package net.iponweb.disthene.reader.graphite.functions;
import net.iponweb.disthene.reader.beans.TimeSeries;
import net.iponweb.disthene.reader.exceptions.EvaluationException;
import net.iponweb.disthene.reader.exceptions.InvalidArgumentException;
import net.iponweb.disthene.reader.graphite.Target;
import net.iponweb.disthene.reader.graphite.evaluation.TargetEvaluator;
import net.iponweb.disthene.reader.graphite.utils.HoltWinters;
import java.util.ArrayList;
import java.util.Collections;
import java.util.List;
/**
* @author Andrei Ivanov
*/
public class HoltWintersConfidenceBandsFunction extends DistheneFunction {
public HoltWintersConfidenceBandsFunction(String text) {
super(text, "holtWintersConfidenceBands");
}
@Override
public List<TimeSeries> evaluate(TargetEvaluator evaluator) throws EvaluationException {
double delta = arguments.size() > 1 ? (Double) arguments.get(1) : 3;
HoltWinters holtWinters = HoltWinters.analyze((Target) arguments.get(0), evaluator);
List<TimeSeries> forecasts = holtWinters.getForecasts();
List<Double> deviations = holtWinters.getDeviations();
if (forecasts.size() == 0) return Collections.emptyList();
long from = forecasts.get(0).getFrom();
long to = forecasts.get(0).getTo();
int step = forecasts.get(0).getStep();
int length = forecasts.get(0).getValues().length;
List<TimeSeries> result = new ArrayList<>();
for (int i = 0; i < forecasts.size(); i++) {
TimeSeries upper = new TimeSeries(forecasts.get(i).getName(), from, to, step);
TimeSeries lower = new TimeSeries(forecasts.get(i).getName(), from, to, step);
Double[] upperValues = new Double[length];
Double[] lowerValues = new Double[length];
Double[] forecastValues = forecasts.get(i).getValues();
double deviation = deviations.get(i);
for (int j = 0; j < length; j++) {
if (forecastValues[j] != null) {
upperValues[j] = forecastValues[j] + delta * deviation;
lowerValues[j] = forecastValues[j] - delta * deviation;
} else {
upperValues[j] = null;
lowerValues[j] = null;
}
}
upper.setValues(upperValues);
upper.setName("holtWintersConfidenceUpper(" + forecasts.get(i).getName() + ")");
lower.setValues(lowerValues);
lower.setName("holtWintersConfidenceLower(" + forecasts.get(i).getName() + ")");
result.add(lower);
result.add(upper);
}
return result;
}
@Override
public void checkArguments() throws InvalidArgumentException {
if (arguments.size() > 2 || arguments.size() < 1) throw new InvalidArgumentException("holtWintersConfidenceBands: number of arguments is " + arguments.size() + ". Must be one or two.");
if (!(arguments.get(0) instanceof Target)) throw new InvalidArgumentException("holtWintersConfidenceBands: argument is " + arguments.get(0).getClass().getName() + ". Must be series");
if (arguments.size() > 1 && !(arguments.get(1) instanceof Double)) throw new InvalidArgumentException("holtWintersConfidenceBands: argument is " + arguments.get(1).getClass().getName() + ". Must be a number");
}
}