LengthTimeRegressionCalculator.java
/*
* Copyright (c) 2016, WSO2 Inc. (http://www.wso2.org) All Rights Reserved.
*
* WSO2 Inc. licenses this file to you 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.
*/
package org.wso2.extension.siddhi.execution.timeseries.linreg;
import java.util.PriorityQueue;
import java.util.Queue;
/**
* Abstract class for regression calculation.
*/
public abstract class LengthTimeRegressionCalculator {
protected long duration;
protected int batchSize;
protected int calcInterval = 1;
protected double confidenceInterval = 0.95;
protected int eventCount = 0;
protected int xParameterCount = 0;
protected int incCounter = 0;
protected long currentEventTime;
protected Queue<Long> expiryTimeList = new PriorityQueue<Long>();
/**
* Constructor for LengthTimeRegressionCalculator.
*
* @param paramCount Number of X variables + 1 (Y variable)
* @param timeWindow Time window which is used to constrain number of events
* @param lengthWindow Length window which is used to constrain number of events
* @param calcInt Frequency of regression calculation
* @param ci Confidence interval
*/
public LengthTimeRegressionCalculator(int paramCount, long timeWindow, int lengthWindow,
int calcInt, double ci) {
duration = timeWindow;
batchSize = lengthWindow;
calcInterval = calcInt;
confidenceInterval = ci;
xParameterCount = paramCount - 1;
}
/**
* Abstract method for accumulating events.
*
* @param data Array which holds Y and X values
* @param expiryTime Time at which each event should expire (based on time window)
*/
protected abstract void addEvent(Object[] data, long expiryTime);
/**
* Abstract method for removing events which have expired based on time and/or length.
*/
protected abstract void removeExpiredEvents();
/**
* Abstract method for performing linear regression.
*
* @return Array containing standard error and beta values
*/
protected abstract Object[] processData();
/**
* Method which returns linear regression results.
*
* @param data Array which holds Y and X values
* @param expiryTime Time at which each event should expire (based on time window)
* @return Array containing standard error and beta values
*/
public Object[] calculateLinearRegression(Object[] data, long expiryTime) {
addEvent(data, expiryTime);
removeExpiredEvents();
// processing at a user specified calculation interval
if (incCounter % calcInterval != 0) {
return null;
}
return processData();
}
}