sketch_holt_vs_ewma_trended_bench.nx
buildroot/runtime/sketch_holt_vs_ewma_trended_bench.nx
about
sketch_holt_vs_ewma_trended_bench.nx -- trend tracking paired bench.
CLAIM TO VALIDATE:
Holt's method (Holt 1957) = EWMA + linear trend component. On
trended data, Holt's h-step forecast extrapolates the trend.
EWMA tracks level only -- its forecast is FLAT (=current level),
so it lags behind the trend.
WORKLOAD:
y_t = 100 + 5*t (linear trend, slope=5)
Stream t=1..50 into both.
Forecast h=5 steps ahead: truth y_55 = 100 + 5*55 = 375.
At step 50: y_50 = 350.
Holt forecast(5) ~ y_50 + 5*trend = 350 + 25 = 375 (matches truth)
EWMA forecast = y_50 ~ 350 (flat extrapolation; lags by 25)
MEASUREMENT:
ACCURACY axis vs truth 375.
dependencies 5 imports · 0 importers
imports: syscalls.nxsketch_holt.nxsketch_ewma.nxsketch_comparator.nxsketch_types.nx
imported by: nobody (leaf or entry point)
call flow from main pre-order; caps 40 nodes / depth 6 declared; ↻ = already shown
structs
| none |
consts
| none |
functions
| 26 | func iabs_he(x: i64) -> i64 called by 1: main |
| 31 | func main() -> i64 |