81 lines
2.6 KiB
C
81 lines
2.6 KiB
C
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/*
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----
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This file is part of SECONDO.
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Copyright (C) 2020,
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Faculty of Mathematics and Computer Science,
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Database Systems for New Applications.
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SECONDO is free software; you can redistribute it and/or modify
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it under the terms of the GNU General Public License as published by
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the Free Software Foundation; either version 2 of the License, or
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(at your option) any later version.
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SECONDO is distributed in the hope that it will be useful,
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but WITHOUT ANY WARRANTY; without even the implied warranty of
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MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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GNU General Public License for more details.
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You should have received a copy of the GNU General Public License
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along with SECONDO; if not, write to the Free Software
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Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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----
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//[$][\$]
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//[_][\_]
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*/
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#ifndef TSARIMA_H
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#define TSARIMA_H
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#include "tsop.h"
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#include <random>
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#include <chrono>
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#include <armahelper.h>
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#include <arima.h>
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// Header for Class TsARIMA which allows to compute
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//forecasts of vectors of doubles
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// using AR, MA, ARMA or ARIMA processes.
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class TsArima : public TsOp
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{
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public:
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TsArima();
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static int tsWhiteNoiseValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsWhiteNoiseTypeMap(ListExpr);
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static int tsDifValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsDifTypeMap(ListExpr);
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static int pacfValueMap(Word *args, Word &result,
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int message, Word &local, Supplier s);
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static ListExpr pacfTypeMap(ListExpr args);
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static int acfValueMap(Word *args, Word &result,
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int message, Word &local, Supplier s);
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static ListExpr acfTypeMap(ListExpr args);
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static int tsARValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsARTypeMap(ListExpr);
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static int tsMAValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsMATypeMap(ListExpr);
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static int tsARMAValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsARMATypeMap(ListExpr);
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static int tsARIMAValueMap(Word*, Word&, int, Word&, Supplier);
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static ListExpr tsARIMATypeMap(ListExpr);
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private:
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static vector<Tuple*> maForecast(vector<Tuple*> timeseries, int lag);
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static double compute_ts_interval(vector<Tuple*> timeseries);
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static vector<Tuple*> mapOrelToVectorAndPrepareResult(OrderedRelation*,
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OrderedRelation*);
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static void prepareResult(vector<Tuple*>& timeseries_values,
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vector<double>& prediction, OrderedRelation*,
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OrderedRelation*, int);
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};
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#endif // TSARIMA_H
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