holtwinters.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
 
#include "holtwinters_params.h"
 
namespace raft {
class handle_t;
}
 
namespace ML {
namespace HoltWinters {
 
void 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);
 
void fit(const raft::handle_t& handle,
         int n,
         int batch_size,
         int frequency,
         int start_periods,
         ML::SeasonalType seasonal,
         float epsilon,
         float* data,
         float* level_d,
         float* trend_d,
         float* season_d,
         float* error_d);
void fit(const raft::handle_t& handle,
         int n,
         int batch_size,
         int frequency,
         int start_periods,
         ML::SeasonalType seasonal,
         double epsilon,
         double* data,
         double* level_d,
         double* trend_d,
         double* season_d,
         double* error_d);
 
void forecast(const raft::handle_t& handle,
              int n,
              int batch_size,
              int frequency,
              int h,
              ML::SeasonalType seasonal,
              float* level_d,
              float* trend_d,
              float* season_d,
              float* forecast_d);
void forecast(const raft::handle_t& handle,
              int n,
              int batch_size,
              int frequency,
              int h,
              ML::SeasonalType seasonal,
              double* level_d,
              double* trend_d,
              double* season_d,
              double* forecast_d);
 
}  // namespace HoltWinters
}  // namespace ML