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mlr step -a ewma

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This commit is contained in:
John Kerl 2016-01-09 15:07:06 -05:00
parent 123e058df1
commit c101483374
2 changed files with 18 additions and 16 deletions
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33
c/mapping/mapper_step.c
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@ -80,7 +80,7 @@ static step_t* step_from_first_alloc (char* input_field_name, int allow_int_floa
static step_t* step_ratio_alloc (char* input_field_name, int allow_int_float, slls_t* unused);
static step_t* step_rsum_alloc (char* input_field_name, int allow_int_float, slls_t* unused);
static step_t* step_counter_alloc (char* input_field_name, int allow_int_float, slls_t* unused);
static step_t* step_decay_alloc (char* input_field_name, int unused, slls_t* pstring_alphas);
static step_t* step_ewma_alloc (char* input_field_name, int unused, slls_t* pstring_alphas);
static step_t* make_step(char* step_name, char* input_field_name, int allow_int_float, slls_t* pstring_alphas);
@ -95,7 +95,7 @@ static step_lookup_t step_lookup_table[] = {
{"ratio", step_ratio_alloc, "Compute ratios in field(s) between successive records"},
{"rsum", step_rsum_alloc, "Compute running sums of field(s) between successive records"},
{"counter", step_counter_alloc, "Count instances of field(s) between successive records"},
{"decay", step_decay_alloc, "xxx doc line goes here"},
{"ewma", step_ewma_alloc, "xxx doc line goes here"},
};
static int step_lookup_table_length = sizeof(step_lookup_table) / sizeof(step_lookup_table[0]);
@ -501,16 +501,17 @@ static step_t* step_counter_alloc(char* input_field_name, int allow_int_float, s
}
// ----------------------------------------------------------------
typedef struct _step_decay_state_t {
// https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
typedef struct _step_ewma_state_t {
int num_alphas;
double* alphas;
double* alphacompls;
double* prevs;
int have_prevs;
char** output_field_names;
} step_decay_state_t;
static void step_decay_dprocess(void* pvstate, double fltv, lrec_t* prec) {
step_decay_state_t* pstate = pvstate;
} step_ewma_state_t;
static void step_ewma_dprocess(void* pvstate, double fltv, lrec_t* prec) {
step_ewma_state_t* pstate = pvstate;
if (!pstate->have_prevs) {
for (int i = 0; i < pstate->num_alphas; i++) {
lrec_put(prec, pstate->output_field_names[i], mlr_alloc_string_from_double(fltv, MLR_GLOBALS.ofmt),
@ -528,13 +529,13 @@ static void step_decay_dprocess(void* pvstate, double fltv, lrec_t* prec) {
}
}
}
static void step_decay_zprocess(void* pvstate, lrec_t* prec) {
step_decay_state_t* pstate = pvstate;
static void step_ewma_zprocess(void* pvstate, lrec_t* prec) {
step_ewma_state_t* pstate = pvstate;
for (int i = 0; i < pstate->num_alphas; i++)
lrec_put(prec, pstate->output_field_names[i], "", NO_FREE);
}
static void step_decay_free(step_t* pstep) {
step_decay_state_t* pstate = pstep->pvstate;
static void step_ewma_free(step_t* pstep) {
step_ewma_state_t* pstate = pstep->pvstate;
for (int i = 0; i < pstate->num_alphas; i++) {
free(pstate->output_field_names[i]);
}
@ -545,10 +546,10 @@ static void step_decay_free(step_t* pstep) {
free(pstate);
free(pstep);
}
static step_t* step_decay_alloc(char* input_field_name, int unused, slls_t* pstring_alphas) {
static step_t* step_ewma_alloc(char* input_field_name, int unused, slls_t* pstring_alphas) {
step_t* pstep = mlr_malloc_or_die(sizeof(step_t));
step_decay_state_t* pstate = mlr_malloc_or_die(sizeof(step_decay_state_t));
step_ewma_state_t* pstate = mlr_malloc_or_die(sizeof(step_ewma_state_t));
int n = pstring_alphas->length;
pstate->num_alphas = n;
pstate->alphas = mlr_malloc_or_die(n * sizeof(double));
@ -562,15 +563,15 @@ static step_t* step_decay_alloc(char* input_field_name, int unused, slls_t* pstr
pstate->alphas[i] = mlr_double_from_string_or_die(string_alpha);
pstate->alphacompls[i] = 1.0 - pstate->alphas[i];
pstate->prevs[i] = 0.0;
pstate->output_field_names[i] = mlr_paste_3_strings(input_field_name, "_decay_", string_alpha);
pstate->output_field_names[i] = mlr_paste_3_strings(input_field_name, "_ewma_", string_alpha);
}
pstate->have_prevs = FALSE;
pstep->pvstate = (void*)pstate;
pstep->pdprocess_func = step_decay_dprocess;
pstep->pdprocess_func = step_ewma_dprocess;
pstep->pnprocess_func = NULL;
pstep->psprocess_func = NULL;
pstep->pzprocess_func = step_decay_zprocess;
pstep->pfree_func = step_decay_free;
pstep->pzprocess_func = step_ewma_zprocess;
pstep->pfree_func = step_ewma_free;
return pstep;
}

1
c/todo.txt
View file

@ -16,6 +16,7 @@ TOP OF LIST
? maybe just EMA with well-known sumw followed by then-chaining write up the weights if so.?
> step -a decay UTs. note disk-usage sys-stat @ mld; cf mem.
> mld re cross-record stuff is limited to stats1/2 and step
> xxxes
debian screenshot
* ruby @ optextdep @ mld; poki+mkman