1.12

kieker.tools.opad.timeseries.forecast.cs
Class CSForecaster

java.lang.Object
  extended by kieker.tools.opad.timeseries.forecast.AbstractForecaster<java.lang.Double>
      extended by kieker.tools.opad.timeseries.forecast.AbstractRForecaster
          extended by kieker.tools.opad.timeseries.forecast.cs.CSForecaster
All Implemented Interfaces:
IForecaster<java.lang.Double>

public class CSForecaster
extends AbstractRForecaster

This is one of the forecasters used in the research paper on Self-adaptive workload classification and forecasting for proactive resource provisioning (http://dx.doi.org/10.1002/cpe.3224), authored by Herbst et al.

Since:
1.10
Author:
Nikolas Herbst Cubic splines are fitted to the univariate time series data to obtain a trend estimate and linear forecast function. Prediction intervals are constructed by use of a likelihood approach for estimation of smoothing parameters. The cubic splines method can be mapped to an ARIMA 022 stochastic process model with a restricted parameter space. Overhead below 100ms for less than 30 values (more values do not sig. improve accuracy)

Field Summary
 
Fields inherited from class kieker.tools.opad.timeseries.forecast.AbstractRForecaster
MIN_TS_SIZE_DEFAULT
 
Constructor Summary
CSForecaster(ITimeSeries<java.lang.Double> historyTimeseries)
           
CSForecaster(ITimeSeries<java.lang.Double> historyTimeseries, int confidenceLevel)
           
 
Method Summary
protected  java.lang.String[] getForecastFuncParams()
          Returns additional parameters to be appended to the call of the R forecast function.
protected  java.lang.String[] getModelFuncParams()
          Returns additional parameters to be appended to the call of the R forecast model.
 
Methods inherited from class kieker.tools.opad.timeseries.forecast.AbstractRForecaster
createNaNForecast, forecast, forecastOperationOnResult, lowerOperationOnResult, removeNullValues, satisfiesInputTSRequirements, upperOperationOnResult
 
Methods inherited from class kieker.tools.opad.timeseries.forecast.AbstractForecaster
getConfidenceLevel, getTsOriginal, prepareForecastTS, supportsConfidence
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CSForecaster

public CSForecaster(ITimeSeries<java.lang.Double> historyTimeseries)
Parameters:
historyTimeseries - timeseries used by forecating algo

CSForecaster

public CSForecaster(ITimeSeries<java.lang.Double> historyTimeseries,
                    int confidenceLevel)
Parameters:
historyTimeseries - timeseries used by forecating algo
confidenceLevel - value of confidence
Method Detail

getModelFuncParams

protected java.lang.String[] getModelFuncParams()
Description copied from class: AbstractRForecaster
Returns additional parameters to be appended to the call of the R forecast model.

Specified by:
getModelFuncParams in class AbstractRForecaster
Returns:
the parameters or null if none

getForecastFuncParams

protected java.lang.String[] getForecastFuncParams()
Description copied from class: AbstractRForecaster
Returns additional parameters to be appended to the call of the R forecast function.

Specified by:
getForecastFuncParams in class AbstractRForecaster
Returns:
the parameters or null if none

Kieker 1.12

Copyright 2015 Kieker Project, http://kieker-monitoring.net