Fits a HoltWinters model. More...

Functions
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)

Detailed Description

Fits a HoltWinters model.

Parameters

[in]	handle	cuml handle to use across the algorithm
[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
[in]	start_periods	number of seasons to be used for seasonal seed values
[in]	seasonal	type of seasonal component (ADDITIVE or MULTIPLICATIVE)
[in]	epsilon	the error tolerance value for optimization
[in]	data	device pointer to the data to fit on
[out]	level_ptr	device pointer to array which will hold level components
[out]	trend_ptr	device pointer to array which will hold trend components
[out]	season_ptr	device pointer to array which will hold season components
[out]	SSE_error_ptr	device pointer to array which will hold training SSE error

Returns: CUML_SUCCESS on success and other corresponding flags upon any failures.

Function Documentation

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_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
	)