Holt-Winters parameters, fitted state and residual statistics. More...

#include <fx_holt_winters_state.h>

Public Attributes
int	m {1440}

double	alpha {0.3}

double	beta {0.1}

double	gamma {0.05}

double	level {0.0}

double	trend {0.0}

std::vector< double >	season

int64_t	last_idx {-1}

int64_t	last_ts {0}

unsigned int	next_metric {0}

int	sample_seconds {60}

Welford_Stats	residual_stats

bool	initialized {false}

Detailed Description

Holt-Winters parameters, fitted state and residual statistics.

This struct encapsulates the parameters and state variables required by the Holt-Winters algorithm to generate forecasts. The members include:

Smoothing parameters: m, alpha, beta, gamma
Current level and trend: level, trend
Seasonal components: season
Other state variables: last_idx, last_ts, residual_stats

Note: The state variables are updated as new data is processed, allowing the model to adapt to changes in the underlying time series.

Member Data Documentation

◆ alpha

double Holt_Winters_State::alpha {0.3}

◆ beta

double Holt_Winters_State::beta {0.1}

◆ gamma

double Holt_Winters_State::gamma {0.05}

◆ initialized

bool Holt_Winters_State::initialized {false}

◆ last_idx

int64_t Holt_Winters_State::last_idx {-1}

◆ last_ts

int64_t Holt_Winters_State::last_ts {0}

◆ level

double Holt_Winters_State::level {0.0}

◆ m

int Holt_Winters_State::m {1440}

◆ next_metric

unsigned int Holt_Winters_State::next_metric {0}

◆ residual_stats

Welford_Stats Holt_Winters_State::residual_stats

◆ sample_seconds

int Holt_Winters_State::sample_seconds {60}

◆ season

std::vector<double> Holt_Winters_State::season

◆ trend

double Holt_Winters_State::trend {0.0}

The documentation for this struct was generated from the following file:

components/health_monitor/fx_holt_winters_state.h

Public Attributes