1 /*
   2  * Copyright (c) 2001, 2007, Oracle and/or its affiliates. All rights reserved.
   3  * DO NOT ALTER OR REMOVE COPYRIGHT NOTICES OR THIS FILE HEADER.
   4  *
   5  * This code is free software; you can redistribute it and/or modify it
   6  * under the terms of the GNU General Public License version 2 only, as
   7  * published by the Free Software Foundation.
   8  *
   9  * This code is distributed in the hope that it will be useful, but WITHOUT
  10  * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
  11  * FITNESS FOR A PARTICULAR PURPOSE.  See the GNU General Public License
  12  * version 2 for more details (a copy is included in the LICENSE file that
  13  * accompanied this code).
  14  *
  15  * You should have received a copy of the GNU General Public License version
  16  * 2 along with this work; if not, write to the Free Software Foundation,
  17  * Inc., 51 Franklin St, Fifth Floor, Boston, MA 02110-1301 USA.
  18  *
  19  * Please contact Oracle, 500 Oracle Parkway, Redwood Shores, CA 94065 USA
  20  * or visit www.oracle.com if you need additional information or have any
  21  * questions.
  22  *
  23  */
  24 
  25 /**
  26  **  This file contains a few classes that represent number sequence,
  27  **  x1, x2, x3, ..., xN, and can calculate their avg, max, and sd.
  28  **
  29  **  Here's a quick description of the classes:
  30  **
  31  **    AbsSeq: abstract superclass
  32  **    NumberSeq: the sequence is assumed to be very long and the
  33  **      maximum, avg, sd, davg, and dsd are calculated over all its elements
  34  **    TruncatedSeq: this class keeps track of the last L elements
  35  **      of the sequence and calculates avg, max, and sd only over them
  36  **/
  37 
  38 #define DEFAULT_ALPHA_VALUE 0.7
  39 
  40 class AbsSeq {
  41 private:
  42   void init(double alpha);
  43 
  44 protected:
  45   int    _num; // the number of elements in the sequence
  46   double _sum; // the sum of the elements in the sequence
  47   double _sum_of_squares; // the sum of squares of the elements in the sequence
  48 
  49   double _davg; // decaying average
  50   double _dvariance; // decaying variance
  51   double _alpha; // factor for the decaying average / variance
  52 
  53   // This is what we divide with to get the average. In a standard
  54   // number sequence, this should just be the number of elements in it.
  55   virtual double total() const { return (double) _num; };
  56 
  57 public:
  58   AbsSeq(double alpha = DEFAULT_ALPHA_VALUE);
  59 
  60   virtual void add(double val); // adds a new element to the sequence
  61   void add(unsigned val) { add((double) val); }
  62   virtual double maximum() const = 0; // maximum element in the sequence
  63   virtual double last() const = 0; // last element added in the sequence
  64 
  65   // the number of elements in the sequence
  66   int num() const { return _num; }
  67   // the sum of the elements in the sequence
  68   double sum() const { return _sum; }
  69 
  70   double avg() const; // the average of the sequence
  71   double variance() const; // the variance of the sequence
  72   double sd() const; // the standard deviation of the sequence
  73 
  74   double davg() const; // decaying average
  75   double dvariance() const; // decaying variance
  76   double dsd() const; // decaying "standard deviation"
  77 
  78   // Debugging/Printing
  79   virtual void dump();
  80   virtual void dump_on(outputStream* s);
  81 };
  82 
  83 class NumberSeq: public AbsSeq {
  84 private:
  85   bool check_nums(NumberSeq* total, int n, NumberSeq** parts);
  86 
  87 protected:
  88   double _last;
  89   double _maximum; // keep track of maximum value
  90 
  91 public:
  92   NumberSeq(double alpha = DEFAULT_ALPHA_VALUE);
  93   NumberSeq(NumberSeq* total, int n_parts, NumberSeq** parts);
  94 
  95   virtual void add(double val);
  96   virtual double maximum() const { return _maximum; }
  97   virtual double last() const { return _last; }
  98 
  99   // Debugging/Printing
 100   virtual void dump_on(outputStream* s);
 101 };
 102 
 103 class TruncatedSeq: public AbsSeq {
 104 private:
 105   enum PrivateConstants {
 106     DefaultSeqLength = 10
 107   };
 108   void init();
 109 protected:
 110   double *_sequence; // buffers the last L elements in the sequence
 111   int     _length; // this is L
 112   int     _next;   // oldest slot in the array, i.e. next to be overwritten
 113 
 114 public:
 115   // accepts a value for L
 116   TruncatedSeq(int length = DefaultSeqLength,
 117                double alpha = DEFAULT_ALPHA_VALUE);
 118   virtual void add(double val);
 119   virtual double maximum() const;
 120   virtual double last() const; // the last value added to the sequence
 121 
 122   double oldest() const; // the oldest valid value in the sequence
 123   double predict_next() const; // prediction based on linear regression
 124 
 125   // Debugging/Printing
 126   virtual void dump_on(outputStream* s);
 127 };