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// SPDX-License-Identifier: GPL-3.0-or-later
#include <web/api/queries/rrdr.h>
#include "des.h"
// ----------------------------------------------------------------------------
// single exponential smoothing
struct grouping_des {
NETDATA_DOUBLE alpha;
NETDATA_DOUBLE alpha_other;
NETDATA_DOUBLE beta;
NETDATA_DOUBLE beta_other;
NETDATA_DOUBLE level;
NETDATA_DOUBLE trend;
size_t count;
};
static size_t max_window_size = 15;
void grouping_init_des(void) {
long long ret = config_get_number(CONFIG_SECTION_WEB, "des max window", (long long)max_window_size);
if(ret <= 1) {
config_set_number(CONFIG_SECTION_WEB, "des max window", (long long)max_window_size);
}
else {
max_window_size = (size_t) ret;
}
}
static inline NETDATA_DOUBLE window(RRDR *r, struct grouping_des *g) {
(void)g;
NETDATA_DOUBLE points;
if(r->group == 1) {
// provide a running DES
points = (NETDATA_DOUBLE)r->internal.points_wanted;
}
else {
// provide a SES with flush points
points = (NETDATA_DOUBLE)r->group;
}
// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
// A commonly used value for alpha is 2 / (N + 1)
return (points > (NETDATA_DOUBLE)max_window_size) ? (NETDATA_DOUBLE)max_window_size : points;
}
static inline void set_alpha(RRDR *r, struct grouping_des *g) {
// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
// A commonly used value for alpha is 2 / (N + 1)
g->alpha = 2.0 / (window(r, g) + 1.0);
g->alpha_other = 1.0 - g->alpha;
//info("alpha for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->alpha);
}
static inline void set_beta(RRDR *r, struct grouping_des *g) {
// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
// A commonly used value for alpha is 2 / (N + 1)
g->beta = 2.0 / (window(r, g) + 1.0);
g->beta_other = 1.0 - g->beta;
//info("beta for chart '%s' is " CALCULATED_NUMBER_FORMAT, r->st->name, g->beta);
}
void grouping_create_des(RRDR *r, const char *options __maybe_unused) {
struct grouping_des *g = (struct grouping_des *)onewayalloc_mallocz(r->internal.owa, sizeof(struct grouping_des));
set_alpha(r, g);
set_beta(r, g);
g->level = 0.0;
g->trend = 0.0;
g->count = 0;
r->internal.grouping_data = g;
}
// resets when switches dimensions
// so, clear everything to restart
void grouping_reset_des(RRDR *r) {
struct grouping_des *g = (struct grouping_des *)r->internal.grouping_data;
g->level = 0.0;
g->trend = 0.0;
g->count = 0;
// fprintf(stderr, "\nDES: ");
}
void grouping_free_des(RRDR *r) {
onewayalloc_freez(r->internal.owa, r->internal.grouping_data);
r->internal.grouping_data = NULL;
}
void grouping_add_des(RRDR *r, NETDATA_DOUBLE value) {
struct grouping_des *g = (struct grouping_des *)r->internal.grouping_data;
if(likely(g->count > 0)) {
// we have at least a number so far
if(unlikely(g->count == 1)) {
// the second value we got
g->trend = value - g->trend;
g->level = value;
}
// for the values, except the first
NETDATA_DOUBLE last_level = g->level;
g->level = (g->alpha * value) + (g->alpha_other * (g->level + g->trend));
g->trend = (g->beta * (g->level - last_level)) + (g->beta_other * g->trend);
}
else {
// the first value we got
g->level = g->trend = value;
}
g->count++;
//fprintf(stderr, "value: " CALCULATED_NUMBER_FORMAT ", level: " CALCULATED_NUMBER_FORMAT ", trend: " CALCULATED_NUMBER_FORMAT "\n", value, g->level, g->trend);
}
NETDATA_DOUBLE grouping_flush_des(RRDR *r, RRDR_VALUE_FLAGS *rrdr_value_options_ptr) {
struct grouping_des *g = (struct grouping_des *)r->internal.grouping_data;
if(unlikely(!g->count || !netdata_double_isnumber(g->level))) {
*rrdr_value_options_ptr |= RRDR_VALUE_EMPTY;
return 0.0;
}
//fprintf(stderr, " RESULT for %zu values = " CALCULATED_NUMBER_FORMAT " \n", g->count, g->level);
return g->level;
}
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