holtwinters_api.cpp File Reference

#include <common/cumlHandle.hpp>
#include <cuml/tsa/holtwinters.h>
#include <cuml/tsa/holtwinters_api.h>

Include dependency graph for holtwinters_api.cpp:

Functions
cumlError_t	cumlHoltWinters_buffer_size (int n, int batch_size, int frequency, int *start_leveltrend_len, int *start_season_len, int *components_len, int *error_len, int *leveltrend_coef_shift, int *season_coef_shift)
	Provides buffer sizes for HoltWinters algorithm. More...
cumlError_t	cumlHoltWintersSp_fit (cumlHandle_t handle, int n, int batch_size, int frequency, int start_periods, cumlHoltWintersSeasonal_t seasonal, float epsilon, float *data, float *level_d, float *trend_d, float *season_d, float *error_d)
cumlError_t	cumlHoltWintersDp_fit (cumlHandle_t handle, int n, int batch_size, int frequency, int start_periods, cumlHoltWintersSeasonal_t seasonal, double epsilon, double *data, double *level_d, double *trend_d, double *season_d, double *error_d)
cumlError_t	cumlHoltWintersSp_forecast (cumlHandle_t handle, int n, int batch_size, int frequency, int h, cumlHoltWintersSeasonal_t seasonal, float *level_d, float *trend_d, float *season_d, float *forecast_d)
cumlError_t	cumlHoltWintersDp_forecast (cumlHandle_t handle, int n, int batch_size, int frequency, int h, cumlHoltWintersSeasonal_t seasonal, double *level_d, double *trend_d, double *season_d, double *forecast_d)

Function Documentation

cumlHoltWinters_buffer_size()

cumlError_t cumlHoltWinters_buffer_size	(	int	n,
		int	batch_size,
		int	frequency,
		int *	start_leveltrend_len,
		int *	start_season_len,
		int *	components_len,
		int *	error_len,
		int *	leveltrend_coef_shift,
		int *	season_coef_shift
	)

Provides buffer sizes for HoltWinters algorithm.

Parameters

[in]	n	n_samples in time-series
[in]	batch_size	number of time-series in X
[in]	frequency	number of periods in a season of the time-series
[out]	start_leveltrend_len	pointer which will hold the length of the level/trend array buffers
[out]	start_season_len	pointer which will hold the length of the seasonal array buffer
[out]	components_len	pointer which will hold the length of all three components
[out]	error_len	pointer which will hold the length of the SSE Error
[out]	leveltrend_coef_shift	pointer which will hold the offset to level/trend arrays
[out]	season_coef_shift	pointer which will hold the offset to season array

Returns

CUML_SUCCESS on success and other corresponding flags upon any failures.