holtwinters_api.h

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/*
 * Copyright (c) 2019-2021, NVIDIA CORPORATION.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
#pragma once
 
#include <cuml/cuml_api.h>
#include <stdio.h>
 
#ifdef __cplusplus
extern "C" {
#endif
 
typedef enum cumlHoltWintersSeasonal_t { ADDITIVE, MULTIPLICATIVE } cumlHoltWintersSeasonal_t;
 
cumlError_t cumlHoltWinters_buffer_size(int n,
                                        int batch_size,
                                        int frequency,
                                        int* start_leveltrend_len,
                                        int* start_season_len,
                                        int* components_len,
                                        int* error_len,
                                        int* leveltrend_coef_shift,
                                        int* season_coef_shift);
 
cumlError_t cumlHoltWintersSp_fit(cumlHandle_t handle,
                                  int n,
                                  int batch_size,
                                  int frequency,
                                  int start_periods,
                                  cumlHoltWintersSeasonal_t seasonal,
                                  float epsilon,
                                  float* data,
                                  float* level_ptr,
                                  float* trend_ptr,
                                  float* season_ptr,
                                  float* SSE_error_ptr);
cumlError_t cumlHoltWintersDp_fit(cumlHandle_t handle,
                                  int n,
                                  int batch_size,
                                  int frequency,
                                  int start_periods,
                                  cumlHoltWintersSeasonal_t seasonal,
                                  double epsilon,
                                  double* data,
                                  double* level_ptr,
                                  double* trend_ptr,
                                  double* season_ptr,
                                  double* SSE_error_ptr);
cumlError_t cumlHoltWintersSp_forecast(cumlHandle_t handle,
                                       int n,
                                       int batch_size,
                                       int frequency,
                                       int h,
                                       cumlHoltWintersSeasonal_t seasonal,
                                       float* level_ptr,
                                       float* trend_ptr,
                                       float* season_ptr,
                                       float* forecast_ptr);
cumlError_t cumlHoltWintersDp_forecast(cumlHandle_t handle,
                                       int n,
                                       int batch_size,
                                       int frequency,
                                       int h,
                                       cumlHoltWintersSeasonal_t seasonal,
                                       double* level_ptr,
                                       double* trend_ptr,
                                       double* season_ptr,
                                       double* forecast_ptr);
#ifdef __cplusplus
}
#endif