holtwinters_params.h

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/*
 * Copyright (c) 2019-2021, NVIDIA CORPORATION.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
 
#pragma once
 
namespace ML {
 
// The type of season that represents the time-series
// ADDITIVE is with stable trend and level over periods
// MULTIPLICATIVE is with increasing/decreasing trend and level over periods
enum SeasonalType { ADDITIVE, MULTIPLICATIVE };
 
enum OptimCriterion {
  OPTIM_BFGS_ITER_LIMIT = 0,
  OPTIM_MIN_PARAM_DIFF  = 1,
  OPTIM_MIN_ERROR_DIFF  = 2,
  OPTIM_MIN_GRAD_NORM   = 3,
};
 
// These are the parameters used for optimizing alpha, beta, and gamma values
template <typename Dtype>
struct OptimParams {
  Dtype eps;
  Dtype min_param_diff;
  Dtype min_error_diff;
  Dtype min_grad_norm;
  int bfgs_iter_limit;
  int linesearch_iter_limit;
  Dtype linesearch_tau;
  Dtype linesearch_c;
  Dtype linesearch_step_size;
};
 
enum Norm { L0, L1, L2, LINF };
 
}  // namespace ML