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* Licensed to Elasticsearch under one or more contributor
* license agreements. See the NOTICE file distributed with
* this work for additional information regarding copyright
* ownership. Elasticsearch 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.elasticsearch.search.aggregations.pipeline.movavg.models;
import org.elasticsearch.common.Nullable;
import org.elasticsearch.common.ParseField;
import org.elasticsearch.common.ParseFieldMatcher;
import org.elasticsearch.common.io.stream.StreamInput;
import org.elasticsearch.common.io.stream.StreamOutput;
import org.elasticsearch.common.xcontent.XContentBuilder;
import org.elasticsearch.search.aggregations.pipeline.movavg.MovAvgParser;
import java.io.IOException;
import java.text.ParseException;
import java.util.Arrays;
import java.util.Collection;
import java.util.Map;
/**
* Calculate a linearly weighted moving average, such that older values are
* linearly less important. "Time" is determined by position in collection
*/
public class LinearModel extends MovAvgModel {
protected static final ParseField NAME_FIELD = new ParseField("linear");
@Override
public boolean canBeMinimized() {
return false;
}
@Override
public MovAvgModel neighboringModel() {
return new LinearModel();
}
@Override
public MovAvgModel clone() {
return new LinearModel();
}
@Override
protected <T extends Number> double[] doPredict(Collection<T> values, int numPredictions) {
double[] predictions = new double[numPredictions];
// EWMA just emits the same final prediction repeatedly.
Arrays.fill(predictions, next(values));
return predictions;
}
@Override
public <T extends Number> double next(Collection<T> values) {
double avg = 0;
long totalWeight = 1;
long current = 1;
for (T v : values) {
avg += v.doubleValue() * current;
totalWeight += current;
current += 1;
}
return avg / totalWeight;
}
public static final MovAvgModelStreams.Stream STREAM = new MovAvgModelStreams.Stream() {
@Override
public MovAvgModel readResult(StreamInput in) throws IOException {
return new LinearModel();
}
@Override
public String getName() {
return NAME_FIELD.getPreferredName();
}
};
@Override
public void writeTo(StreamOutput out) throws IOException {
out.writeString(STREAM.getName());
}
public static class LinearModelParser extends AbstractModelParser {
@Override
public String getName() {
return NAME_FIELD.getPreferredName();
}
@Override
public MovAvgModel parse(@Nullable Map<String, Object> settings, String pipelineName, int windowSize,
ParseFieldMatcher parseFieldMatcher) throws ParseException {
checkUnrecognizedParams(settings);
return new LinearModel();
}
}
public static class LinearModelBuilder implements MovAvgModelBuilder {
@Override
public XContentBuilder toXContent(XContentBuilder builder, Params params) throws IOException {
builder.field(MovAvgParser.MODEL.getPreferredName(), NAME_FIELD.getPreferredName());
return builder;
}
}
}