DoubleExpSmooth Struct Reference

Detailed Description

double exponential smoothing data structure

Definition at line 173 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 175 of file event_estim.c.

Referenced by doubleExpSmoothUpdate(), and timeSeriesCreate().

beta

SCIP_Real DoubleExpSmooth::beta

trend smoothing constant

Definition at line 176 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 177 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 178 of file event_estim.c.

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

initialvalue

SCIP_Real DoubleExpSmooth::initialvalue

the level value at 0 observations

Definition at line 179 of file event_estim.c.

Referenced by doubleExpSmoothInit(), and doubleExpSmoothReset().

usetrendinlevel

SCIP_Bool DoubleExpSmooth::usetrendinlevel

Should the trend be used in the level update?

Definition at line 180 of file event_estim.c.

Referenced by doubleExpSmoothInit(), and doubleExpSmoothUpdate().

n

int DoubleExpSmooth::n

number of observations

Definition at line 181 of file event_estim.c.

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