Hi All, I have planned to extend the existent Regression Function by adding time parameter. Regression is a functionality available for the Siddhi stream processor extension known as timeseries. In the current implementation, the regression function consumes two or more parameters and performs regression as follows.
The mandatory parameters to be given are the dependent attribute Y and the independent attribute(s) X1, X2,....Xn. For performing simple linear regression, merely one independent attribute would be given. Two or more independent attributes are consumed for executing multiple linear regression. timeseries:regress(Y, X1, X2......,Xn) The other three optional parameters to be specified are calculation interval, batch size and confidence interval (ci). In the case where those are not specified, the default values would be assumed. timeseries:regress(calcInterval, batchSize, ci, Y, X1, X2......,Xn) Batch size works as a length window in this implementation, which allows one to restrict the number of events considered when executing regression in real time. For example, if length is 5, only the latest 5 events (current event and the 4 events prior to it) would be used for performing regression. *This suggested extension would allow the user to restrict the number of events based on a time window as well, apart from constraining based on length only. Therefore regression function would consume duration as an additional parameter, subsequent to the completion of my task. * *timeseries:regress(calcInterval, duration, batchSize, ci, Y, X1, X2......,Xn).* Here the parameter 'duration' would comprise of two parts, where the first part specifies the number and the second part specifies the unit (e.g. 2 sec, 5 mins, 7 days). On arrival of each event, the past events to be considered for performing regression would be based on this 'duration' (i.e. If a new event arrives at 10.00 a.m and the duration is 5 mins, only the events which arrived within the time period of 9.55 a.m to 10.00 a.m are considered for regression). Suggestions and comments are most welcome. Thank you. -- Charini Vimansha Nanayakkara Software Engineer at WSO2 Mobile: 0714126293
_______________________________________________ Architecture mailing list [email protected] https://mail.wso2.org/cgi-bin/mailman/listinfo/architecture
