[APEXMALHAR-1036] Create incremental model for Holt's Linear Trend Forecasting Algorithm

• Type: Sub-task
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 0.9.5
• Component/s: machine learning
• Assignee: Atul Dambalkar
• Reporter: Atul Dambalkar
• Due: 18/Apr/14
• Created: 18/Apr/14 08:49
• Updated: 03/Jan/16 10:00
• Resolved: 18/Apr/14 08:57

Description

Holt's Linear Trend Forecasting vanilla algorithm builds the model based on the given training data set. It computes the level and slope/trend components based on the entire training data set passed.

In order to be able to use the algorithm in stream processing environment, it needs to have incremental model update support so that the model built can be updated based on the incoming data.