holtwinters_api.h
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1 /*
2  * SPDX-FileCopyrightText: Copyright (c) 2019-2024, NVIDIA CORPORATION.
3  * SPDX-License-Identifier: Apache-2.0
4  */
5 #pragma once
6 
7 #include <cuml/cuml_api.h>
8 
9 #include <stdio.h>
10 
11 #ifdef __cplusplus
12 extern "C" {
13 #endif
14 
15 typedef enum cumlHoltWintersSeasonal_t { ADDITIVE, MULTIPLICATIVE } cumlHoltWintersSeasonal_t;
16 
39 cumlError_t cumlHoltWinters_buffer_size(int n,
40  int batch_size,
41  int frequency,
42  int* start_leveltrend_len,
43  int* start_season_len,
44  int* components_len,
45  int* error_len,
46  int* leveltrend_coef_shift,
47  int* season_coef_shift);
48 
79 cumlError_t cumlHoltWintersSp_fit(cumlHandle_t handle,
80  int n,
81  int batch_size,
82  int frequency,
83  int start_periods,
84  cumlHoltWintersSeasonal_t seasonal,
85  float epsilon,
86  float* data,
87  float* level_ptr,
88  float* trend_ptr,
89  float* season_ptr,
90  float* SSE_error_ptr);
91 cumlError_t cumlHoltWintersDp_fit(cumlHandle_t handle,
92  int n,
93  int batch_size,
94  int frequency,
95  int start_periods,
96  cumlHoltWintersSeasonal_t seasonal,
97  double epsilon,
98  double* data,
99  double* level_ptr,
100  double* trend_ptr,
101  double* season_ptr,
102  double* SSE_error_ptr);
131 cumlError_t cumlHoltWintersSp_forecast(cumlHandle_t handle,
132  int n,
133  int batch_size,
134  int frequency,
135  int h,
136  cumlHoltWintersSeasonal_t seasonal,
137  float* level_ptr,
138  float* trend_ptr,
139  float* season_ptr,
140  float* forecast_ptr);
141 cumlError_t cumlHoltWintersDp_forecast(cumlHandle_t handle,
142  int n,
143  int batch_size,
144  int frequency,
145  int h,
146  cumlHoltWintersSeasonal_t seasonal,
147  double* level_ptr,
148  double* trend_ptr,
149  double* season_ptr,
150  double* forecast_ptr);
153 #ifdef __cplusplus
154 }
155 #endif
cuml_api.h
cumlHandle_t
int cumlHandle_t
Definition: cuml_api.h:26
cumlError_t
cumlError_t
Definition: cuml_api.h:28
cumlHoltWintersDp_fit
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)
Definition: holtwinters_api.cpp:79
cumlHoltWintersSp_fit
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)
Definition: holtwinters_api.cpp:41
cumlHoltWintersSp_forecast
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)
Definition: holtwinters_api.cpp:117
cumlHoltWintersDp_forecast
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)
Definition: holtwinters_api.cpp:151
cumlHoltWintersSeasonal_t
cumlHoltWintersSeasonal_t
Definition: holtwinters_api.h:15
MULTIPLICATIVE
@ MULTIPLICATIVE
Definition: holtwinters_api.h:15
ADDITIVE
@ ADDITIVE
Definition: holtwinters_api.h:15
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.
Definition: holtwinters_api.cpp:13
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