Class: Fluent::ChangeFinder

Inherits:
Object
  • Object
show all
Defined in:
lib/fluent/plugin/change_finder.rb

Instance Method Summary collapse

Constructor Details

#initialize(term, r) ⇒ ChangeFinder

Returns a new instance of ChangeFinder.



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# File 'lib/fluent/plugin/change_finder.rb', line 6

def initialize(term, r)
  @term = term
  @r = r
  @data = []
  @mu = 0
  @sigma = 0
  @c = (0..@term - 1).map { |i| rand }
end

Instance Method Details

#next(x) ⇒ Object 



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# File 'lib/fluent/plugin/change_finder.rb', line 15

def next(x)
  len = @data.size

  # update @mu
  @mu = (1 - @r) * @mu + @r * x

  # update @c
  c = @sigma
  for j in 0..(@term - 1)
    if @data[len - 1 - j]
      @c[j] = (1 - @r) * @c[j] + @r * (x - @mu) * (@data[len - 1 - j] - @mu) 
    end
  end
  
  cc = Matrix.zero(@term).to_a
  for j in 0..(@term - 1)
    for i in j..(@term - 1)
      cc[j][i] = cc[i][j] = @c[i - j]
    end
  end
  w = (Matrix.rows(cc).inv * Vector.elements(@c)).to_a
  xt = @data.each.with_index.inject(@mu) do |sum, (v, idx)|
    sum += w[idx] * (v - @mu)
  end
  @sigma = (1 - @r) * @sigma + @r * (x - xt) * (x - xt)

  @data.push x
  if @data.size > @term
    @data.shift
  end

  p = prob(xt, @sigma, x)
  s = score(p)
  $log.debug "change_finder:#{Thread.current.object_id} x:#{x} xt:#{xt} p:#{p} s:#{s} term:#{@term} r:#{@r} data:#{@data} mu:#{@mu} sigma:#{@sigma} c:#{@c}"
  s
end

#prob(mu, sigma, v) ⇒ Object 



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# File 'lib/fluent/plugin/change_finder.rb', line 52

def prob(mu, sigma, v)
  return 0 if sigma.zero?

  Math.exp( - 0.5 * (v - mu) ** 2 / sigma) / ((2 * Math::PI) ** 0.5 * sigma ** 0.5)
end

#score(p) ⇒ Object 



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# File 'lib/fluent/plugin/change_finder.rb', line 58

def score(p)
  return 0 if p <= 0
  -Math.log(p)
end

#show_status ⇒ Object 



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# File 'lib/fluent/plugin/change_finder.rb', line 69

def show_status
  {:sigma => @sigma, :mu => @mu, :data => @data, :c => @c}
end

#smooth(size) ⇒ Object 



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# File 'lib/fluent/plugin/change_finder.rb', line 63

def smooth(size)
  _end = @data.size
  _begin = [_end - size, 0].max
  (_size = (_end - _begin)) == 0 ? 0.0 : @data.slice(_begin, _end).inject(:+).to_f / _size
end