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<div class="title">DoubleExponentialSmoothing.h</div> </div>
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<a href="DoubleExponentialSmoothing_8h.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> <span class="preprocessor">#ifndef DOUBLE_EXPONENTIAL_SMOOTHING_H_</span></div>
<div class="line"><a name="l00002"></a><span class="lineno"> 2</span> <span class="preprocessor"></span><span class="preprocessor">#define DOUBLE_EXPONENTIAL_SMOOTHING_H_</span></div>
<div class="line"><a name="l00003"></a><span class="lineno"> 3</span> <span class="preprocessor"></span></div>
<div class="line"><a name="l00004"></a><span class="lineno"> 4</span> <span class="preprocessor">#include <Eigen/Core></span></div>
<div class="line"><a name="l00005"></a><span class="lineno"> 5</span> <span class="preprocessor">#include <<a class="code" href="Logger_8h.html">OpenANN/io/Logger.h</a>></span></div>
<div class="line"><a name="l00006"></a><span class="lineno"> 6</span> </div>
<div class="line"><a name="l00007"></a><span class="lineno"><a class="code" href="classDoubleExponentialSmoothing.html"> 7</a></span> <span class="keyword">class </span><a class="code" href="classDoubleExponentialSmoothing.html">DoubleExponentialSmoothing</a></div>
<div class="line"><a name="l00008"></a><span class="lineno"> 8</span> {</div>
<div class="line"><a name="l00010"></a><span class="lineno"> 10</span>  <span class="keywordtype">double</span> alpha;</div>
<div class="line"><a name="l00012"></a><span class="lineno"> 12</span>  <span class="keywordtype">double</span> beta;</div>
<div class="line"><a name="l00014"></a><span class="lineno"> 14</span>  <span class="keywordtype">double</span> xc;</div>
<div class="line"><a name="l00016"></a><span class="lineno"> 16</span>  <span class="keywordtype">double</span> xn;</div>
<div class="line"><a name="l00018"></a><span class="lineno"> 18</span>  <span class="keywordtype">double</span> sc;</div>
<div class="line"><a name="l00020"></a><span class="lineno"> 20</span>  <span class="keywordtype">double</span> sn;</div>
<div class="line"><a name="l00022"></a><span class="lineno"> 22</span>  <span class="keywordtype">double</span> bc;</div>
<div class="line"><a name="l00024"></a><span class="lineno"> 24</span>  <span class="keywordtype">double</span> bn;</div>
<div class="line"><a name="l00026"></a><span class="lineno"> 26</span>  <span class="keywordtype">int</span> t;</div>
<div class="line"><a name="l00027"></a><span class="lineno"> 27</span> </div>
<div class="line"><a name="l00028"></a><span class="lineno"> 28</span> <span class="keyword">public</span>:</div>
<div class="line"><a name="l00029"></a><span class="lineno"><a class="code" href="classDoubleExponentialSmoothing.html#af59a8b82fcc7e0daf1dd751e55d87347"> 29</a></span>  <a class="code" href="classDoubleExponentialSmoothing.html#af59a8b82fcc7e0daf1dd751e55d87347">DoubleExponentialSmoothing</a>()</div>
<div class="line"><a name="l00030"></a><span class="lineno"> 30</span>  : alpha(0.9), beta(0.9), sc(0.0), sn(0.0), bc(0.0), bn(0.0)</div>
<div class="line"><a name="l00031"></a><span class="lineno"> 31</span>  {</div>
<div class="line"><a name="l00032"></a><span class="lineno"> 32</span>  <a class="code" href="classDoubleExponentialSmoothing.html#a7bec80e64166c2a553a8f283876962f5">restart</a>();</div>
<div class="line"><a name="l00033"></a><span class="lineno"> 33</span>  }</div>
<div class="line"><a name="l00034"></a><span class="lineno"> 34</span> </div>
<div class="line"><a name="l00035"></a><span class="lineno"><a class="code" href="classDoubleExponentialSmoothing.html#a7bec80e64166c2a553a8f283876962f5"> 35</a></span>  <span class="keywordtype">void</span> <a class="code" href="classDoubleExponentialSmoothing.html#a7bec80e64166c2a553a8f283876962f5">restart</a>()</div>
<div class="line"><a name="l00036"></a><span class="lineno"> 36</span>  {</div>
<div class="line"><a name="l00037"></a><span class="lineno"> 37</span>  xc = 0.0;</div>
<div class="line"><a name="l00038"></a><span class="lineno"> 38</span>  xn = 0.0;</div>
<div class="line"><a name="l00039"></a><span class="lineno"> 39</span>  t = 0;</div>
<div class="line"><a name="l00040"></a><span class="lineno"> 40</span>  }</div>
<div class="line"><a name="l00041"></a><span class="lineno"> 41</span> </div>
<div class="line"><a name="l00042"></a><span class="lineno"><a class="code" href="classDoubleExponentialSmoothing.html#a0fd364bc64e112161cb5916e63919f1f"> 42</a></span>  Eigen::VectorXd <a class="code" href="classDoubleExponentialSmoothing.html#a0fd364bc64e112161cb5916e63919f1f">operator()</a>(<span class="keywordtype">double</span> in)</div>
<div class="line"><a name="l00043"></a><span class="lineno"> 43</span>  {</div>
<div class="line"><a name="l00044"></a><span class="lineno"> 44</span>  xc = xn;</div>
<div class="line"><a name="l00045"></a><span class="lineno"> 45</span>  xn = in;</div>
<div class="line"><a name="l00046"></a><span class="lineno"> 46</span>  sc = sn;</div>
<div class="line"><a name="l00047"></a><span class="lineno"> 47</span>  bc = bn;</div>
<div class="line"><a name="l00048"></a><span class="lineno"> 48</span>  <span class="keywordflow">if</span>(t == 0)</div>
<div class="line"><a name="l00049"></a><span class="lineno"> 49</span>  {</div>
<div class="line"><a name="l00050"></a><span class="lineno"> 50</span>  sn = in;</div>
<div class="line"><a name="l00051"></a><span class="lineno"> 51</span>  bn = 0.0;</div>
<div class="line"><a name="l00052"></a><span class="lineno"> 52</span>  }</div>
<div class="line"><a name="l00053"></a><span class="lineno"> 53</span>  <span class="keywordflow">else</span> <span class="keywordflow">if</span>(t == 1)</div>
<div class="line"><a name="l00054"></a><span class="lineno"> 54</span>  {</div>
<div class="line"><a name="l00055"></a><span class="lineno"> 55</span>  sn = xc;</div>
<div class="line"><a name="l00056"></a><span class="lineno"> 56</span>  bn = xn - xc;</div>
<div class="line"><a name="l00057"></a><span class="lineno"> 57</span>  }</div>
<div class="line"><a name="l00058"></a><span class="lineno"> 58</span>  <span class="keywordflow">else</span></div>
<div class="line"><a name="l00059"></a><span class="lineno"> 59</span>  {</div>
<div class="line"><a name="l00060"></a><span class="lineno"> 60</span>  sn = alpha * xn + (1.0 - alpha) * (sc + bc);</div>
<div class="line"><a name="l00061"></a><span class="lineno"> 61</span>  bn = beta * (sn - sc) + (1.0 - beta) * bc;</div>
<div class="line"><a name="l00062"></a><span class="lineno"> 62</span>  }</div>
<div class="line"><a name="l00063"></a><span class="lineno"> 63</span>  t++;</div>
<div class="line"><a name="l00064"></a><span class="lineno"> 64</span>  Eigen::VectorXd out(2);</div>
<div class="line"><a name="l00065"></a><span class="lineno"> 65</span>  out << sn + bn, bn; <span class="comment">// Forcast</span></div>
<div class="line"><a name="l00066"></a><span class="lineno"> 66</span>  <span class="keywordflow">return</span> out;</div>
<div class="line"><a name="l00067"></a><span class="lineno"> 67</span>  }</div>
<div class="line"><a name="l00068"></a><span class="lineno"> 68</span> };</div>
<div class="line"><a name="l00069"></a><span class="lineno"> 69</span> </div>
<div class="line"><a name="l00070"></a><span class="lineno"> 70</span> <span class="preprocessor">#endif // DOUBLE_EXPONENTIAL_SMOOTHING_H_</span></div>
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