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

java.lang.Object
  kieker.tools.opad.timeseries.forecast.AbstractForecaster<java.lang.Double>
      kieker.tools.opad.timeseries.forecast.AbstractRForecaster
          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