diff options
| author | Luca Deri <deri@ntop.org> | 2021-02-08 19:10:25 +0100 |
|---|---|---|
| committer | Luca Deri <deri@ntop.org> | 2021-02-08 19:10:25 +0100 |
| commit | 732579b72b1e58de58502520fc678e87ea757677 (patch) | |
| tree | 93eec0adb9b3b6d6d5d8d805aefc7107d8ff350d /example/ndpiReader.c | |
| parent | d9da752aa8e6cc2b6491a9f0b55723ad0241eeb8 (diff) | |
Added timeseries forecasting support implementing Holt-Winters with confidence interval
New API calls added
- ndpi_hw_init()
- ndpi_hw_add_value()
- ndpi_hw_free()
Diffstat (limited to 'example/ndpiReader.c')
| -rw-r--r-- | example/ndpiReader.c | 37 |
1 files changed, 36 insertions, 1 deletions
diff --git a/example/ndpiReader.c b/example/ndpiReader.c index 5ece4e414..758d59ec9 100644 --- a/example/ndpiReader.c +++ b/example/ndpiReader.c @@ -3733,6 +3733,40 @@ void hashUnitTest() { /* *********************************************** */ +void hwUnitTest() { + struct ndpi_hw_struct hw; + double v[] = { 10, 14, 8, 25, 16, 22, 14, 35, 15, 27, 218, 40, 28, 40, 25, 65 }; + u_int i, j, num = sizeof(v) / sizeof(double); + u_int num_learning_points = 2; + u_int8_t trace = 0; + + for(j=0; j<2; j++) { + assert(ndpi_hw_init(&hw, num_learning_points, j /* 0=multiplicative, 1=additive */, 0.9, 0.9, 0.1, 0.05) == 0); + + if(trace) + printf("\nHolt-Winters %s method\n", (j == 0) ? "multiplicative" : "additive"); + + for(i=0; i<num; i++) { + double prediction, confidence_band; + double lower, upper; + int rc = ndpi_hw_add_value(&hw, v[i], &prediction, &confidence_band); + + lower = prediction - confidence_band, upper = prediction + confidence_band; + + if(trace) + printf("%2u)\t%.3f\t%.3f\t%.3f\t%.3f\t %s [%.3f]\n", i, v[i], prediction, lower, upper, + ((rc == 0) || ((v[i] >= lower) && (v[i] <= upper))) ? "OK" : "ANOMALY", + confidence_band); + } + + ndpi_hw_free(&hw); + } + + exit(0); +} + +/* *********************************************** */ + /** @brief MAIN FUNCTION **/ @@ -3753,8 +3787,9 @@ int orginal_main(int argc, char **argv) { if(ndpi_info_mod == NULL) return -1; - /* Internal checks */ + /* Internal checks */ // binUnitTest(); + hwUnitTest(); rsiUnitTest(); hashUnitTest(); dgaUnitTest(); |