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Models

Shared Configuration

All models share these three options:

  • type - The type of the model, for example 'Linear'.
  • name - The name of the model, must be unique and not shared by multiple models.
  • perSyncPeriod - The frequency that the model is used to recalculate and store values - tied to the sync period as a base unit, with a value of 1 resulting in the model being recalculated every sync period, a value of 2 meaning recalculated every other sync period, 3 waits for two sync periods after every calculation and so on.
  • calculationTimeout - The timeout for calculating using an algorithm, if this timeout is exceeded the calculation is skipped. Defaults set based on the algorithm used, see below.

All models use syncPeriod as a base unit, so if the sync period is defined as 10000 (10 seconds), the models will base their timings and calculations as multiples of 10 seconds.

Linear Regression

The linear regression model uses a default calculation timeout of 30000 (30 seconds).

Example:

models:
  - type: Linear
    name: simple-linear
    perSyncPeriod: 1
    calculationTimeout: 25000
    linear:
      lookAhead: 10000
      historySize: 6
The linear component of the configuration handles configuration of the Linear regression options:

  • lookAhead - sets up the model to try to predict 10 seconds ahead of time (time in milliseconds).
  • historySize - sets up the model to store the past 6 evaluations and to use these for predictions. If there are > 6 evaluations, the oldest will be removed.

For a more detailed example, see the example in /examples/simple-linear.

Holt-Winters Time Series prediction

The Holt-Winters time series model uses a default calculation timeout of 30000 (30 seconds).

Example:

models:
- type: HoltWinters
  name: simple-holt-winters
  perSyncPeriod: 1
  holtWinters:
    alpha: 0.9
    beta: 0.9
    gamma: 0.9
    seasonalPeriods: 6
    storedSeasons: 4
    trend: additive
    seasonal: additive

The holtWinters component of the configuration handles configuration of the Linear regression options:

  • alpha, beta, gamma - these are the smoothing coefficients for level, trend and seasonality respectively, requires tweaking and analysis to be able to optimise. See here or here for more details.
  • seasonalPeriods - the length of a season in base unit sync periods, for example if your sync period was 10000 (10 seconds), and your repeated season was 60 seconds long, this value would be 6.
  • storedSeasons - the number of seasons to store, for example 4, if there are >4 seasons stored, the oldest season will be removed.
  • trend - Either add/additive or mul/multiplicative, defines the method for the trend element.
  • seasonal - Either add/additive or mul/multiplicative, defines the method for the seasonal element.

This is the model in action, taken from the simple-holt-winters example: Predicted values overestimating but still fitting actual values The red value is the predicted values, the blue value is the actual values. From this you can see that the prediction is overestimating, but still pre-emptively scaling - storing more seasons and adjusting alpha, beta and gamma values would reduce the overestimation and produce more accurate results.

For a more detailed example, see the example in /examples/simple-holt-winters.

Advanced tuning

There are more configuration options for the Holt-Winters algorithm, which in this project uses the statsmodels Python package. These are the additional configuration options, which are documented by the Holt-Winters Exponential Smoothing statsmodels documentation - the names of the variables in this documentation map to the camelcase names described here.

  • dampedTrend - Boolean value to determine if the trend should be damped.
  • initializationMethod - Which initialization method to use, see statsmodels for details, either estimated, heuristic, known, or legacy-heuristic
  • initialLevel - The initial level value, required if initializationMethod is known.
  • initialTrend - The initial trend value, required if initializationMethod is known.
  • initialSeasonal - The initial seasonal value, required if initializationMethod is known.

Holt-Winters Runtime Tuning

The PHPA supports dynamically fetching the tuning values for the Holt-Winters algorithm (alpha, beta, and gamma).

This is done using a hook system, to see more information of how the dynamic hook system works visit the hooks user guide

For example, a hook using a HTTP request to fetch the values of runtime is configured as:

models:
- type: HoltWinters
  name: simple-holt-winters
  perSyncPeriod: 1
  holtWinters:
    runtimeTuningFetchHook:
      type: "http"
      timeout: 2500
      http:
        method: "GET"
        url: "http://tuning/holt_winters"
        successCodes:
          - 200
        parameterMode: query
    seasonalPeriods: 6
    storedSeasons: 4
    trend: additive
    seasonal: additive

The hook is defined with the name runtimeTuningFetchHook.

The supported hook types for the PHPA are:

  • HTTP requests

The process is as follows:

  1. PHPA begins Holt-Winters calculation.
  2. The values are initially set to any hardcoded values supplied in the configuration.
  3. A runtime tuning configuration has been supplied, using this configuration a hook is executed (for example a HTTP request is sent).
    • This hook will provide as input data in JSON that includes the current model, and an array of timestamped previous scaling decisions (referred to as evaluations, see below).
    • The response should conform to the expected JSON structure (see below).
  4. If the hook execution is successful, and the response is valid, the tuning values are extracted and any provided values overwrite the hardcoded values.
  5. If all required tuning values are provided the tuning values are used to calculate.

The tuning values can be both hardcoded and fetched at runtime, for example the alpha value could be calculated at runtime, and the beta and gamma values could be hardcoded in configuration:

models:
- type: HoltWinters
  name: simple-holt-winters
  perSyncPeriod: 1
  holtWinters:
    runtimeTuningFetchHook:
      type: "http"
      timeout: 2500
      http:
        method: "GET"
        url: "http://tuning/holt_winters"
        successCodes:
          - 200
        parameterMode: query
    beta: 0.9
    gamma: 0.9
    seasonalPeriods: 6
    storedSeasons: 4
    trend: additive
    seasonal: additive

Or the values could be provided, and if they are not returned by the external source the hardcoded values will be used as a backup:

models:
- type: HoltWinters
  name: simple-holt-winters
  perSyncPeriod: 1
  holtWinters:
    runtimeTuningFetchHook:
      type: "http"
      timeout: 2500
      http:
        method: "GET"
        url: "http://tuning/holt_winters"
        successCodes:
          - 200
        parameterMode: query
    alpha: 0.9
    beta: 0.9
    gamma: 0.9
    seasonalPeriods: 6
    storedSeasons: 4
    trend: additive
    seasonal: additive

If any value is missing, the PHPA will report it as an error (e.g. No alpha tuning value provided for Holt-Winters prediction) and not calculate and scale.

Request Format

The data that the external source will recieve will be formatted as:

{
  "model": {
    "type": "HoltWinters",
    "name": "HoltWintersPrediction",
    "perInterval": 1,
    "linear": null,
    "holtWinters": {
      "alpha": null,
      "beta": null,
      "gamma": null,
      "runtimeTuningFetchHook": {
        "type": "http",
        "timeout": 2500,
        "shell": null,
        "http": {
          "method": "GET",
          "url": "http://tuning/holt_winters",
          "successCodes": [
            200
          ],
          "parameterMode": "query"
        }
      },
      "seasonalPeriods": 6,
      "storedSeasons": 4,
      "trend": "additive"
    }
  },
  "replicaHistory": [
    {
      "time": "2020-10-19T19:12:20Z",
      "replicas": 0
    },
    {
      "time": "2020-10-19T19:12:40Z",
      "replicas": 0
    },
    {
      "time": "2020-10-19T19:13:00Z",
      "replicas": 0
    },
  ]
}

This provides information around the model being used, how it is configured, and previous replica values (replicaHistory). This data could be used to help calculate the tuning values, or it could be ignored.

Response Format

The response that the external tuning source should return must be in JSON, and in the following format:

{
  "alpha": <alpha_value>,
  "beta": <beta_value>,
  "gamma": <gamma_value>
}

This is a simple JSON structure, for example:

{
  "alpha": 0.9,
  "beta": 0.6,
  "gamma": 0.8
}

Each of these values is optional, for example perhaps only the alpha and beta should be runtime, and gamma should rely on the hardcoded configuration value, this response would be valid:

{
  "alpha": 0.9,
  "beta": 0.6
}

For a more detailed example, see the example in /examples/dynamic-holt-winters.