#include <cuml/cuml_api.h>
#include <stdio.h>

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Typedefs
typedef enum cumlHoltWintersSeasonal_t	cumlHoltWintersSeasonal_t

Enumerations
enum	cumlHoltWintersSeasonal_t { ADDITIVE , MULTIPLICATIVE }

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_ptr, float trend_ptr, float season_ptr, float *SSE_error_ptr)

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_ptr, double trend_ptr, double season_ptr, double *SSE_error_ptr)

cumlError_t	cumlHoltWintersSp_forecast (cumlHandle_t handle, int n, int batch_size, int frequency, int h, cumlHoltWintersSeasonal_t seasonal, float level_ptr, float trend_ptr, float season_ptr, float forecast_ptr)

cumlError_t	cumlHoltWintersDp_forecast (cumlHandle_t handle, int n, int batch_size, int frequency, int h, cumlHoltWintersSeasonal_t seasonal, double level_ptr, double trend_ptr, double season_ptr, double forecast_ptr)

Typedef Documentation

◆ cumlHoltWintersSeasonal_t

Enumerator
ADDITIVE
MULTIPLICATIVE

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.