diff options
Diffstat (limited to 'src')
| -rw-r--r-- | src/lib/ndpi_analyze.c | 21 |
1 files changed, 12 insertions, 9 deletions
diff --git a/src/lib/ndpi_analyze.c b/src/lib/ndpi_analyze.c index e142f914c..c46804ead 100644 --- a/src/lib/ndpi_analyze.c +++ b/src/lib/ndpi_analyze.c @@ -969,7 +969,7 @@ int ndpi_hw_init(struct ndpi_hw_struct *hw, double alpha, double beta, double gamma, float significance) { memset(hw, 0, sizeof(struct ndpi_hw_struct)); - hw->params.num_season_periods = num_periods; + hw->params.num_season_periods = num_periods + 1; hw->params.alpha = alpha; hw->params.beta = beta; hw->params.gamma = gamma; @@ -978,6 +978,8 @@ int ndpi_hw_init(struct ndpi_hw_struct *hw, if((significance < 0) || (significance > 1)) significance = 0.05; hw->params.ro = ndpi_normal_cdf_inverse(1 - (significance / 2.)); + hw->params.ro = 1.95996398454005; + if((hw->y = (u_int32_t*)ndpi_calloc(hw->params.num_season_periods, sizeof(u_int32_t))) == NULL) return(-1); @@ -1038,14 +1040,12 @@ int ndpi_hw_add_value(struct ndpi_hw_struct *hw, const u_int32_t _value, double double prev_u = hw->u; double prev_v = hw->v; double prev_s = hw->s[idx]; - double value = (double)_value;; - double error; - - hw->u = ((hw->params.alpha * value) / prev_s) + (1 - hw->params.alpha) * (hw->u + hw->v); - hw->v = (hw->params.beta * (hw->u - prev_u)) + ((1 - hw->params.beta) * hw->v); - hw->s[idx] = (hw->params.gamma * (value / hw->u)) + ((1 - hw->params.gamma) * prev_s); + double value = (double)_value; + double sq, error; - hw->num_values++, idx = (idx + 1) % hw->params.num_season_periods; + hw->u = ((hw->params.alpha * value) / prev_s) + ( 1 - hw->params.alpha) * (hw->u + hw->v); + hw->v = (hw->params.beta * (hw->u - prev_u)) + ((1 - hw->params.beta ) * hw->v); + hw->s[idx] = (hw->params.gamma * (value / hw->u)) + ((1 - hw->params.gamma) * prev_s); if(hw->params.use_hw_additive_seasonal) *forecast = (prev_u + prev_v) + prev_s; @@ -1054,8 +1054,11 @@ int ndpi_hw_add_value(struct ndpi_hw_struct *hw, const u_int32_t _value, double error = value - *forecast; hw->sum_square_error += error * error; - *confidence_band = hw->params.ro * (sqrt(hw->sum_square_error / (hw->num_values - hw->params.num_season_periods))); + sq = sqrt(hw->sum_square_error / (hw->num_values + 2 - hw->params.num_season_periods)); + *confidence_band = hw->params.ro * sq; + hw->num_values++, idx = (idx + 1) % hw->params.num_season_periods; + return(1); /* We're in business: forecast is meaningful now */ } } |