Scippy

SCIP

Solving Constraint Integer Programs

DoubleExpSmooth Struct Reference

Detailed Description

double exponential smoothing data structure

Definition at line 165 of file event_estim.c.

Data Fields

SCIP_Real alpha
 
SCIP_Real beta
 
SCIP_Real level
 
SCIP_Real trend
 
SCIP_Real initialvalue
 
SCIP_Bool usetrendinlevel
 
int n
 

Field Documentation

◆ alpha

SCIP_Real DoubleExpSmooth::alpha

level smoothing constant

Definition at line 167 of file event_estim.c.

Referenced by doubleExpSmoothUpdate(), and timeSeriesCreate().

◆ beta

SCIP_Real DoubleExpSmooth::beta

trend smoothing constant

Definition at line 168 of file event_estim.c.

Referenced by doubleExpSmoothUpdate(), and timeSeriesCreate().

◆ level

SCIP_Real DoubleExpSmooth::level

estimation of the current level used for smoothing

Definition at line 169 of file event_estim.c.

Referenced by doubleExpSmoothInit(), doubleExpSmoothReset(), and doubleExpSmoothUpdate().

◆ trend

SCIP_Real DoubleExpSmooth::trend

estimation of the current trend (slope)

Definition at line 170 of file event_estim.c.

Referenced by doubleExpSmoothInit(), doubleExpSmoothReset(), doubleExpSmoothUpdate(), printReport(), and timeSeriesEstimate().

◆ initialvalue

SCIP_Real DoubleExpSmooth::initialvalue

the level value at 0 observations

Definition at line 171 of file event_estim.c.

Referenced by doubleExpSmoothInit(), doubleExpSmoothReset(), and timeSeriesCreate().

◆ usetrendinlevel

SCIP_Bool DoubleExpSmooth::usetrendinlevel

Should the trend be used in the level update?

Definition at line 172 of file event_estim.c.

Referenced by doubleExpSmoothInit(), and doubleExpSmoothUpdate().

◆ n

int DoubleExpSmooth::n