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<div class="navpath"><a class="el" href="dir_cfc6129efafb4deb1379318d01a4b532.html">modules</a> » <a class="el" href="dir_4a975c66df64d91ea50e31e1c6371883.html">forecast</a>
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<h1>forecast.h</h1><a href="a00204.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001 <span class="comment">/***************************************************************************</span>
<a name="l00002"></a>00002 <span class="comment"> file : $URL: https://frepple.svn.sourceforge.net/svnroot/frepple/trunk/modules/forecast/forecast.h $</span>
<a name="l00003"></a>00003 <span class="comment"> version : $LastChangedRevision: 1300 $ $LastChangedBy: jdetaeye $</span>
<a name="l00004"></a>00004 <span class="comment"> date : $LastChangedDate: 2010-07-06 08:08:34 +0200 (Tue, 06 Jul 2010) $</span>
<a name="l00005"></a>00005 <span class="comment"> ***************************************************************************/</span>
<a name="l00006"></a>00006
<a name="l00007"></a>00007 <span class="comment">/***************************************************************************</span>
<a name="l00008"></a>00008 <span class="comment"> * *</span>
<a name="l00009"></a>00009 <span class="comment"> * Copyright (C) 2007-2010 by Johan De Taeye *</span>
<a name="l00010"></a>00010 <span class="comment"> * *</span>
<a name="l00011"></a>00011 <span class="comment"> * This library is free software; you can redistribute it and/or modify it *</span>
<a name="l00012"></a>00012 <span class="comment"> * under the terms of the GNU Lesser General Public License as published *</span>
<a name="l00013"></a>00013 <span class="comment"> * by the Free Software Foundation; either version 2.1 of the License, or *</span>
<a name="l00014"></a>00014 <span class="comment"> * (at your option) any later version. *</span>
<a name="l00015"></a>00015 <span class="comment"> * *</span>
<a name="l00016"></a>00016 <span class="comment"> * This library is distributed in the hope that it will be useful, *</span>
<a name="l00017"></a>00017 <span class="comment"> * but WITHOUT ANY WARRANTY; without even the implied warranty of *</span>
<a name="l00018"></a>00018 <span class="comment"> * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser *</span>
<a name="l00019"></a>00019 <span class="comment"> * General Public License for more details. *</span>
<a name="l00020"></a>00020 <span class="comment"> * *</span>
<a name="l00021"></a>00021 <span class="comment"> * You should have received a copy of the GNU Lesser General Public *</span>
<a name="l00022"></a>00022 <span class="comment"> * License along with this library; if not, write to the Free Software *</span>
<a name="l00023"></a>00023 <span class="comment"> * Foundation Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 *</span>
<a name="l00024"></a>00024 <span class="comment"> * USA *</span>
<a name="l00025"></a>00025 <span class="comment"> * *</span>
<a name="l00026"></a>00026 <span class="comment"> ***************************************************************************/</span>
<a name="l00027"></a>00027 <span class="comment"></span>
<a name="l00028"></a>00028 <span class="comment">/** @file forecast.h</span>
<a name="l00029"></a>00029 <span class="comment"> * @brief Header file for the module forecast.</span>
<a name="l00030"></a>00030 <span class="comment"> *</span>
<a name="l00031"></a>00031 <span class="comment"> * @namespace module_forecast</span>
<a name="l00032"></a>00032 <span class="comment"> * @brief Module for representing forecast.</span>
<a name="l00033"></a>00033 <span class="comment"> *</span>
<a name="l00034"></a>00034 <span class="comment"> * The forecast module provides the following functionality:</span>
<a name="l00035"></a>00035 <span class="comment"> *</span>
<a name="l00036"></a>00036 <span class="comment"> * - A <b>new demand type</b> to model forecasts.<br></span>
<a name="l00037"></a>00037 <span class="comment"> * A forecast demand is bucketized. A demand is automatically</span>
<a name="l00038"></a>00038 <span class="comment"> * created for each time bucket.<br></span>
<a name="l00039"></a>00039 <span class="comment"> * A calendar is used to define the time buckets to be used.</span>
<a name="l00040"></a>00040 <span class="comment"> *</span>
<a name="l00041"></a>00041 <span class="comment"> * - Functionality for <b>distributing / profiling</b> forecast numbers</span>
<a name="l00042"></a>00042 <span class="comment"> * into time buckets used for planning.<br></span>
<a name="l00043"></a>00043 <span class="comment"> * This functionality is typically used to translate between the time</span>
<a name="l00044"></a>00044 <span class="comment"> * granularity of the sales department (which creates a sales forecast</span>
<a name="l00045"></a>00045 <span class="comment"> * per e.g. calendar month) and the manufacturing department (which</span>
<a name="l00046"></a>00046 <span class="comment"> * creates manufacturing and procurement plans in weekly or daily buckets</span>
<a name="l00047"></a>00047 <span class="comment"> * ).<br></span>
<a name="l00048"></a>00048 <span class="comment"> * Another usage is to model a delivery date profile of the customers.</span>
<a name="l00049"></a>00049 <span class="comment"> * Each bucket has a weight that is used to model situations where the</span>
<a name="l00050"></a>00050 <span class="comment"> * demand is not evenly spread across buckets: e.g. when more orders are</span>
<a name="l00051"></a>00051 <span class="comment"> * expected due on a monday than on a friday, or when a peak of orders is</span>
<a name="l00052"></a>00052 <span class="comment"> * expected for delivery near the end of a month.</span>
<a name="l00053"></a>00053 <span class="comment"> *</span>
<a name="l00054"></a>00054 <span class="comment"> * - A solver for <b>netting orders from the forecast</b>.<br></span>
<a name="l00055"></a>00055 <span class="comment"> * As customer orders are being received they need to be deducted from</span>
<a name="l00056"></a>00056 <span class="comment"> * the forecast to avoid double-counting demand.<br></span>
<a name="l00057"></a>00057 <span class="comment"> * The netting solver will for each order search for a matching forecast</span>
<a name="l00058"></a>00058 <span class="comment"> * and reduce the remaining net quantity of the forecast.</span>
<a name="l00059"></a>00059 <span class="comment"> *</span>
<a name="l00060"></a>00060 <span class="comment"> * - A forecasting algorithm to <b>extrapolate historical demand data to</span>
<a name="l00061"></a>00061 <span class="comment"> * the future</b>.<br></span>
<a name="l00062"></a>00062 <span class="comment"> * The following classical forecasting methods are implemented:</span>
<a name="l00063"></a>00063 <span class="comment"> * - <b>Single exponential smoothing</b>, which is applicable for</span>
<a name="l00064"></a>00064 <span class="comment"> * constant demands .</span>
<a name="l00065"></a>00065 <span class="comment"> * - <b>Double exponential smoothing</b>, which is applicable for </span>
<a name="l00066"></a>00066 <span class="comment"> * trended demands.</span>
<a name="l00067"></a>00067 <span class="comment"> * - <b>Holt-Winter's exponential smoothing with mutiplicative </span>
<a name="l00068"></a>00068 <span class="comment"> * seasonality</b>, which is applicable for seasonal demands. </span>
<a name="l00069"></a>00069 <span class="comment"> * - <b>Croston's method</b>, which is applicable for intermittent </span>
<a name="l00070"></a>00070 <span class="comment"> * demand (i.e. demand patterns with a lot of zero demand buckets).</span>
<a name="l00071"></a>00071 <span class="comment"> * - <b>Moving average</b>, which is applicable when there is little </span>
<a name="l00072"></a>00072 <span class="comment"> * demand history to rely on.</span>
<a name="l00073"></a>00073 <span class="comment"> * The forecast method giving the smallest symmetric mean percentage error (aka</span>
<a name="l00074"></a>00074 <span class="comment"> * "smape"-error) will be automatically picked to produce the forecast.<br></span>
<a name="l00075"></a>00075 <span class="comment"> * The algorithm will automatically tune the parameters for the</span>
<a name="l00076"></a>00076 <span class="comment"> * forecasting methods (i.e. alfa for the single exponential smoothing,</span>
<a name="l00077"></a>00077 <span class="comment"> * or alfa and gamma for the double exponential smoothing) to their</span>
<a name="l00078"></a>00078 <span class="comment"> * optimal value. The user can specify minimum and maximum boundaries</span>
<a name="l00079"></a>00079 <span class="comment"> * for the parameters and the maximum allowed number of iterations</span>
<a name="l00080"></a>00080 <span class="comment"> * for the algorithm.</span>
<a name="l00081"></a>00081 <span class="comment"> *</span>
<a name="l00082"></a>00082 <span class="comment"> * The XML schema extension enabled by this module is (see mod_forecast.xsd):</span>
<a name="l00083"></a>00083 <span class="comment"> * <PRE></span>
<a name="l00084"></a>00084 <span class="comment"> * <!-- Define the forecast type --></span>
<a name="l00085"></a>00085 <span class="comment"> * <xsd:complexType name="demand_forecast"></span>
<a name="l00086"></a>00086 <span class="comment"> * <xsd:complexContent></span>
<a name="l00087"></a>00087 <span class="comment"> * <xsd:extension base="demand"></span>
<a name="l00088"></a>00088 <span class="comment"> * <xsd:choice minOccurs="0" maxOccurs="unbounded"></span>
<a name="l00089"></a>00089 <span class="comment"> * <xsd:element name="calendar" type="calendar" /></span>
<a name="l00090"></a>00090 <span class="comment"> * <xsd:element name="discrete" type="xsd:boolean" /></span>
<a name="l00091"></a>00091 <span class="comment"> * <xsd:element name="buckets"></span>
<a name="l00092"></a>00092 <span class="comment"> * <xsd:complexType></span>
<a name="l00093"></a>00093 <span class="comment"> * <xsd:choice minOccurs="0" maxOccurs="unbounded"></span>
<a name="l00094"></a>00094 <span class="comment"> * <xsd:element name="bucket"></span>
<a name="l00095"></a>00095 <span class="comment"> * <xsd:complexType></span>
<a name="l00096"></a>00096 <span class="comment"> * <xsd:all></span>
<a name="l00097"></a>00097 <span class="comment"> * <xsd:element name="total" type="positiveDouble"</span>
<a name="l00098"></a>00098 <span class="comment"> * minOccurs="0" /></span>
<a name="l00099"></a>00099 <span class="comment"> * <xsd:element name="net" type="positiveDouble"</span>
<a name="l00100"></a>00100 <span class="comment"> * minOccurs="0" /></span>
<a name="l00101"></a>00101 <span class="comment"> * <xsd:element name="consumed" type="positiveDouble"</span>
<a name="l00102"></a>00102 <span class="comment"> * minOccurs="0" /></span>
<a name="l00103"></a>00103 <span class="comment"> * <xsd:element name="start" type="xsd:dateTime"</span>
<a name="l00104"></a>00104 <span class="comment"> * minOccurs="0"/></span>
<a name="l00105"></a>00105 <span class="comment"> * <xsd:element name="end" type="xsd:dateTime"</span>
<a name="l00106"></a>00106 <span class="comment"> * minOccurs="0"/></span>
<a name="l00107"></a>00107 <span class="comment"> * </xsd:all></span>
<a name="l00108"></a>00108 <span class="comment"> * <xsd:attribute name="total" type="positiveDouble" /></span>
<a name="l00109"></a>00109 <span class="comment"> * <xsd:attribute name="net" type="positiveDouble" /></span>
<a name="l00110"></a>00110 <span class="comment"> * <xsd:attribute name="consumed" type="positiveDouble" /></span>
<a name="l00111"></a>00111 <span class="comment"> * <xsd:attribute name="start" type="xsd:dateTime" /></span>
<a name="l00112"></a>00112 <span class="comment"> * <xsd:attribute name="end" type="xsd:dateTime" /></span>
<a name="l00113"></a>00113 <span class="comment"> * </xsd:complexType></span>
<a name="l00114"></a>00114 <span class="comment"> * </xsd:element></span>
<a name="l00115"></a>00115 <span class="comment"> * </xsd:choice></span>
<a name="l00116"></a>00116 <span class="comment"> * </xsd:complexType></span>
<a name="l00117"></a>00117 <span class="comment"> * </xsd:element></span>
<a name="l00118"></a>00118 <span class="comment"> * </xsd:choice></span>
<a name="l00119"></a>00119 <span class="comment"> * <xsd:attribute name="discrete" type="xsd:boolean" /></span>
<a name="l00120"></a>00120 <span class="comment"> * </xsd:extension></span>
<a name="l00121"></a>00121 <span class="comment"> * </xsd:complexContent></span>
<a name="l00122"></a>00122 <span class="comment"> * </xsd:complexType></span>
<a name="l00123"></a>00123 <span class="comment"> *</span>
<a name="l00124"></a>00124 <span class="comment"> * <!-- Define the netting solver. --></span>
<a name="l00125"></a>00125 <span class="comment"> * <xsd:complexType name="solver_forecast"></span>
<a name="l00126"></a>00126 <span class="comment"> * <xsd:complexContent></span>
<a name="l00127"></a>00127 <span class="comment"> * <xsd:extension base="solver"></span>
<a name="l00128"></a>00128 <span class="comment"> * <xsd:choice minOccurs="0" maxOccurs="unbounded"></span>
<a name="l00129"></a>00129 <span class="comment"> * <xsd:element name="loglevel" type="loglevel" /></span>
<a name="l00130"></a>00130 <span class="comment"> * </xsd:choice></span>
<a name="l00131"></a>00131 <span class="comment"> * </xsd:extension></span>
<a name="l00132"></a>00132 <span class="comment"> * </xsd:complexContent></span>
<a name="l00133"></a>00133 <span class="comment"> * </xsd:complexType></span>
<a name="l00134"></a>00134 <span class="comment"> * </PRE></span>
<a name="l00135"></a>00135 <span class="comment"> *</span>
<a name="l00136"></a>00136 <span class="comment"> * The module support the following configuration parameters:</span>
<a name="l00137"></a>00137 <span class="comment"> *</span>
<a name="l00138"></a>00138 <span class="comment"> * - DueAtEndOfBucket:<br></span>
<a name="l00139"></a>00139 <span class="comment"> * By default forecast demand is due at the start of the forecasting </span>
<a name="l00140"></a>00140 <span class="comment"> * bucket. Since the actual customer demand will come in any time in the</span>
<a name="l00141"></a>00141 <span class="comment"> * bucket this is a conservative setting.<br></span>
<a name="l00142"></a>00142 <span class="comment"> * By setting this flag to true, the forecast will be due at the end of </span>
<a name="l00143"></a>00143 <span class="comment"> * the forecast bucket. </span>
<a name="l00144"></a>00144 <span class="comment"> *</span>
<a name="l00145"></a>00145 <span class="comment"> * - Net_CustomerThenItemHierarchy:<br></span>
<a name="l00146"></a>00146 <span class="comment"> * As part of the forecast netting a demand is assiociated with a certain</span>
<a name="l00147"></a>00147 <span class="comment"> * forecast. When no matching forecast is found for the customer and item</span>
<a name="l00148"></a>00148 <span class="comment"> * of the demand, frePPLe looks for forecast at higher level customers</span>
<a name="l00149"></a>00149 <span class="comment"> * and items.<br></span>
<a name="l00150"></a>00150 <span class="comment"> * This flag allows us to control whether we first search the customer</span>
<a name="l00151"></a>00151 <span class="comment"> * hierarchy and then the item hierarchy, or the other way around.<br></span>
<a name="l00152"></a>00152 <span class="comment"> * The default value is true, ie search higher customer levels before</span>
<a name="l00153"></a>00153 <span class="comment"> * searching higher levels of the item.</span>
<a name="l00154"></a>00154 <span class="comment"> *</span>
<a name="l00155"></a>00155 <span class="comment"> * - Net_MatchUsingDeliveryOperation:<br></span>
<a name="l00156"></a>00156 <span class="comment"> * Specifies whether or not a demand and a forecast require to have the</span>
<a name="l00157"></a>00157 <span class="comment"> * same delivery operation to be a match.<br></span>
<a name="l00158"></a>00158 <span class="comment"> * The default value is true.</span>
<a name="l00159"></a>00159 <span class="comment"> *</span>
<a name="l00160"></a>00160 <span class="comment"> * - Net_NetEarly:<br></span>
<a name="l00161"></a>00161 <span class="comment"> * Defines how much time before the due date of an order we are allowed</span>
<a name="l00162"></a>00162 <span class="comment"> * to search for a forecast bucket to net from.<br></span>
<a name="l00163"></a>00163 <span class="comment"> * The default value is 0, meaning that we can net only from the bucket</span>
<a name="l00164"></a>00164 <span class="comment"> * where the demand is due.</span>
<a name="l00165"></a>00165 <span class="comment"> *</span>
<a name="l00166"></a>00166 <span class="comment"> * - Net_NetLate:<br></span>
<a name="l00167"></a>00167 <span class="comment"> * Defines how much time after the due date of an order we are allowed</span>
<a name="l00168"></a>00168 <span class="comment"> * to search for a forecast bucket to net from.<br></span>
<a name="l00169"></a>00169 <span class="comment"> * The default value is 0, meaning that we can net only from the bucket</span>
<a name="l00170"></a>00170 <span class="comment"> * where the demand is due.</span>
<a name="l00171"></a>00171 <span class="comment"> *</span>
<a name="l00172"></a>00172 <span class="comment"> * - Forecast_Iterations:<br></span>
<a name="l00173"></a>00173 <span class="comment"> * Specifies the maximum number of iterations allowed for a forecast</span>
<a name="l00174"></a>00174 <span class="comment"> * method to tune its parameters.<br></span>
<a name="l00175"></a>00175 <span class="comment"> * Only positive values are allowed and the default value is 10.<br></span>
<a name="l00176"></a>00176 <span class="comment"> * Set the parameter to 1 to disable the tuning and generate a forecast</span>
<a name="l00177"></a>00177 <span class="comment"> * based on the user-supplied parameters.</span>
<a name="l00178"></a>00178 <span class="comment"> *</span>
<a name="l00179"></a>00179 <span class="comment"> * - Forecast_smapeAlfa:<br></span>
<a name="l00180"></a>00180 <span class="comment"> * Specifies how the sMAPE forecast error is weighted for different time</span>
<a name="l00181"></a>00181 <span class="comment"> * buckets. The sMAPE value in the most recent bucket is 1.0, and the</span>
<a name="l00182"></a>00182 <span class="comment"> * weight decreases exponentially for earlier buckets.<br></span>
<a name="l00183"></a>00183 <span class="comment"> * Acceptable values are in the interval 0.5 and 1.0, and the default</span>
<a name="l00184"></a>00184 <span class="comment"> * is 0.95.</span>
<a name="l00185"></a>00185 <span class="comment"> *</span>
<a name="l00186"></a>00186 <span class="comment"> * - Forecast_Skip:<br></span>
<a name="l00187"></a>00187 <span class="comment"> * Specifies the number of time series values used to initialize the</span>
<a name="l00188"></a>00188 <span class="comment"> * forecasting method. The forecast error in these bucket isn't counted.</span>
<a name="l00189"></a>00189 <span class="comment"> *</span>
<a name="l00190"></a>00190 <span class="comment"> * - Forecast_MovingAverage.buckets<br></span>
<a name="l00191"></a>00191 <span class="comment"> * This parameter controls the number of buckets to be averaged by the</span>
<a name="l00192"></a>00192 <span class="comment"> * moving average forecast method.</span>
<a name="l00193"></a>00193 <span class="comment"> *</span>
<a name="l00194"></a>00194 <span class="comment"> * - Forecast_SingleExponential.initialAlfa,<br></span>
<a name="l00195"></a>00195 <span class="comment"> * Forecast_SingleExponential.minAlfa,<br></span>
<a name="l00196"></a>00196 <span class="comment"> * Forecast_SingleExponential.maxAlfa:<br></span>
<a name="l00197"></a>00197 <span class="comment"> * Specifies the initial value and the allowed range of the smoothing</span>
<a name="l00198"></a>00198 <span class="comment"> * parameter in the single exponential forecasting method.<br></span>
<a name="l00199"></a>00199 <span class="comment"> * The allowed range is between 0 and 1. Values lower than about 0.05</span>
<a name="l00200"></a>00200 <span class="comment"> * are not advisible.</span>
<a name="l00201"></a>00201 <span class="comment"> *</span>
<a name="l00202"></a>00202 <span class="comment"> * - Forecast_DoubleExponential.initialAlfa,<br></span>
<a name="l00203"></a>00203 <span class="comment"> * Forecast_DoubleExponential.minAlfa,<br></span>
<a name="l00204"></a>00204 <span class="comment"> * Forecast_DoubleExponential.maxAlfa:<br></span>
<a name="l00205"></a>00205 <span class="comment"> * Specifies the initial value and the allowed range of the smoothing</span>
<a name="l00206"></a>00206 <span class="comment"> * parameter in the double exponential forecasting method.<br></span>
<a name="l00207"></a>00207 <span class="comment"> * The allowed range is between 0 and 1. Values lower than about 0.05</span>
<a name="l00208"></a>00208 <span class="comment"> * are not advisible.</span>
<a name="l00209"></a>00209 <span class="comment"> *</span>
<a name="l00210"></a>00210 <span class="comment"> * - Forecast_DoubleExponential.initialGamma,<br></span>
<a name="l00211"></a>00211 <span class="comment"> * Forecast_DoubleExponential.minGamma,<br></span>
<a name="l00212"></a>00212 <span class="comment"> * Forecast_DoubleExponential.maxGamma:<br></span>
<a name="l00213"></a>00213 <span class="comment"> * Specifies the initial value and the allowed range of the trend</span>
<a name="l00214"></a>00214 <span class="comment"> * smoothing parameter in the double exponential forecasting method.<br></span>
<a name="l00215"></a>00215 <span class="comment"> * The allowed range is between 0 and 1.</span>
<a name="l00216"></a>00216 <span class="comment"> *</span>
<a name="l00217"></a>00217 <span class="comment"> * - Forecast_DoubleExponential_dampenTrend:<br></span>
<a name="l00218"></a>00218 <span class="comment"> * Specifies how the trend is dampened for future buckets.<br></span>
<a name="l00219"></a>00219 <span class="comment"> * The allowed range is between 0 and 1, and the default value is 0.8. </span>
<a name="l00220"></a>00220 <span class="comment"> *</span>
<a name="l00221"></a>00221 <span class="comment"> * - Forecast_Seasonal_initialAlfa,<br> </span>
<a name="l00222"></a>00222 <span class="comment"> * Forecast_Seasonal_minAlfa,<br> </span>
<a name="l00223"></a>00223 <span class="comment"> * Forecast_Seasonal_maxAlfa:<br></span>
<a name="l00224"></a>00224 <span class="comment"> * Specifies the initial value and the allowed range of the smoothing </span>
<a name="l00225"></a>00225 <span class="comment"> * parameter in the seasonal forecasting method.<br></span>
<a name="l00226"></a>00226 <span class="comment"> * The allowed range is between 0 and 1. Values lower than about 0.05 are</span>
<a name="l00227"></a>00227 <span class="comment"> * not advisible.</span>
<a name="l00228"></a>00228 <span class="comment"> *</span>
<a name="l00229"></a>00229 <span class="comment"> * - Forecast_Seasonal_initialBeta,<br> </span>
<a name="l00230"></a>00230 <span class="comment"> * Forecast_Seasonal_minBeta,<br> </span>
<a name="l00231"></a>00231 <span class="comment"> * Forecast_Seasonal_maxBeta:<br></span>
<a name="l00232"></a>00232 <span class="comment"> * Specifies the initial value and the allowed range of the trend </span>
<a name="l00233"></a>00233 <span class="comment"> * smoothing parameter in the seasonal forecasting method.<br></span>
<a name="l00234"></a>00234 <span class="comment"> * The allowed range is between 0 and 1.</span>
<a name="l00235"></a>00235 <span class="comment"> *</span>
<a name="l00236"></a>00236 <span class="comment"> * - Forecast_Seasonal_initialGamma,<br> </span>
<a name="l00237"></a>00237 <span class="comment"> * Forecast_Seasonal_minGamma,<br> </span>
<a name="l00238"></a>00238 <span class="comment"> * Forecast_Seasonal_maxGamma:<br></span>
<a name="l00239"></a>00239 <span class="comment"> * Specifies the initial value and the allowed range of the seasonal </span>
<a name="l00240"></a>00240 <span class="comment"> * smoothing parameter in the seasonal forecasting method.<br></span>
<a name="l00241"></a>00241 <span class="comment"> * The allowed range is between 0 and 1.</span>
<a name="l00242"></a>00242 <span class="comment"> *</span>
<a name="l00243"></a>00243 <span class="comment"> * - Forecast_Seasonal_minPeriod,<br> </span>
<a name="l00244"></a>00244 <span class="comment"> * Forecast_Seasonal_maxPeriod:<br></span>
<a name="l00245"></a>00245 <span class="comment"> * Specifies the periodicity of the seasonal cycles to check for.<br></span>
<a name="l00246"></a>00246 <span class="comment"> * The interval of cycles we try to detect should be broad enough. For </span>
<a name="l00247"></a>00247 <span class="comment"> * instance, if we expect to find a yearly cycle use a minimum period of </span>
<a name="l00248"></a>00248 <span class="comment"> * 10 and maximum period of 14. </span>
<a name="l00249"></a>00249 <span class="comment"> *</span>
<a name="l00250"></a>00250 <span class="comment"> * - Forecast_Seasonal_dampenTrend<br></span>
<a name="l00251"></a>00251 <span class="comment"> * Specifies how the trend is dampened for future buckets.<br></span>
<a name="l00252"></a>00252 <span class="comment"> * The allowed range is between 0 and 1, and the default value is 0.8. </span>
<a name="l00253"></a>00253 <span class="comment"> *</span>
<a name="l00254"></a>00254 <span class="comment"> * - Forecast_Croston_initialAlfa,<br> </span>
<a name="l00255"></a>00255 <span class="comment"> * Forecast_Croston_minAlfa,<br> </span>
<a name="l00256"></a>00256 <span class="comment"> * Forecast_Croston_maxAlfa:<br></span>
<a name="l00257"></a>00257 <span class="comment"> * Specifies the initial value and the allowed range of the smoothing </span>
<a name="l00258"></a>00258 <span class="comment"> * parameter in the Croston forecasting method.<br></span>
<a name="l00259"></a>00259 <span class="comment"> * The allowed range is between 0 and 1. Values lower than about 0.05 </span>
<a name="l00260"></a>00260 <span class="comment"> * are not advisible. </span>
<a name="l00261"></a>00261 <span class="comment"> *</span>
<a name="l00262"></a>00262 <span class="comment"> * - Forecast_Croston_minIntermittence:<br></span>
<a name="l00263"></a>00263 <span class="comment"> * Minimum intermittence (defined as the percentage of zero demand </span>
<a name="l00264"></a>00264 <span class="comment"> * buckets) before the Croston method is applied. When the intermittence</span>
<a name="l00265"></a>00265 <span class="comment"> * exceeds this value, only Croston and moving average are considered </span>
<a name="l00266"></a>00266 <span class="comment"> * suitable forecast methods.<br></span>
<a name="l00267"></a>00267 <span class="comment"> * The default value is 0.33. </span>
<a name="l00268"></a>00268 <span class="comment"> */</span>
<a name="l00269"></a>00269
<a name="l00270"></a>00270 <span class="preprocessor">#ifndef FORECAST_H</span>
<a name="l00271"></a>00271 <span class="preprocessor"></span><span class="preprocessor">#define FORECAST_H</span>
<a name="l00272"></a>00272 <span class="preprocessor"></span>
<a name="l00273"></a>00273 <span class="preprocessor">#include "<a class="code" href="a00206.html" title="Public header file for C++.">frepple.h</a>"</span>
<a name="l00274"></a>00274 <span class="keyword">using namespace </span>frepple;
<a name="l00275"></a>00275
<a name="l00276"></a>00276 <span class="keyword">namespace </span>module_forecast
<a name="l00277"></a>00277 {
<a name="l00278"></a>00278
<a name="l00279"></a>00279 <span class="comment"></span>
<a name="l00280"></a>00280 <span class="comment">/** Initialization routine for the library. */</span>
<a name="l00281"></a>00281 <a class="code" href="a00252.html#a49d85811d1043ff1f3d7df4be3d90138">MODULE_EXPORT</a> <span class="keyword">const</span> <span class="keywordtype">char</span>* <a class="code" href="a00258.html#ab6da5933e0f8c7727413e2ec5d45654a">initialize</a>(<span class="keyword">const</span> <a class="code" href="a00030.html#abed9d8d8563f8322df35b7b9723d6f4f">CommandLoadLibrary::ParameterList</a>&);
<a name="l00282"></a>00282 <span class="comment"></span>
<a name="l00283"></a>00283 <span class="comment">/** @brief This class represents a bucketized demand signal.</span>
<a name="l00284"></a>00284 <span class="comment"> *</span>
<a name="l00285"></a>00285 <span class="comment"> * The forecast object defines the item and priority of the demands.<br></span>
<a name="l00286"></a>00286 <span class="comment"> * A calendar (of type void, double, integer or boolean) divides the time horizon</span>
<a name="l00287"></a>00287 <span class="comment"> * in individual time buckets. The calendar value is used to assign priorities</span>
<a name="l00288"></a>00288 <span class="comment"> * to the time buckets.<br></span>
<a name="l00289"></a>00289 <span class="comment"> * The class basically works as an interface for a hierarchy of demands, where the</span>
<a name="l00290"></a>00290 <span class="comment"> * lower level demands represent forecasting time buckets.</span>
<a name="l00291"></a>00291 <span class="comment"> */</span>
<a name="l00292"></a><a class="code" href="a00072.html">00292</a> <span class="keyword">class </span><a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a> : <span class="keyword">public</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>
<a name="l00293"></a>00293 {
<a name="l00294"></a><a class="code" href="a00072.html#acd9f8dfe447c82e3e8628e87e519cd50">00294</a> <span class="keyword">friend</span> <span class="keyword">class </span><a class="code" href="a00075.html" title="Implementation of a forecast netting algorithm.">ForecastSolver</a>;
<a name="l00295"></a>00295 <span class="keyword">public</span>:
<a name="l00296"></a>00296
<a name="l00297"></a><a class="code" href="a00072.html#a8f1b1910feb8fcaa9d2a261949cfbb67">00297</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00096.html" title="This class defines a keyword for the frePPLe data model.">Keyword</a> <a class="code" href="a00072.html#a8f1b1910feb8fcaa9d2a261949cfbb67">tag_total</a>;
<a name="l00298"></a><a class="code" href="a00072.html#aa020a05db722fc3f85183d676e8c27c9">00298</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00096.html" title="This class defines a keyword for the frePPLe data model.">Keyword</a> <a class="code" href="a00072.html#aa020a05db722fc3f85183d676e8c27c9">tag_net</a>;
<a name="l00299"></a><a class="code" href="a00072.html#aa00855cb99c427b85ed329cf22634431">00299</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00096.html" title="This class defines a keyword for the frePPLe data model.">Keyword</a> <a class="code" href="a00072.html#aa00855cb99c427b85ed329cf22634431">tag_consumed</a>;
<a name="l00300"></a>00300 <span class="comment"></span>
<a name="l00301"></a>00301 <span class="comment"> /** @brief Abstract base class for all forecasting methods. */</span>
<a name="l00302"></a><a class="code" href="a00074.html">00302</a> <span class="keyword">class </span><a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00303"></a>00303 {
<a name="l00304"></a>00304 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00305"></a>00305 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00306"></a>00306 <span class="keyword">virtual</span> <span class="keywordtype">double</span> <a class="code" href="a00074.html#a72078544ba513ac4d9bae0ef64045480">generateForecast</a>
<a name="l00307"></a>00307 (<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <span class="keywordtype">double</span>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keyword">const</span> <span class="keywordtype">double</span>[], <span class="keywordtype">bool</span>) = 0;
<a name="l00308"></a>00308 <span class="comment"></span>
<a name="l00309"></a>00309 <span class="comment"> /** This method is called when this forecast method has generated the</span>
<a name="l00310"></a>00310 <span class="comment"> * lowest forecast error and now needs to set the forecast values.</span>
<a name="l00311"></a>00311 <span class="comment"> */</span>
<a name="l00312"></a>00312 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00074.html#a5b6313466ac20ca0e9a74139e868f04a">applyForecast</a>
<a name="l00313"></a>00313 (<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>) = 0;
<a name="l00314"></a>00314 <span class="comment"></span>
<a name="l00315"></a>00315 <span class="comment"> /** The name of the method. */</span>
<a name="l00316"></a>00316 <span class="keyword">virtual</span> <span class="keywordtype">string</span> <a class="code" href="a00074.html#a5dff95401a41f796fbc243f4996afd27">getName</a>() = 0;
<a name="l00317"></a>00317 };
<a name="l00318"></a>00318
<a name="l00319"></a>00319 <span class="comment"></span>
<a name="l00320"></a>00320 <span class="comment"> /** @brief A class to calculate a forecast based on a moving average. */</span>
<a name="l00321"></a><a class="code" href="a00116.html">00321</a> <span class="keyword">class </span><a class="code" href="a00116.html" title="A class to calculate a forecast based on a moving average.">MovingAverage</a> : <span class="keyword">public</span> <a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00322"></a>00322 {
<a name="l00323"></a>00323 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l00324"></a>00324 <span class="comment"> /** Number of smoothed buckets. */</span>
<a name="l00325"></a>00325 <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> defaultbuckets;
<a name="l00326"></a>00326 <span class="comment"></span>
<a name="l00327"></a>00327 <span class="comment"> /** Number of buckets to average. */</span>
<a name="l00328"></a>00328 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> buckets;
<a name="l00329"></a>00329 <span class="comment"></span>
<a name="l00330"></a>00330 <span class="comment"> /** Calculated average.<br></span>
<a name="l00331"></a>00331 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00332"></a>00332 <span class="comment"> */</span>
<a name="l00333"></a>00333 <span class="keywordtype">double</span> avg;
<a name="l00334"></a>00334
<a name="l00335"></a>00335 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00336"></a>00336 <span class="comment"> /** Constructor. */</span>
<a name="l00337"></a><a class="code" href="a00116.html#aa43bc772fd55f5a2a0f62b4b7581eea4">00337</a> <a class="code" href="a00116.html#aa43bc772fd55f5a2a0f62b4b7581eea4">MovingAverage</a>(<span class="keywordtype">int</span> i = defaultbuckets) : buckets(i), avg(0)
<a name="l00338"></a>00338 {
<a name="l00339"></a>00339 <span class="keywordflow">if</span> (i < 1)
<a name="l00340"></a>00340 <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Moving average needs to smooth over at least 1 bucket"</span>);
<a name="l00341"></a>00341 }
<a name="l00342"></a>00342 <span class="comment"></span>
<a name="l00343"></a>00343 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00344"></a>00344 <span class="keywordtype">double</span> <a class="code" href="a00116.html#ab58b0e26e945b213dff768d92470733b">generateForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* fcst, <span class="keyword">const</span> <span class="keywordtype">double</span> history[],
<a name="l00345"></a>00345 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> count, <span class="keyword">const</span> <span class="keywordtype">double</span> weight[], <span class="keywordtype">bool</span> debug);
<a name="l00346"></a>00346 <span class="comment"></span>
<a name="l00347"></a>00347 <span class="comment"> /** Forecast value updating. */</span>
<a name="l00348"></a>00348 <span class="keywordtype">void</span> <a class="code" href="a00116.html#ae131a917e8a5aec9d09c81dd7aa0e453">applyForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>);
<a name="l00349"></a>00349 <span class="comment"></span>
<a name="l00350"></a>00350 <span class="comment"> /** Update the initial value for the alfa parameter. */</span>
<a name="l00351"></a><a class="code" href="a00116.html#a16792cdfe89fe2e67b6d7f675dbeb30c">00351</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00116.html#a16792cdfe89fe2e67b6d7f675dbeb30c">setDefaultBuckets</a>(<span class="keywordtype">int</span> x)
<a name="l00352"></a>00352 {
<a name="l00353"></a>00353 <span class="keywordflow">if</span> (x < 1)
<a name="l00354"></a>00354 <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Parameter MovingAverage.buckets needs to smooth over at least 1 bucket"</span>);
<a name="l00355"></a>00355 defaultbuckets = x;
<a name="l00356"></a>00356 }
<a name="l00357"></a>00357
<a name="l00358"></a><a class="code" href="a00116.html#a417566305e4377e105080c97569f9d5a">00358</a> <span class="keywordtype">string</span> <a class="code" href="a00116.html#a417566305e4377e105080c97569f9d5a">getName</a>() {<span class="keywordflow">return</span> <span class="stringliteral">"moving average"</span>;}
<a name="l00359"></a>00359 };
<a name="l00360"></a>00360 <span class="comment"></span>
<a name="l00361"></a>00361 <span class="comment"> /** @brief A class to perform single exponential smoothing on a time series. */</span>
<a name="l00362"></a><a class="code" href="a00169.html">00362</a> <span class="keyword">class </span><a class="code" href="a00169.html" title="A class to perform single exponential smoothing on a time series.">SingleExponential</a> : <span class="keyword">public</span> <a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00363"></a>00363 {
<a name="l00364"></a>00364 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l00365"></a>00365 <span class="comment"> /** Smoothing constant. */</span>
<a name="l00366"></a>00366 <span class="keywordtype">double</span> alfa;
<a name="l00367"></a>00367 <span class="comment"></span>
<a name="l00368"></a>00368 <span class="comment"> /** Default initial alfa value.<br></span>
<a name="l00369"></a>00369 <span class="comment"> * The default value is 0.2.</span>
<a name="l00370"></a>00370 <span class="comment"> */</span>
<a name="l00371"></a>00371 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_alfa;
<a name="l00372"></a>00372 <span class="comment"></span>
<a name="l00373"></a>00373 <span class="comment"> /** Lower limit on the alfa parameter.<br></span>
<a name="l00374"></a>00374 <span class="comment"> * The default value is 0.</span>
<a name="l00375"></a>00375 <span class="comment"> **/</span>
<a name="l00376"></a>00376 <span class="keyword">static</span> <span class="keywordtype">double</span> min_alfa;
<a name="l00377"></a>00377 <span class="comment"></span>
<a name="l00378"></a>00378 <span class="comment"> /** Upper limit on the alfa parameter.<br></span>
<a name="l00379"></a>00379 <span class="comment"> * The default value is 1.</span>
<a name="l00380"></a>00380 <span class="comment"> **/</span>
<a name="l00381"></a>00381 <span class="keyword">static</span> <span class="keywordtype">double</span> max_alfa;
<a name="l00382"></a>00382 <span class="comment"></span>
<a name="l00383"></a>00383 <span class="comment"> /** Smoothed result.<br></span>
<a name="l00384"></a>00384 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00385"></a>00385 <span class="comment"> */</span>
<a name="l00386"></a>00386 <span class="keywordtype">double</span> f_i;
<a name="l00387"></a>00387
<a name="l00388"></a>00388 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00389"></a>00389 <span class="comment"> /** Constructor. */</span>
<a name="l00390"></a><a class="code" href="a00169.html#ad4fd62f76f624286d5c110bb2733fb3b">00390</a> <a class="code" href="a00169.html#ad4fd62f76f624286d5c110bb2733fb3b">SingleExponential</a>(<span class="keywordtype">double</span> a = initial_alfa) : alfa(a), f_i(0)
<a name="l00391"></a>00391 {
<a name="l00392"></a>00392 <span class="keywordflow">if</span> (alfa < min_alfa) alfa = min_alfa;
<a name="l00393"></a>00393 <span class="keywordflow">if</span> (alfa > max_alfa) alfa = max_alfa;
<a name="l00394"></a>00394 }
<a name="l00395"></a>00395 <span class="comment"></span>
<a name="l00396"></a>00396 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00397"></a>00397 <span class="keywordtype">double</span> <a class="code" href="a00169.html#af3071583d861c5cb288b57076bbaac7e">generateForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* fcst, <span class="keyword">const</span> <span class="keywordtype">double</span> history[],
<a name="l00398"></a>00398 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> count, <span class="keyword">const</span> <span class="keywordtype">double</span> weight[], <span class="keywordtype">bool</span> debug);
<a name="l00399"></a>00399 <span class="comment"></span>
<a name="l00400"></a>00400 <span class="comment"> /** Forecast value updating. */</span>
<a name="l00401"></a>00401 <span class="keywordtype">void</span> <a class="code" href="a00169.html#a794f9e1de08be94cad1df91e5090853d">applyForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>);
<a name="l00402"></a>00402 <span class="comment"></span>
<a name="l00403"></a>00403 <span class="comment"> /** Update the initial value for the alfa parameter. */</span>
<a name="l00404"></a><a class="code" href="a00169.html#a556ca83c2913dc5e8116122c58466bb4">00404</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00169.html#a556ca83c2913dc5e8116122c58466bb4">setInitialAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00405"></a>00405 {
<a name="l00406"></a>00406 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00407"></a>00407 <span class="stringliteral">"Parameter SingleExponential.initialAlfa must be between 0 and 1"</span>);
<a name="l00408"></a>00408 initial_alfa = x;
<a name="l00409"></a>00409 }
<a name="l00410"></a>00410 <span class="comment"></span>
<a name="l00411"></a>00411 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00412"></a><a class="code" href="a00169.html#ad7957e17adbf71ef6535a1a87e20a75d">00412</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00169.html#ad7957e17adbf71ef6535a1a87e20a75d">setMinAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00413"></a>00413 {
<a name="l00414"></a>00414 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00415"></a>00415 <span class="stringliteral">"Parameter SingleExponential.minAlfa must be between 0 and 1"</span>);
<a name="l00416"></a>00416 min_alfa = x;
<a name="l00417"></a>00417 }
<a name="l00418"></a>00418 <span class="comment"></span>
<a name="l00419"></a>00419 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00420"></a><a class="code" href="a00169.html#a1eabb85c0a7d44b67c178e3092d3d0f2">00420</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00169.html#a1eabb85c0a7d44b67c178e3092d3d0f2">setMaxAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00421"></a>00421 {
<a name="l00422"></a>00422 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00423"></a>00423 <span class="stringliteral">"Parameter SingleExponential.maxAlfa must be between 0 and 1"</span>);
<a name="l00424"></a>00424 max_alfa = x;
<a name="l00425"></a>00425 }
<a name="l00426"></a>00426
<a name="l00427"></a><a class="code" href="a00169.html#affbb76afc2986d615477aab22f8e0c7e">00427</a> <span class="keywordtype">string</span> <a class="code" href="a00169.html#affbb76afc2986d615477aab22f8e0c7e">getName</a>() {<span class="keywordflow">return</span> <span class="stringliteral">"single exponential"</span>;}
<a name="l00428"></a>00428 };
<a name="l00429"></a>00429 <span class="comment"></span>
<a name="l00430"></a>00430 <span class="comment"> /** @brief A class to perform double exponential smoothing on a time</span>
<a name="l00431"></a>00431 <span class="comment"> * series.</span>
<a name="l00432"></a>00432 <span class="comment"> */</span>
<a name="l00433"></a><a class="code" href="a00055.html">00433</a> <span class="keyword">class </span><a class="code" href="a00055.html" title="A class to perform double exponential smoothing on a time series.">DoubleExponential</a> : <span class="keyword">public</span> <a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00434"></a>00434 {
<a name="l00435"></a>00435 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l00436"></a>00436 <span class="comment"> /** Smoothing constant. */</span>
<a name="l00437"></a>00437 <span class="keywordtype">double</span> alfa;
<a name="l00438"></a>00438 <span class="comment"></span>
<a name="l00439"></a>00439 <span class="comment"> /** Default initial alfa value.<br></span>
<a name="l00440"></a>00440 <span class="comment"> * The default value is 0.2.</span>
<a name="l00441"></a>00441 <span class="comment"> */</span>
<a name="l00442"></a>00442 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_alfa;
<a name="l00443"></a>00443 <span class="comment"></span>
<a name="l00444"></a>00444 <span class="comment"> /** Lower limit on the alfa parameter.<br></span>
<a name="l00445"></a>00445 <span class="comment"> * The default value is 0.</span>
<a name="l00446"></a>00446 <span class="comment"> **/</span>
<a name="l00447"></a>00447 <span class="keyword">static</span> <span class="keywordtype">double</span> min_alfa;
<a name="l00448"></a>00448 <span class="comment"></span>
<a name="l00449"></a>00449 <span class="comment"> /** Upper limit on the alfa parameter.<br></span>
<a name="l00450"></a>00450 <span class="comment"> * The default value is 1.</span>
<a name="l00451"></a>00451 <span class="comment"> **/</span>
<a name="l00452"></a>00452 <span class="keyword">static</span> <span class="keywordtype">double</span> max_alfa;
<a name="l00453"></a>00453 <span class="comment"></span>
<a name="l00454"></a>00454 <span class="comment"> /** Trend smoothing constant. */</span>
<a name="l00455"></a>00455 <span class="keywordtype">double</span> gamma;
<a name="l00456"></a>00456 <span class="comment"></span>
<a name="l00457"></a>00457 <span class="comment"> /** Default initial gamma value.<br></span>
<a name="l00458"></a>00458 <span class="comment"> * The default value is 0.05.</span>
<a name="l00459"></a>00459 <span class="comment"> */</span>
<a name="l00460"></a>00460 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_gamma;
<a name="l00461"></a>00461 <span class="comment"></span>
<a name="l00462"></a>00462 <span class="comment"> /** Lower limit on the gamma parameter.<br></span>
<a name="l00463"></a>00463 <span class="comment"> * The default value is 0.05.</span>
<a name="l00464"></a>00464 <span class="comment"> **/</span>
<a name="l00465"></a>00465 <span class="keyword">static</span> <span class="keywordtype">double</span> min_gamma;
<a name="l00466"></a>00466 <span class="comment"></span>
<a name="l00467"></a>00467 <span class="comment"> /** Upper limit on the gamma parameter.<br></span>
<a name="l00468"></a>00468 <span class="comment"> * The default value is 1.</span>
<a name="l00469"></a>00469 <span class="comment"> **/</span>
<a name="l00470"></a>00470 <span class="keyword">static</span> <span class="keywordtype">double</span> max_gamma;
<a name="l00471"></a>00471 <span class="comment"></span>
<a name="l00472"></a>00472 <span class="comment"> /** Smoothed result.<br></span>
<a name="l00473"></a>00473 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00474"></a>00474 <span class="comment"> */</span>
<a name="l00475"></a>00475 <span class="keywordtype">double</span> trend_i;
<a name="l00476"></a>00476 <span class="comment"></span>
<a name="l00477"></a>00477 <span class="comment"> /** Smoothed result.<br></span>
<a name="l00478"></a>00478 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00479"></a>00479 <span class="comment"> */</span>
<a name="l00480"></a>00480 <span class="keywordtype">double</span> constant_i;
<a name="l00481"></a>00481
<a name="l00482"></a>00482 <span class="comment">/* Factor used to smoothen the trend in the future buckets. */</span>
<a name="l00483"></a>00483 <span class="keyword">static</span> <span class="keywordtype">double</span> dampenTrend;
<a name="l00484"></a>00484
<a name="l00485"></a>00485 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00486"></a>00486 <span class="comment"> /** Constructor. */</span>
<a name="l00487"></a><a class="code" href="a00055.html#a9d6762efdde2f96350517331e6a21333">00487</a> <a class="code" href="a00055.html#a9d6762efdde2f96350517331e6a21333">DoubleExponential</a>(<span class="keywordtype">double</span> a = initial_alfa, <span class="keywordtype">double</span> g = initial_gamma)
<a name="l00488"></a>00488 : alfa(a), gamma(g), trend_i(0), constant_i(0) {}
<a name="l00489"></a>00489 <span class="comment"></span>
<a name="l00490"></a>00490 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00491"></a>00491 <span class="keywordtype">double</span> <a class="code" href="a00055.html#a2ab0d08f2c0b5e8c4a48396e4b26e93b">generateForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* fcst, <span class="keyword">const</span> <span class="keywordtype">double</span> history[],
<a name="l00492"></a>00492 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> count, <span class="keyword">const</span> <span class="keywordtype">double</span> weight[], <span class="keywordtype">bool</span> debug);
<a name="l00493"></a>00493 <span class="comment"></span>
<a name="l00494"></a>00494 <span class="comment"> /** Forecast value updating. */</span>
<a name="l00495"></a>00495 <span class="keywordtype">void</span> <a class="code" href="a00055.html#a86cd527c2908e510cbe90882e1c91423">applyForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>);
<a name="l00496"></a>00496 <span class="comment"></span>
<a name="l00497"></a>00497 <span class="comment"> /** Update the initial value for the alfa parameter. */</span>
<a name="l00498"></a><a class="code" href="a00055.html#a495b0c6cdea8e2bf5eda9ec919b0e8dd">00498</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#a495b0c6cdea8e2bf5eda9ec919b0e8dd">setInitialAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00499"></a>00499 {
<a name="l00500"></a>00500 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00501"></a>00501 <span class="stringliteral">"Parameter DoubleExponential.initialAlfa must be between 0 and 1"</span>);
<a name="l00502"></a>00502 initial_alfa = x;
<a name="l00503"></a>00503 }
<a name="l00504"></a>00504 <span class="comment"></span>
<a name="l00505"></a>00505 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00506"></a><a class="code" href="a00055.html#a3c97f4c059db62dcbf2b18078e2ffb4a">00506</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#a3c97f4c059db62dcbf2b18078e2ffb4a">setMinAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00507"></a>00507 {
<a name="l00508"></a>00508 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00509"></a>00509 <span class="stringliteral">"Parameter DoubleExponential.minAlfa must be between 0 and 1"</span>);
<a name="l00510"></a>00510 min_alfa = x;
<a name="l00511"></a>00511 }
<a name="l00512"></a>00512 <span class="comment"></span>
<a name="l00513"></a>00513 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00514"></a><a class="code" href="a00055.html#a07dc5259fbf42a0f888d8681102ec902">00514</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#a07dc5259fbf42a0f888d8681102ec902">setMaxAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00515"></a>00515 {
<a name="l00516"></a>00516 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00517"></a>00517 <span class="stringliteral">"Parameter DoubleExponential.maxAlfa must be between 0 and 1"</span>);
<a name="l00518"></a>00518 max_alfa = x;
<a name="l00519"></a>00519 }
<a name="l00520"></a>00520 <span class="comment"></span>
<a name="l00521"></a>00521 <span class="comment"> /** Update the initial value for the alfa parameter.<br></span>
<a name="l00522"></a>00522 <span class="comment"> * The default value is 0.05. <br></span>
<a name="l00523"></a>00523 <span class="comment"> * Setting this parameter to too low a value can create false</span>
<a name="l00524"></a>00524 <span class="comment"> * positives: the double exponential method is selected for a time</span>
<a name="l00525"></a>00525 <span class="comment"> * series without a real trend. A single exponential is better for</span>
<a name="l00526"></a>00526 <span class="comment"> * such cases.</span>
<a name="l00527"></a>00527 <span class="comment"> */</span>
<a name="l00528"></a><a class="code" href="a00055.html#ad7177e03316e4ae1cb69ca7ee40c6712">00528</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#ad7177e03316e4ae1cb69ca7ee40c6712">setInitialGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00529"></a>00529 {
<a name="l00530"></a>00530 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00531"></a>00531 <span class="stringliteral">"Parameter DoubleExponential.initialGamma must be between 0 and 1"</span>);
<a name="l00532"></a>00532 initial_gamma = x;
<a name="l00533"></a>00533 }
<a name="l00534"></a>00534 <span class="comment"></span>
<a name="l00535"></a>00535 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00536"></a><a class="code" href="a00055.html#a572637a743e1b3b662fa42422d230317">00536</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#a572637a743e1b3b662fa42422d230317">setMinGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00537"></a>00537 {
<a name="l00538"></a>00538 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00539"></a>00539 <span class="stringliteral">"Parameter DoubleExponential.minGamma must be between 0 and 1"</span>);
<a name="l00540"></a>00540 min_gamma = x;
<a name="l00541"></a>00541 }
<a name="l00542"></a>00542 <span class="comment"></span>
<a name="l00543"></a>00543 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00544"></a><a class="code" href="a00055.html#af9dc80722594981dabfd896faf24469d">00544</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#af9dc80722594981dabfd896faf24469d">setMaxGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00545"></a>00545 {
<a name="l00546"></a>00546 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00547"></a>00547 <span class="stringliteral">"Parameter DoubleExponential.maxGamma must be between 0 and 1"</span>);
<a name="l00548"></a>00548 max_gamma = x;
<a name="l00549"></a>00549 }
<a name="l00550"></a>00550 <span class="comment"></span>
<a name="l00551"></a>00551 <span class="comment"> /** Update the dampening factor for the trend. */</span>
<a name="l00552"></a><a class="code" href="a00055.html#a491fa0943f16b9d9930f7185777e39eb">00552</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00055.html#a491fa0943f16b9d9930f7185777e39eb">setDampenTrend</a>(<span class="keywordtype">double</span> x)
<a name="l00553"></a>00553 {
<a name="l00554"></a>00554 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00555"></a>00555 <span class="stringliteral">"Parameter DoubleExponential.dampenTrend must be between 0 and 1"</span>);
<a name="l00556"></a>00556 dampenTrend = x;
<a name="l00557"></a>00557 }
<a name="l00558"></a>00558
<a name="l00559"></a><a class="code" href="a00055.html#adc0a96c3fa752f116266db734103645d">00559</a> <span class="keywordtype">string</span> <a class="code" href="a00055.html#adc0a96c3fa752f116266db734103645d">getName</a>() {<span class="keywordflow">return</span> <span class="stringliteral">"double exponential"</span>;}
<a name="l00560"></a>00560 };
<a name="l00561"></a>00561 <span class="comment"></span>
<a name="l00562"></a>00562 <span class="comment"> /** @brief A class to perform seasonal forecasting on a time</span>
<a name="l00563"></a>00563 <span class="comment"> * series.</span>
<a name="l00564"></a>00564 <span class="comment"> */</span>
<a name="l00565"></a><a class="code" href="a00164.html">00565</a> <span class="keyword">class </span><a class="code" href="a00164.html" title="A class to perform seasonal forecasting on a time series.">Seasonal</a> : <span class="keyword">public</span> <a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00566"></a>00566 {
<a name="l00567"></a>00567 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l00568"></a>00568 <span class="comment"> /** Smoothing constant. */</span>
<a name="l00569"></a>00569 <span class="keywordtype">double</span> alfa;
<a name="l00570"></a>00570 <span class="comment"></span>
<a name="l00571"></a>00571 <span class="comment"> /** Trend smoothing constant. */</span>
<a name="l00572"></a>00572 <span class="keywordtype">double</span> beta;
<a name="l00573"></a>00573 <span class="comment"></span>
<a name="l00574"></a>00574 <span class="comment"> /** Seasonality smoothing constant. */</span>
<a name="l00575"></a>00575 <span class="keywordtype">double</span> gamma;
<a name="l00576"></a>00576 <span class="comment"></span>
<a name="l00577"></a>00577 <span class="comment"> /** Default initial alfa value.<br></span>
<a name="l00578"></a>00578 <span class="comment"> * The default value is 0.2.</span>
<a name="l00579"></a>00579 <span class="comment"> */</span>
<a name="l00580"></a>00580 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_alfa;
<a name="l00581"></a>00581 <span class="comment"></span>
<a name="l00582"></a>00582 <span class="comment"> /** Lower limit on the alfa parameter.<br></span>
<a name="l00583"></a>00583 <span class="comment"> * The default value is 0.</span>
<a name="l00584"></a>00584 <span class="comment"> **/</span>
<a name="l00585"></a>00585 <span class="keyword">static</span> <span class="keywordtype">double</span> min_alfa;
<a name="l00586"></a>00586 <span class="comment"></span>
<a name="l00587"></a>00587 <span class="comment"> /** Upper limit on the alfa parameter.<br></span>
<a name="l00588"></a>00588 <span class="comment"> * The default value is 1.</span>
<a name="l00589"></a>00589 <span class="comment"> **/</span>
<a name="l00590"></a>00590 <span class="keyword">static</span> <span class="keywordtype">double</span> max_alfa;
<a name="l00591"></a>00591 <span class="comment"></span>
<a name="l00592"></a>00592 <span class="comment"> /** Default initial beta value.<br></span>
<a name="l00593"></a>00593 <span class="comment"> * The default value is 0.05.</span>
<a name="l00594"></a>00594 <span class="comment"> */</span>
<a name="l00595"></a>00595 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_beta;
<a name="l00596"></a>00596 <span class="comment"></span>
<a name="l00597"></a>00597 <span class="comment"> /** Lower limit on the beta parameter.<br></span>
<a name="l00598"></a>00598 <span class="comment"> * The default value is 0.05.</span>
<a name="l00599"></a>00599 <span class="comment"> **/</span>
<a name="l00600"></a>00600 <span class="keyword">static</span> <span class="keywordtype">double</span> min_beta;
<a name="l00601"></a>00601 <span class="comment"></span>
<a name="l00602"></a>00602 <span class="comment"> /** Upper limit on the beta parameter.<br></span>
<a name="l00603"></a>00603 <span class="comment"> * The default value is 1.</span>
<a name="l00604"></a>00604 <span class="comment"> **/</span>
<a name="l00605"></a>00605 <span class="keyword">static</span> <span class="keywordtype">double</span> max_beta;
<a name="l00606"></a>00606 <span class="comment"></span>
<a name="l00607"></a>00607 <span class="comment"> /** Default initial gamma value.<br></span>
<a name="l00608"></a>00608 <span class="comment"> * The default value is 0.05.</span>
<a name="l00609"></a>00609 <span class="comment"> */</span>
<a name="l00610"></a>00610 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_gamma;
<a name="l00611"></a>00611 <span class="comment"></span>
<a name="l00612"></a>00612 <span class="comment"> /** Lower limit on the gamma parameter.<br></span>
<a name="l00613"></a>00613 <span class="comment"> * The default value is 0.05.</span>
<a name="l00614"></a>00614 <span class="comment"> **/</span>
<a name="l00615"></a>00615 <span class="keyword">static</span> <span class="keywordtype">double</span> min_gamma;
<a name="l00616"></a>00616 <span class="comment"></span>
<a name="l00617"></a>00617 <span class="comment"> /** Upper limit on the gamma parameter.<br></span>
<a name="l00618"></a>00618 <span class="comment"> * The default value is 1.</span>
<a name="l00619"></a>00619 <span class="comment"> **/</span>
<a name="l00620"></a>00620 <span class="keyword">static</span> <span class="keywordtype">double</span> max_gamma;
<a name="l00621"></a>00621 <span class="comment"></span>
<a name="l00622"></a>00622 <span class="comment"> /** Used to dampen a trend in the future. */</span>
<a name="l00623"></a>00623 <span class="keyword">static</span> <span class="keywordtype">double</span> dampenTrend;
<a name="l00624"></a>00624 <span class="comment"></span>
<a name="l00625"></a>00625 <span class="comment"> /** Minimum cycle to be check for.<br></span>
<a name="l00626"></a>00626 <span class="comment"> * The interval of cycles we try to detect should be broad enough.</span>
<a name="l00627"></a>00627 <span class="comment"> * If eg we normally expect a yearly cycle use a minimum cycle of 10.</span>
<a name="l00628"></a>00628 <span class="comment"> */</span>
<a name="l00629"></a>00629 <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> min_period;
<a name="l00630"></a>00630 <span class="comment"></span>
<a name="l00631"></a>00631 <span class="comment"> /** Maximum cycle to be check for.<br></span>
<a name="l00632"></a>00632 <span class="comment"> * The interval of cycles we try to detect should be broad enough.</span>
<a name="l00633"></a>00633 <span class="comment"> * If eg we normally expect a yearly cycle use a maximum cycle of 14.</span>
<a name="l00634"></a>00634 <span class="comment"> */</span>
<a name="l00635"></a>00635 <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> max_period;
<a name="l00636"></a>00636 <span class="comment"></span>
<a name="l00637"></a>00637 <span class="comment"> /** Period of the cycle. */</span>
<a name="l00638"></a>00638 <span class="keywordtype">unsigned</span> <span class="keywordtype">short</span> period;
<a name="l00639"></a>00639 <span class="comment"></span>
<a name="l00640"></a>00640 <span class="comment"> /** Smoothed result - constant component.<br></span>
<a name="l00641"></a>00641 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00642"></a>00642 <span class="comment"> */</span>
<a name="l00643"></a>00643 <span class="keywordtype">double</span> L_i;
<a name="l00644"></a>00644 <span class="comment"></span>
<a name="l00645"></a>00645 <span class="comment"> /** Smoothed result - trend component.<br></span>
<a name="l00646"></a>00646 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00647"></a>00647 <span class="comment"> */</span>
<a name="l00648"></a>00648 <span class="keywordtype">double</span> T_i;
<a name="l00649"></a>00649 <span class="comment"></span>
<a name="l00650"></a>00650 <span class="comment"> /** Smoothed result - seasonal component.<br></span>
<a name="l00651"></a>00651 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00652"></a>00652 <span class="comment"> */</span>
<a name="l00653"></a>00653 <span class="keywordtype">double</span>* S_i;
<a name="l00654"></a>00654 <span class="comment"></span>
<a name="l00655"></a>00655 <span class="comment"> /** Remember where in the cycle we are. */</span>
<a name="l00656"></a>00656 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> cycleindex;
<a name="l00657"></a>00657 <span class="comment"></span>
<a name="l00658"></a>00658 <span class="comment"> /** A check for seasonality.<br></span>
<a name="l00659"></a>00659 <span class="comment"> * The cycle period is returned if seasonality is detected. Zero is </span>
<a name="l00660"></a>00660 <span class="comment"> * returned in case no seasonality is present. </span>
<a name="l00661"></a>00661 <span class="comment"> */</span>
<a name="l00662"></a>00662 <span class="keywordtype">void</span> detectCycle(<span class="keyword">const</span> <span class="keywordtype">double</span>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>);
<a name="l00663"></a>00663 <span class="comment"></span>
<a name="l00664"></a>00664 <span class="comment"> /** Compute the determinant of a 3x3 matrix. */</span>
<a name="l00665"></a>00665 <span class="keyword">inline</span> <span class="keywordtype">double</span> determinant(<span class="keyword">const</span> <span class="keywordtype">double</span> a, <span class="keyword">const</span> <span class="keywordtype">double</span> b, <span class="keyword">const</span> <span class="keywordtype">double</span> c,
<a name="l00666"></a>00666 <span class="keyword">const</span> <span class="keywordtype">double</span> d, <span class="keyword">const</span> <span class="keywordtype">double</span> e, <span class="keyword">const</span> <span class="keywordtype">double</span> f,
<a name="l00667"></a>00667 <span class="keyword">const</span> <span class="keywordtype">double</span> g, <span class="keyword">const</span> <span class="keywordtype">double</span> h, <span class="keyword">const</span> <span class="keywordtype">double</span> i)
<a name="l00668"></a>00668 { <span class="keywordflow">return</span> a * e * i + b * f * g + c * d * h - a * f * h - b * d * i - c * e * g; }
<a name="l00669"></a>00669
<a name="l00670"></a>00670 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00671"></a>00671 <span class="comment"> /** Constructor. */</span>
<a name="l00672"></a><a class="code" href="a00164.html#a89c9ddfe942a3e52601456e84657264b">00672</a> <a class="code" href="a00164.html#a89c9ddfe942a3e52601456e84657264b">Seasonal</a>(<span class="keywordtype">double</span> a = initial_alfa, <span class="keywordtype">double</span> b = initial_beta, <span class="keywordtype">double</span> g = initial_gamma)
<a name="l00673"></a>00673 : alfa(a), beta(b), gamma(g), period(0), L_i(0), T_i(0), S_i(NULL) {}
<a name="l00674"></a>00674 <span class="comment"></span>
<a name="l00675"></a>00675 <span class="comment"> /** Destructor. */</span>
<a name="l00676"></a><a class="code" href="a00164.html#a23a9722ed78aafa5a12de1bf67562342">00676</a> <a class="code" href="a00164.html#a23a9722ed78aafa5a12de1bf67562342">~Seasonal</a>() {<span class="keywordflow">if</span> (period) <span class="keyword">delete</span> S_i;}
<a name="l00677"></a>00677 <span class="comment"></span>
<a name="l00678"></a>00678 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00679"></a>00679 <span class="keywordtype">double</span> <a class="code" href="a00164.html#ac833784cd01b9729013fb75799a6368e">generateForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* fcst, <span class="keyword">const</span> <span class="keywordtype">double</span> history[],
<a name="l00680"></a>00680 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> count, <span class="keyword">const</span> <span class="keywordtype">double</span> weight[], <span class="keywordtype">bool</span> debug);
<a name="l00681"></a>00681 <span class="comment"></span>
<a name="l00682"></a>00682 <span class="comment"> /** Forecast value updating. */</span>
<a name="l00683"></a>00683 <span class="keywordtype">void</span> <a class="code" href="a00164.html#ab23016bb3cf139abe2905331679ea93e">applyForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>);
<a name="l00684"></a>00684 <span class="comment"></span>
<a name="l00685"></a>00685 <span class="comment"> /** Update the minimum period that can be detected. */</span>
<a name="l00686"></a><a class="code" href="a00164.html#aa8c34d50f3d597b2fadb03bf42d76f35">00686</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#aa8c34d50f3d597b2fadb03bf42d76f35">setMinPeriod</a>(<span class="keywordtype">int</span> x)
<a name="l00687"></a>00687 {
<a name="l00688"></a>00688 <span class="keywordflow">if</span> (x <= 1) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00689"></a>00689 <span class="stringliteral">"Parameter Seasonal.minPeriod must be greater than 1"</span>);
<a name="l00690"></a>00690 min_period = x;
<a name="l00691"></a>00691 }
<a name="l00692"></a>00692 <span class="comment"></span>
<a name="l00693"></a>00693 <span class="comment"> /** Update the maximum period that can be detected. */</span>
<a name="l00694"></a><a class="code" href="a00164.html#a3cbd653ed516bf8b633016da55e198bb">00694</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a3cbd653ed516bf8b633016da55e198bb">setMaxPeriod</a>(<span class="keywordtype">int</span> x)
<a name="l00695"></a>00695 {
<a name="l00696"></a>00696 <span class="keywordflow">if</span> (x <= 1) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00697"></a>00697 <span class="stringliteral">"Parameter Seasonal.maxPeriod must be greater than 1"</span>);
<a name="l00698"></a>00698 max_period = x;
<a name="l00699"></a>00699 }
<a name="l00700"></a>00700 <span class="comment"></span>
<a name="l00701"></a>00701 <span class="comment"> /** Update the initial value for the alfa parameter. */</span>
<a name="l00702"></a><a class="code" href="a00164.html#a04f0f0ab95e9362179b6db9ca732a149">00702</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a04f0f0ab95e9362179b6db9ca732a149">setInitialAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00703"></a>00703 {
<a name="l00704"></a>00704 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00705"></a>00705 <span class="stringliteral">"Parameter Seasonal.initialAlfa must be between 0 and 1"</span>);
<a name="l00706"></a>00706 initial_alfa = x;
<a name="l00707"></a>00707 }
<a name="l00708"></a>00708 <span class="comment"></span>
<a name="l00709"></a>00709 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00710"></a><a class="code" href="a00164.html#a8f45ce91b8bb7c551d13d55f10364b58">00710</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a8f45ce91b8bb7c551d13d55f10364b58">setMinAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00711"></a>00711 {
<a name="l00712"></a>00712 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00713"></a>00713 <span class="stringliteral">"Parameter Seasonal.minAlfa must be between 0 and 1"</span>);
<a name="l00714"></a>00714 min_alfa = x;
<a name="l00715"></a>00715 }
<a name="l00716"></a>00716 <span class="comment"></span>
<a name="l00717"></a>00717 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00718"></a><a class="code" href="a00164.html#abc9e7dce11706a961425b2f50151551e">00718</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#abc9e7dce11706a961425b2f50151551e">setMaxAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00719"></a>00719 {
<a name="l00720"></a>00720 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00721"></a>00721 <span class="stringliteral">"Parameter Seasonal.maxAlfa must be between 0 and 1"</span>);
<a name="l00722"></a>00722 max_alfa = x;
<a name="l00723"></a>00723 }
<a name="l00724"></a>00724 <span class="comment"></span>
<a name="l00725"></a>00725 <span class="comment"> /** Update the initial value for the beta parameter. */</span>
<a name="l00726"></a><a class="code" href="a00164.html#a4a63d6459b64f710eb6c05f94d3b9bef">00726</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a4a63d6459b64f710eb6c05f94d3b9bef">setInitialBeta</a>(<span class="keywordtype">double</span> x)
<a name="l00727"></a>00727 {
<a name="l00728"></a>00728 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00729"></a>00729 <span class="stringliteral">"Parameter Seasonal.initialBeta must be between 0 and 1"</span>);
<a name="l00730"></a>00730 initial_beta = x;
<a name="l00731"></a>00731 }
<a name="l00732"></a>00732 <span class="comment"></span>
<a name="l00733"></a>00733 <span class="comment"> /** Update the minimum value for the beta parameter. */</span>
<a name="l00734"></a><a class="code" href="a00164.html#aa198f03f60ac01f460c705a1340b8adc">00734</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#aa198f03f60ac01f460c705a1340b8adc">setMinBeta</a>(<span class="keywordtype">double</span> x)
<a name="l00735"></a>00735 {
<a name="l00736"></a>00736 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00737"></a>00737 <span class="stringliteral">"Parameter Seasonal.minBeta must be between 0 and 1"</span>);
<a name="l00738"></a>00738 min_beta = x;
<a name="l00739"></a>00739 }
<a name="l00740"></a>00740 <span class="comment"></span>
<a name="l00741"></a>00741 <span class="comment"> /** Update the maximum value for the beta parameter. */</span>
<a name="l00742"></a><a class="code" href="a00164.html#a64e27e7d1655de49919d6622dcbc3ef6">00742</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a64e27e7d1655de49919d6622dcbc3ef6">setMaxBeta</a>(<span class="keywordtype">double</span> x)
<a name="l00743"></a>00743 {
<a name="l00744"></a>00744 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00745"></a>00745 <span class="stringliteral">"Parameter Seasonal.maxBeta must be between 0 and 1"</span>);
<a name="l00746"></a>00746 max_beta = x;
<a name="l00747"></a>00747 }
<a name="l00748"></a>00748 <span class="comment"></span>
<a name="l00749"></a>00749 <span class="comment"> /** Update the initial value for the alfa parameter.<br></span>
<a name="l00750"></a>00750 <span class="comment"> * The default value is 0.05. <br></span>
<a name="l00751"></a>00751 <span class="comment"> */</span>
<a name="l00752"></a><a class="code" href="a00164.html#ac3299cd963d31a7485262baabaf237d3">00752</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#ac3299cd963d31a7485262baabaf237d3">setInitialGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00753"></a>00753 {
<a name="l00754"></a>00754 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00755"></a>00755 <span class="stringliteral">"Parameter Seasonal.initialGamma must be between 0 and 1"</span>);
<a name="l00756"></a>00756 initial_gamma = x;
<a name="l00757"></a>00757 }
<a name="l00758"></a>00758 <span class="comment"></span>
<a name="l00759"></a>00759 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00760"></a><a class="code" href="a00164.html#a0a8c75a909a4bcb98dac2f8140f1389a">00760</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a0a8c75a909a4bcb98dac2f8140f1389a">setMinGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00761"></a>00761 {
<a name="l00762"></a>00762 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00763"></a>00763 <span class="stringliteral">"Parameter Seasonal.minGamma must be between 0 and 1"</span>);
<a name="l00764"></a>00764 min_gamma = x;
<a name="l00765"></a>00765 }
<a name="l00766"></a>00766 <span class="comment"></span>
<a name="l00767"></a>00767 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00768"></a><a class="code" href="a00164.html#ac6574d7297518b301c3d0a2dc3c7514f">00768</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#ac6574d7297518b301c3d0a2dc3c7514f">setMaxGamma</a>(<span class="keywordtype">double</span> x)
<a name="l00769"></a>00769 {
<a name="l00770"></a>00770 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00771"></a>00771 <span class="stringliteral">"Parameter Seasonal.maxGamma must be between 0 and 1"</span>);
<a name="l00772"></a>00772 max_gamma = x;
<a name="l00773"></a>00773 }
<a name="l00774"></a>00774 <span class="comment"></span>
<a name="l00775"></a>00775 <span class="comment"> /** Update the dampening factor for the trend. */</span>
<a name="l00776"></a><a class="code" href="a00164.html#a4585246b209e2375e61dc3dfe3d6c496">00776</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00164.html#a4585246b209e2375e61dc3dfe3d6c496">setDampenTrend</a>(<span class="keywordtype">double</span> x)
<a name="l00777"></a>00777 {
<a name="l00778"></a>00778 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00779"></a>00779 <span class="stringliteral">"Parameter Seasonal.dampenTrend must be between 0 and 1"</span>);
<a name="l00780"></a>00780 dampenTrend = x;
<a name="l00781"></a>00781 }
<a name="l00782"></a>00782
<a name="l00783"></a><a class="code" href="a00164.html#af9eddeb354e34d191232ee0de1b4c40b">00783</a> <span class="keywordtype">string</span> <a class="code" href="a00164.html#af9eddeb354e34d191232ee0de1b4c40b">getName</a>() {<span class="keywordflow">return</span> <span class="stringliteral">"seasonal"</span>;}
<a name="l00784"></a>00784 };
<a name="l00785"></a>00785 <span class="comment"></span>
<a name="l00786"></a>00786 <span class="comment"> /** @brief A class to calculate a forecast with Croston's method. */</span>
<a name="l00787"></a><a class="code" href="a00043.html">00787</a> <span class="keyword">class </span><a class="code" href="a00043.html" title="A class to calculate a forecast with Croston&#39;s method.">Croston</a> : <span class="keyword">public</span> <a class="code" href="a00074.html" title="Abstract base class for all forecasting methods.">ForecastMethod</a>
<a name="l00788"></a>00788 {
<a name="l00789"></a>00789 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l00790"></a>00790 <span class="comment"> /** Smoothing constant. */</span>
<a name="l00791"></a>00791 <span class="keywordtype">double</span> alfa;
<a name="l00792"></a>00792 <span class="comment"></span>
<a name="l00793"></a>00793 <span class="comment"> /** Default initial alfa value.<br></span>
<a name="l00794"></a>00794 <span class="comment"> * The default value is 0.2.</span>
<a name="l00795"></a>00795 <span class="comment"> */</span>
<a name="l00796"></a>00796 <span class="keyword">static</span> <span class="keywordtype">double</span> initial_alfa;
<a name="l00797"></a>00797 <span class="comment"></span>
<a name="l00798"></a>00798 <span class="comment"> /** Lower limit on the alfa parameter.<br></span>
<a name="l00799"></a>00799 <span class="comment"> * The default value is 0.</span>
<a name="l00800"></a>00800 <span class="comment"> **/</span>
<a name="l00801"></a>00801 <span class="keyword">static</span> <span class="keywordtype">double</span> min_alfa;
<a name="l00802"></a>00802 <span class="comment"></span>
<a name="l00803"></a>00803 <span class="comment"> /** Upper limit on the alfa parameter.<br></span>
<a name="l00804"></a>00804 <span class="comment"> * The default value is 1.</span>
<a name="l00805"></a>00805 <span class="comment"> **/</span>
<a name="l00806"></a>00806 <span class="keyword">static</span> <span class="keywordtype">double</span> max_alfa;
<a name="l00807"></a>00807 <span class="comment"></span>
<a name="l00808"></a>00808 <span class="comment"> /** Minimum intermittence before this method is applicable. */</span>
<a name="l00809"></a>00809 <span class="keyword">static</span> <span class="keywordtype">double</span> min_intermittence;
<a name="l00810"></a>00810 <span class="comment"></span>
<a name="l00811"></a>00811 <span class="comment"> /** Smoothed forecast.<br></span>
<a name="l00812"></a>00812 <span class="comment"> * Used to carry results between the evaluation and applying of the forecast.</span>
<a name="l00813"></a>00813 <span class="comment"> */</span>
<a name="l00814"></a>00814 <span class="keywordtype">double</span> f_i;
<a name="l00815"></a>00815
<a name="l00816"></a>00816 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00817"></a>00817 <span class="comment"> /** Constructor. */</span>
<a name="l00818"></a><a class="code" href="a00043.html#a503cb95ed4cacb8dfff87f14767bb125">00818</a> <a class="code" href="a00043.html#a503cb95ed4cacb8dfff87f14767bb125">Croston</a>(<span class="keywordtype">double</span> a = initial_alfa) : alfa(a), f_i(0)
<a name="l00819"></a>00819 {
<a name="l00820"></a>00820 <span class="keywordflow">if</span> (alfa < min_alfa) alfa = min_alfa;
<a name="l00821"></a>00821 <span class="keywordflow">if</span> (alfa > max_alfa) alfa = max_alfa;
<a name="l00822"></a>00822 }
<a name="l00823"></a>00823 <span class="comment"></span>
<a name="l00824"></a>00824 <span class="comment"> /** Forecast evaluation. */</span>
<a name="l00825"></a>00825 <span class="keywordtype">double</span> <a class="code" href="a00043.html#a6d771f314418b878562305f4f24bbeae">generateForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* fcst, <span class="keyword">const</span> <span class="keywordtype">double</span> history[],
<a name="l00826"></a>00826 <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> count, <span class="keyword">const</span> <span class="keywordtype">double</span> weight[], <span class="keywordtype">bool</span> debug);
<a name="l00827"></a>00827 <span class="comment"></span>
<a name="l00828"></a>00828 <span class="comment"> /** Forecast value updating. */</span>
<a name="l00829"></a>00829 <span class="keywordtype">void</span> <a class="code" href="a00043.html#afe2fcb57e279d7b9a5dfcbbed45cabd8">applyForecast</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>);
<a name="l00830"></a>00830 <span class="comment"></span>
<a name="l00831"></a>00831 <span class="comment"> /** Update the initial value for the alfa parameter. */</span>
<a name="l00832"></a><a class="code" href="a00043.html#a63da877de6790c4276a64b9313390946">00832</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00043.html#a63da877de6790c4276a64b9313390946">setInitialAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00833"></a>00833 {
<a name="l00834"></a>00834 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00835"></a>00835 <span class="stringliteral">"Parameter Croston.initialAlfa must be between 0 and 1"</span>);
<a name="l00836"></a>00836 initial_alfa = x;
<a name="l00837"></a>00837 }
<a name="l00838"></a>00838 <span class="comment"></span>
<a name="l00839"></a>00839 <span class="comment"> /** Update the minimum value for the alfa parameter. */</span>
<a name="l00840"></a><a class="code" href="a00043.html#ad4beefa01700ced1c431affa59f6fe40">00840</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00043.html#ad4beefa01700ced1c431affa59f6fe40">setMinAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00841"></a>00841 {
<a name="l00842"></a>00842 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00843"></a>00843 <span class="stringliteral">"Parameter Croston.minAlfa must be between 0 and 1"</span>);
<a name="l00844"></a>00844 min_alfa = x;
<a name="l00845"></a>00845 }
<a name="l00846"></a>00846 <span class="comment"></span>
<a name="l00847"></a>00847 <span class="comment"> /** Update the maximum value for the alfa parameter. */</span>
<a name="l00848"></a><a class="code" href="a00043.html#a98f0e961200fee3620f044b4968725f6">00848</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00043.html#a98f0e961200fee3620f044b4968725f6">setMaxAlfa</a>(<span class="keywordtype">double</span> x)
<a name="l00849"></a>00849 {
<a name="l00850"></a>00850 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00851"></a>00851 <span class="stringliteral">"Parameter Croston.maxAlfa must be between 0 and 1"</span>);
<a name="l00852"></a>00852 max_alfa = x;
<a name="l00853"></a>00853 }
<a name="l00854"></a>00854 <span class="comment"></span>
<a name="l00855"></a>00855 <span class="comment"> /** Update the minimum intermittence before applying this method. */</span>
<a name="l00856"></a><a class="code" href="a00043.html#aebbcc1ab851ce0a324c09d93f4ac39be">00856</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00043.html#aebbcc1ab851ce0a324c09d93f4ac39be">setMinIntermittence</a>(<span class="keywordtype">double</span> x)
<a name="l00857"></a>00857 {
<a name="l00858"></a>00858 <span class="keywordflow">if</span> (x<0 || x>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00859"></a>00859 <span class="stringliteral">"Parameter Croston.minIntermittence must be between 0 and 1"</span>);
<a name="l00860"></a>00860 min_intermittence = x;
<a name="l00861"></a>00861 }
<a name="l00862"></a>00862 <span class="comment"></span>
<a name="l00863"></a>00863 <span class="comment"> /** Return the minimum intermittence before applying this method. */</span>
<a name="l00864"></a><a class="code" href="a00043.html#a5701eb3d22717ec14451f40d1481d72f">00864</a> <span class="keyword">static</span> <span class="keywordtype">double</span> <a class="code" href="a00043.html#a5701eb3d22717ec14451f40d1481d72f">getMinIntermittence</a>() { <span class="keywordflow">return</span> min_intermittence; }
<a name="l00865"></a>00865
<a name="l00866"></a><a class="code" href="a00043.html#a92db1a691233a916086d87c80d6f6965">00866</a> <span class="keywordtype">string</span> <a class="code" href="a00043.html#a92db1a691233a916086d87c80d6f6965">getName</a>() {<span class="keywordflow">return</span> <span class="stringliteral">"croston"</span>;}
<a name="l00867"></a>00867 };
<a name="l00868"></a>00868
<a name="l00869"></a>00869 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l00870"></a>00870 <span class="comment"> /** Constructor. */</span>
<a name="l00871"></a><a class="code" href="a00072.html#afb0d5d5e9b5b2806a2083876187546e7">00871</a> <span class="keyword">explicit</span> <a class="code" href="a00072.html#afb0d5d5e9b5b2806a2083876187546e7">Forecast</a>(<span class="keyword">const</span> <span class="keywordtype">string</span>& nm)
<a name="l00872"></a>00872 : <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>(nm), calptr(NULL), discrete(true) {<a class="code" href="a00151.html#ae5f2cd7cfa5367e07b3de396fe98fbfd">initType</a>(<a class="code" href="a00072.html#a7c19a634d92660bd4970feb92776d202">metadata</a>);}
<a name="l00873"></a>00873 <span class="comment"></span>
<a name="l00874"></a>00874 <span class="comment"> /** Destructor. */</span>
<a name="l00875"></a>00875 <a class="code" href="a00072.html#a7faf92d7ccc10bd651be84bcb1269088">~Forecast</a>();
<a name="l00876"></a>00876 <span class="comment"></span>
<a name="l00877"></a>00877 <span class="comment"> /** Updates the quantity of the forecast. This method is empty. */</span>
<a name="l00878"></a><a class="code" href="a00072.html#a20c251de879128e73d2c17d2d52d5bf8">00878</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a20c251de879128e73d2c17d2d52d5bf8">setQuantity</a>(<span class="keywordtype">double</span> f)
<a name="l00879"></a>00879 {<span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Can't set quantity of a forecast"</span>);}
<a name="l00880"></a>00880 <span class="comment"></span>
<a name="l00881"></a>00881 <span class="comment"> /** Update the forecast quantity.<br></span>
<a name="l00882"></a>00882 <span class="comment"> * The forecast quantity will be distributed equally among the buckets</span>
<a name="l00883"></a>00883 <span class="comment"> * available between the two dates, taking into account also the bucket</span>
<a name="l00884"></a>00884 <span class="comment"> * weights.<br></span>
<a name="l00885"></a>00885 <span class="comment"> * The logic applied is briefly summarized as follows:</span>
<a name="l00886"></a>00886 <span class="comment"> * - If the daterange has its start and end dates equal, we find the</span>
<a name="l00887"></a>00887 <span class="comment"> * matching forecast bucket and update the quantity.</span>
<a name="l00888"></a>00888 <span class="comment"> * - Otherwise the quantity is distributed among all intersecting</span>
<a name="l00889"></a>00889 <span class="comment"> * forecast buckets. This distribution is considering the weigth of</span>
<a name="l00890"></a>00890 <span class="comment"> * the bucket and the time duration of the bucket.<br></span>
<a name="l00891"></a>00891 <span class="comment"> * The bucket weight is the value specified on the calendar.<br></span>
<a name="l00892"></a>00892 <span class="comment"> * If a forecast bucket only partially overlaps with the daterange</span>
<a name="l00893"></a>00893 <span class="comment"> * only the overlapping time is used as the duration.</span>
<a name="l00894"></a>00894 <span class="comment"> * - If only buckets with zero weigth are found in the daterange a</span>
<a name="l00895"></a>00895 <span class="comment"> * dataexception is thrown. It indicates a situation where forecast</span>
<a name="l00896"></a>00896 <span class="comment"> * is specified for a date where no values are allowed.</span>
<a name="l00897"></a>00897 <span class="comment"> */</span>
<a name="l00898"></a>00898 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a6a95cdf8571fcb91179a215e40f991e2">setTotalQuantity</a>(<span class="keyword">const</span> <a class="code" href="a00050.html" title="This class defines a date-range, i.e. a start-date and end-date pair.">DateRange</a>& , <span class="keywordtype">double</span>);
<a name="l00899"></a>00899
<a name="l00900"></a>00900 <span class="keywordtype">void</span> <a class="code" href="a00072.html#a0d4e1372b309d8a5d1efbe4e8049621c">writeElement</a>(<a class="code" href="a00189.html" title="Base class for writing XML formatted data to an output stream.">XMLOutput</a>*, <span class="keyword">const</span> <a class="code" href="a00096.html" title="This class defines a keyword for the frePPLe data model.">Keyword</a>&, <a class="code" href="a00257.html#a20c2c7e4c6b668e71c154ae3eb18f398">mode</a>=<a class="code" href="a00257.html#a20c2c7e4c6b668e71c154ae3eb18f398a976ad2abb9fd10ca7e48fdff6bef2341">DEFAULT</a>) <span class="keyword">const</span>;
<a name="l00901"></a>00901 <span class="keywordtype">void</span> <a class="code" href="a00072.html#a7684ca786326565eb2f7ceed1a821c5d">endElement</a>(<a class="code" href="a00186.html" title="This class will read in an XML-file and call the appropriate handler functions of...">XMLInput</a>& pIn, <span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>& pAttr, <span class="keyword">const</span> <a class="code" href="a00047.html" title="This abstract class represents a attribute and value pair for updating objects in...">DataElement</a>& pElement);
<a name="l00902"></a>00902 <span class="keywordtype">void</span> <a class="code" href="a00072.html#a79b5db1db684716961db9ff9a45339b2">beginElement</a>(<a class="code" href="a00186.html" title="This class will read in an XML-file and call the appropriate handler functions of...">XMLInput</a>& pIn, <span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>& pAttr);
<a name="l00903"></a>00903 <span class="keyword">static</span> <span class="keywordtype">int</span> <a class="code" href="a00072.html#a9229b49c623cbbb5fd02cdbabfd932f1">initialize</a>();
<a name="l00904"></a>00904 <span class="comment"></span>
<a name="l00905"></a>00905 <span class="comment"> /** Returns whether fractional forecasts are allowed or not.<br></span>
<a name="l00906"></a>00906 <span class="comment"> * The default is true.</span>
<a name="l00907"></a>00907 <span class="comment"> */</span>
<a name="l00908"></a><a class="code" href="a00072.html#a64b5b2b91ee5408e10d8a4e3748ec1f5">00908</a> <span class="keywordtype">bool</span> <a class="code" href="a00072.html#a64b5b2b91ee5408e10d8a4e3748ec1f5">getDiscrete</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> discrete;}
<a name="l00909"></a>00909 <span class="comment"></span>
<a name="l00910"></a>00910 <span class="comment"> /** Updates forecast discreteness flag. */</span>
<a name="l00911"></a>00911 <span class="keywordtype">void</span> <a class="code" href="a00072.html#aec4536cbcd5b29f2e64e71424957c9af">setDiscrete</a>(<span class="keyword">const</span> <span class="keywordtype">bool</span> b);
<a name="l00912"></a>00912 <span class="comment"></span>
<a name="l00913"></a>00913 <span class="comment"> /** Update the item to be planned. */</span>
<a name="l00914"></a>00914 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a0ba4ffe9775982f1fc19cf83725fc92b">setItem</a>(<a class="code" href="a00088.html" title="An item defines the products being planned, sold, stored and/or manufactured. Buffers...">Item</a>*);
<a name="l00915"></a>00915 <span class="comment"></span>
<a name="l00916"></a>00916 <span class="comment"> /** Update the customer. */</span>
<a name="l00917"></a>00917 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a18d60ad7fca9f25a4ac128858a5d4cbb">setCustomer</a>(<a class="code" href="a00044.html" title="This abstracts class represents customers.">Customer</a>*);
<a name="l00918"></a>00918
<a name="l00919"></a>00919 <span class="comment">/* Update the maximum allowed lateness for planning. */</span>
<a name="l00920"></a>00920 <span class="keywordtype">void</span> <a class="code" href="a00072.html#ae193ddfac69b14a22beb71902da11855">setMaxLateness</a>(<a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a>);
<a name="l00921"></a>00921
<a name="l00922"></a>00922 <span class="comment">/* Update the minumum allowed shipment quantity for planning. */</span>
<a name="l00923"></a>00923 <span class="keywordtype">void</span> <a class="code" href="a00072.html#a11c1179973582c27b4ecd4578fc28ec5">setMinShipment</a>(<span class="keywordtype">double</span>);
<a name="l00924"></a>00924 <span class="comment"></span>
<a name="l00925"></a>00925 <span class="comment"> /** Specify a bucket calendar for the forecast. Once forecasted</span>
<a name="l00926"></a>00926 <span class="comment"> * quantities have been entered for the forecast, the calendar</span>
<a name="l00927"></a>00927 <span class="comment"> * can't be updated any more. */</span>
<a name="l00928"></a>00928 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a1cb40a614cc39d2121edba4912fd5847">setCalendar</a>(<a class="code" href="a00013.html" title="This is the class used to represent variables that are varying over time.">Calendar</a>*);
<a name="l00929"></a>00929 <span class="comment"></span>
<a name="l00930"></a>00930 <span class="comment"> /** Returns a reference to the calendar used for this forecast. */</span>
<a name="l00931"></a><a class="code" href="a00072.html#a424607b08d7f501ec1552c65915c407a">00931</a> <a class="code" href="a00013.html" title="This is the class used to represent variables that are varying over time.">Calendar</a>* <a class="code" href="a00072.html#a424607b08d7f501ec1552c65915c407a">getCalendar</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> calptr;}
<a name="l00932"></a>00932 <span class="comment"></span>
<a name="l00933"></a>00933 <span class="comment"> /** Generate a forecast value based on historical demand data.<br></span>
<a name="l00934"></a>00934 <span class="comment"> * This method will call the different forecasting methods and select the</span>
<a name="l00935"></a>00935 <span class="comment"> * method with the lowest smape-error.<br></span>
<a name="l00936"></a>00936 <span class="comment"> * It then asks the selected forecast method to generate a value for</span>
<a name="l00937"></a>00937 <span class="comment"> * each of the time buckets passed.</span>
<a name="l00938"></a>00938 <span class="comment"> */</span>
<a name="l00939"></a>00939 <span class="keywordtype">void</span> <a class="code" href="a00072.html#a5c266d5446015daf35d15abd4ba8368c">generateFutureValues</a>
<a name="l00940"></a>00940 (<span class="keyword">const</span> <span class="keywordtype">double</span>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>[], <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span>, <span class="keywordtype">bool</span>=<span class="keyword">false</span>);
<a name="l00941"></a>00941 <span class="comment"></span>
<a name="l00942"></a>00942 <span class="comment"> /** Updates the due date of the demand. Lower numbers indicate a</span>
<a name="l00943"></a>00943 <span class="comment"> * higher priority level. The method also updates the priority</span>
<a name="l00944"></a>00944 <span class="comment"> * in all buckets.</span>
<a name="l00945"></a>00945 <span class="comment"> */</span>
<a name="l00946"></a>00946 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a54b2e03e9d9ab035783713f9c97abc0c">setPriority</a>(<span class="keywordtype">int</span>);
<a name="l00947"></a>00947 <span class="comment"></span>
<a name="l00948"></a>00948 <span class="comment"> /** Updates the operation being used to plan the demands. */</span>
<a name="l00949"></a>00949 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#acbc8ffab042c9a6ed97c91ab2b92de3e">setOperation</a>(<a class="code" href="a00121.html" title="An operation represents an activity: these consume and produce material, take time...">Operation</a> *);
<a name="l00950"></a>00950 <span class="comment"></span>
<a name="l00951"></a>00951 <span class="comment"> /** Updates the due date of the demand. */</span>
<a name="l00952"></a><a class="code" href="a00072.html#a21bbac33d2f926e3d3dea0fdc969f4a2">00952</a> <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a21bbac33d2f926e3d3dea0fdc969f4a2">setDue</a>(<span class="keyword">const</span> <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a>& d)
<a name="l00953"></a>00953 {<span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Can't set due date of a forecast"</span>);}
<a name="l00954"></a>00954
<a name="l00955"></a><a class="code" href="a00072.html#a305e46fd188147e4461826764b810146">00955</a> <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a>& <a class="code" href="a00072.html#a305e46fd188147e4461826764b810146">getType</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> *<a class="code" href="a00072.html#a7c19a634d92660bd4970feb92776d202">metadata</a>;}
<a name="l00956"></a><a class="code" href="a00072.html#a7c19a634d92660bd4970feb92776d202">00956</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a> *<a class="code" href="a00072.html#a7c19a634d92660bd4970feb92776d202">metadata</a>;
<a name="l00957"></a><a class="code" href="a00072.html#a127ddea713cabf8285ecf36bd3fc47d8">00957</a> <span class="keyword">virtual</span> <span class="keywordtype">size_t</span> <a class="code" href="a00072.html#a127ddea713cabf8285ecf36bd3fc47d8">getSize</a>()<span class="keyword"> const</span>
<a name="l00958"></a>00958 <span class="keyword"> </span>{
<a name="l00959"></a>00959 <span class="keywordflow">return</span> <span class="keyword">sizeof</span>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>) + Demand::extrasize()
<a name="l00960"></a>00960 + 6 * <span class="keyword">sizeof</span>(<span class="keywordtype">void</span>*); <span class="comment">// Approx. size of an entry in forecast dictionary</span>
<a name="l00961"></a>00961 }
<a name="l00962"></a>00962 <span class="comment"></span>
<a name="l00963"></a>00963 <span class="comment"> /** Updates the value of the Customer_Then_Item_Hierarchy module</span>
<a name="l00964"></a>00964 <span class="comment"> * parameter. */</span>
<a name="l00965"></a><a class="code" href="a00072.html#a9a682019b634c8123be516a901134923">00965</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a9a682019b634c8123be516a901134923">setCustomerThenItemHierarchy</a>(<span class="keywordtype">bool</span> b)
<a name="l00966"></a>00966 {Customer_Then_Item_Hierarchy = b;}
<a name="l00967"></a>00967 <span class="comment"></span>
<a name="l00968"></a>00968 <span class="comment"> /** Returns the value of the Customer_Then_Item_Hierarchy module</span>
<a name="l00969"></a>00969 <span class="comment"> * parameter. */</span>
<a name="l00970"></a><a class="code" href="a00072.html#acc9d182a1b93519d933efb15bc12f6f1">00970</a> <span class="keyword">static</span> <span class="keywordtype">bool</span> <a class="code" href="a00072.html#acc9d182a1b93519d933efb15bc12f6f1">getCustomerThenItemHierarchy</a>()
<a name="l00971"></a>00971 {<span class="keywordflow">return</span> Customer_Then_Item_Hierarchy;}
<a name="l00972"></a>00972 <span class="comment"></span>
<a name="l00973"></a>00973 <span class="comment"> /** Updates the value of the Match_Using_Delivery_Operation module</span>
<a name="l00974"></a>00974 <span class="comment"> * parameter. */</span>
<a name="l00975"></a><a class="code" href="a00072.html#a79a8a8ca119816411b29027690dac4c8">00975</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a79a8a8ca119816411b29027690dac4c8">setMatchUsingDeliveryOperation</a>(<span class="keywordtype">bool</span> b)
<a name="l00976"></a>00976 {Match_Using_Delivery_Operation = b;}
<a name="l00977"></a>00977 <span class="comment"></span>
<a name="l00978"></a>00978 <span class="comment"> /** Returns the value of the Match_Using_Delivery_Operation module</span>
<a name="l00979"></a>00979 <span class="comment"> * parameter. */</span>
<a name="l00980"></a><a class="code" href="a00072.html#ade90bb03d2f7b17823c1f1bb9cd31c8b">00980</a> <span class="keyword">static</span> <span class="keywordtype">bool</span> <a class="code" href="a00072.html#ade90bb03d2f7b17823c1f1bb9cd31c8b">getMatchUsingDeliveryOperation</a>()
<a name="l00981"></a>00981 {<span class="keywordflow">return</span> Match_Using_Delivery_Operation;}
<a name="l00982"></a>00982 <span class="comment"></span>
<a name="l00983"></a>00983 <span class="comment"> /** Updates the value of the Net_Early module parameter. */</span>
<a name="l00984"></a><a class="code" href="a00072.html#a36c559c85204aec25db8c12de3e5df08">00984</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a36c559c85204aec25db8c12de3e5df08">setNetEarly</a>(<a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> t) {Net_Early = t;}
<a name="l00985"></a>00985 <span class="comment"></span>
<a name="l00986"></a>00986 <span class="comment"> /** Returns the value of the Net_Early module parameter. */</span>
<a name="l00987"></a><a class="code" href="a00072.html#aa50e97b7aec516ba64c9ae86bc615c30">00987</a> <span class="keyword">static</span> <a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> <a class="code" href="a00072.html#aa50e97b7aec516ba64c9ae86bc615c30">getNetEarly</a>() {<span class="keywordflow">return</span> Net_Early;}
<a name="l00988"></a>00988 <span class="comment"></span>
<a name="l00989"></a>00989 <span class="comment"> /** Updates the value of the Net_Late module parameter. */</span>
<a name="l00990"></a><a class="code" href="a00072.html#aaf797aaa2b52372ea57690b95338dec5">00990</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#aaf797aaa2b52372ea57690b95338dec5">setNetLate</a>(<a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> t) {Net_Late = t;}
<a name="l00991"></a>00991 <span class="comment"></span>
<a name="l00992"></a>00992 <span class="comment"> /** Returns the value of the Net_Late module parameter. */</span>
<a name="l00993"></a><a class="code" href="a00072.html#a4ae1efae848a4909e634c55d1088c3e3">00993</a> <span class="keyword">static</span> <a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> <a class="code" href="a00072.html#a4ae1efae848a4909e634c55d1088c3e3">getNetLate</a>() {<span class="keywordflow">return</span> Net_Late;}
<a name="l00994"></a>00994 <span class="comment"></span>
<a name="l00995"></a>00995 <span class="comment"> /** Updates the value of the Forecast.smapeAlfa module parameter. */</span>
<a name="l00996"></a><a class="code" href="a00072.html#ad99513d98ab5bec28e6427301af67ff7">00996</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#ad99513d98ab5bec28e6427301af67ff7">setForecastSmapeAlfa</a>(<span class="keywordtype">double</span> t)
<a name="l00997"></a>00997 {
<a name="l00998"></a>00998 <span class="keywordflow">if</span> (t<=0.5 || t>1.0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l00999"></a>00999 <span class="stringliteral">"Parameter Forecast.smapeAlfa must be between 0.5 and 1.0"</span>
<a name="l01000"></a>01000 );
<a name="l01001"></a>01001 Forecast_SmapeAlfa = t;
<a name="l01002"></a>01002 }
<a name="l01003"></a>01003 <span class="comment"></span>
<a name="l01004"></a>01004 <span class="comment"> /** Returns the value of the Forecast_Iterations module parameter. */</span>
<a name="l01005"></a><a class="code" href="a00072.html#a37beb97f7441b3f382c347713e788635">01005</a> <span class="keyword">static</span> <span class="keywordtype">double</span> <a class="code" href="a00072.html#a37beb97f7441b3f382c347713e788635">getForecastSmapeAlfa</a>() {<span class="keywordflow">return</span> Forecast_SmapeAlfa;}
<a name="l01006"></a>01006 <span class="comment"></span>
<a name="l01007"></a>01007 <span class="comment"> /** Updates the value of the Forecast_Iterations module parameter. */</span>
<a name="l01008"></a><a class="code" href="a00072.html#a9aa43156daca80fabd31a8eda3a7953b">01008</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a9aa43156daca80fabd31a8eda3a7953b">setForecastIterations</a>(<span class="keywordtype">unsigned</span> <span class="keywordtype">long</span> t)
<a name="l01009"></a>01009 {
<a name="l01010"></a>01010 <span class="keywordflow">if</span> (t<=0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l01011"></a>01011 <span class="stringliteral">"Parameter Forecast.Iterations must be bigger than 0"</span>
<a name="l01012"></a>01012 );
<a name="l01013"></a>01013 Forecast_Iterations = t;
<a name="l01014"></a>01014 }
<a name="l01015"></a>01015 <span class="comment"></span>
<a name="l01016"></a>01016 <span class="comment"> /** Returns the value of the Forecast_Iterations module parameter. */</span>
<a name="l01017"></a><a class="code" href="a00072.html#af9ea44ab209fecd114b9f111d2b65634">01017</a> <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">long</span> <a class="code" href="a00072.html#af9ea44ab209fecd114b9f111d2b65634">getForecastIterations</a>() {<span class="keywordflow">return</span> Forecast_Iterations;}
<a name="l01018"></a>01018 <span class="comment"></span>
<a name="l01019"></a>01019 <span class="comment"> /** Updates the value of the Forecast_Skip module parameter. */</span>
<a name="l01020"></a><a class="code" href="a00072.html#a548a0ea736e34c1aee9b49c447e1ce8d">01020</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00072.html#a548a0ea736e34c1aee9b49c447e1ce8d">setForecastSkip</a>(<span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> t)
<a name="l01021"></a>01021 {
<a name="l01022"></a>01022 <span class="keywordflow">if</span> (t<0) <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(
<a name="l01023"></a>01023 <span class="stringliteral">"Parameter Forecast.Skip must be bigger than or equal to 0"</span>
<a name="l01024"></a>01024 );
<a name="l01025"></a>01025 Forecast_Skip = t;
<a name="l01026"></a>01026 }
<a name="l01027"></a>01027 <span class="comment"></span>
<a name="l01028"></a>01028 <span class="comment"> /** Return the number of timeseries values used to initialize the</span>
<a name="l01029"></a>01029 <span class="comment"> * algorithm. The forecast error is not counted for these buckets.</span>
<a name="l01030"></a>01030 <span class="comment"> */</span>
<a name="l01031"></a><a class="code" href="a00072.html#abbe52d034dbfb502470864b0b7597e0c">01031</a> <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> <a class="code" href="a00072.html#abbe52d034dbfb502470864b0b7597e0c">getForecastSkip</a>() {<span class="keywordflow">return</span> Forecast_Skip;}
<a name="l01032"></a>01032 <span class="comment"></span>
<a name="l01033"></a>01033 <span class="comment"> /** A data type to maintain a dictionary of all forecasts. */</span>
<a name="l01034"></a><a class="code" href="a00072.html#ade83ca6c4de33b144fc105946fe2d658">01034</a> <span class="keyword">typedef</span> multimap < pair<const Item*, const Customer*>, <a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* > <a class="code" href="a00072.html#ade83ca6c4de33b144fc105946fe2d658">MapOfForecasts</a>;
<a name="l01035"></a>01035 <span class="comment"></span>
<a name="l01036"></a>01036 <span class="comment"> /** Callback function, used for prevent a calendar from being deleted when it</span>
<a name="l01037"></a>01037 <span class="comment"> * is used for an uninitialized forecast. */</span>
<a name="l01038"></a>01038 <span class="keyword">static</span> <span class="keywordtype">bool</span> <a class="code" href="a00072.html#a12d3e0aad8d9085fbc02e68dbadf7f53">callback</a>(<a class="code" href="a00013.html" title="This is the class used to represent variables that are varying over time.">Calendar</a>*, <span class="keyword">const</span> <a class="code" href="a00257.html#aec6d4a238b0cd9ffc8be8f10fd9b652f">Signal</a>);
<a name="l01039"></a>01039 <span class="comment"></span>
<a name="l01040"></a>01040 <span class="comment"> /** Return a reference to a dictionary with all forecast objects. */</span>
<a name="l01041"></a><a class="code" href="a00072.html#a4062b872861478cadece93e57748c7ea">01041</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00072.html#ade83ca6c4de33b144fc105946fe2d658">MapOfForecasts</a>& <a class="code" href="a00072.html#a4062b872861478cadece93e57748c7ea">getForecasts</a>() {<span class="keywordflow">return</span> ForecastDictionary;}
<a name="l01042"></a>01042
<a name="l01043"></a>01043 <span class="keyword">virtual</span> PyObject* <a class="code" href="a00072.html#aec8f8c238a8cb202cd176332b71ebd3b">getattro</a>(<span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>&);
<a name="l01044"></a>01044 <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="a00072.html#a2427de0bf9ce7f2ca779b8740deced52">setattro</a>(<span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>&, <span class="keyword">const</span> <a class="code" href="a00154.html" title="This class handles two-way translation between the data types in C++ and Python.">PythonObject</a>&);
<a name="l01045"></a>01045 <span class="keyword">static</span> PyObject* <a class="code" href="a00072.html#a79267a1541b64718bf9136554d94441e">timeseries</a>(PyObject *, PyObject *);
<a name="l01046"></a>01046
<a name="l01047"></a>01047 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l01048"></a>01048 <span class="comment"> /** Initializion of a forecast.<br></span>
<a name="l01049"></a>01049 <span class="comment"> * It creates demands for each bucket of the calendar.</span>
<a name="l01050"></a>01050 <span class="comment"> */</span>
<a name="l01051"></a>01051 <span class="keywordtype">void</span> instantiate();
<a name="l01052"></a>01052 <span class="comment"></span>
<a name="l01053"></a>01053 <span class="comment"> /** A void calendar to define the time buckets. */</span>
<a name="l01054"></a>01054 <a class="code" href="a00013.html" title="This is the class used to represent variables that are varying over time.">Calendar</a>* calptr;
<a name="l01055"></a>01055 <span class="comment"></span>
<a name="l01056"></a>01056 <span class="comment"> /** Flags whether fractional forecasts are allowed. */</span>
<a name="l01057"></a>01057 <span class="keywordtype">bool</span> discrete;
<a name="l01058"></a>01058 <span class="comment"></span>
<a name="l01059"></a>01059 <span class="comment"> /** A dictionary of all forecasts. */</span>
<a name="l01060"></a>01060 <span class="keyword">static</span> <a class="code" href="a00072.html#ade83ca6c4de33b144fc105946fe2d658">MapOfForecasts</a> ForecastDictionary;
<a name="l01061"></a>01061 <span class="comment"></span>
<a name="l01062"></a>01062 <span class="comment"> /** Controls how we search the customer and item levels when looking for a</span>
<a name="l01063"></a>01063 <span class="comment"> * matching forecast for a demand.</span>
<a name="l01064"></a>01064 <span class="comment"> */</span>
<a name="l01065"></a>01065 <span class="keyword">static</span> <span class="keywordtype">bool</span> Customer_Then_Item_Hierarchy;
<a name="l01066"></a>01066 <span class="comment"></span>
<a name="l01067"></a>01067 <span class="comment"> /** Controls whether or not a matching delivery operation is required</span>
<a name="l01068"></a>01068 <span class="comment"> * between a matching order and its forecast.</span>
<a name="l01069"></a>01069 <span class="comment"> */</span>
<a name="l01070"></a>01070 <span class="keyword">static</span> <span class="keywordtype">bool</span> Match_Using_Delivery_Operation;
<a name="l01071"></a>01071 <span class="comment"></span>
<a name="l01072"></a>01072 <span class="comment"> /** Store the maximum time difference between an order due date and a</span>
<a name="l01073"></a>01073 <span class="comment"> * forecast bucket to net from.<br></span>
<a name="l01074"></a>01074 <span class="comment"> * The default value is 0, meaning that only netting from the due</span>
<a name="l01075"></a>01075 <span class="comment"> * bucket is allowed.</span>
<a name="l01076"></a>01076 <span class="comment"> */</span>
<a name="l01077"></a>01077 <span class="keyword">static</span> <a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> Net_Late;
<a name="l01078"></a>01078 <span class="comment"></span>
<a name="l01079"></a>01079 <span class="comment"> /** Store the maximum time difference between an order due date and a</span>
<a name="l01080"></a>01080 <span class="comment"> * forecast bucket to net from.<br></span>
<a name="l01081"></a>01081 <span class="comment"> * The default value is 0, meaning that only netting from the due</span>
<a name="l01082"></a>01082 <span class="comment"> * bucket is allowed.</span>
<a name="l01083"></a>01083 <span class="comment"> */</span>
<a name="l01084"></a>01084 <span class="keyword">static</span> <a class="code" href="a00179.html" title="This class represents a time duration with an accuracy of one second.">TimePeriod</a> Net_Early;
<a name="l01085"></a>01085 <span class="comment"></span>
<a name="l01086"></a>01086 <span class="comment"> /** Specifies the maximum number of iterations allowed for a forecast</span>
<a name="l01087"></a>01087 <span class="comment"> * method to tune its parameters.<br></span>
<a name="l01088"></a>01088 <span class="comment"> * Only positive values are allowed and the default value is 10.<br></span>
<a name="l01089"></a>01089 <span class="comment"> * Set the parameter to 1 to disable the tuning and generate a</span>
<a name="l01090"></a>01090 <span class="comment"> * forecast based on the user-supplied parameters.</span>
<a name="l01091"></a>01091 <span class="comment"> */</span>
<a name="l01092"></a>01092 <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">long</span> Forecast_Iterations;
<a name="l01093"></a>01093 <span class="comment"></span>
<a name="l01094"></a>01094 <span class="comment"> /** Specifies how the sMAPE forecast error is weighted for different time</span>
<a name="l01095"></a>01095 <span class="comment"> * buckets. The SMAPE value in the most recent bucket is 1.0, and the</span>
<a name="l01096"></a>01096 <span class="comment"> * weight decreases exponentially for earlier buckets.<br></span>
<a name="l01097"></a>01097 <span class="comment"> * Acceptable values are in the interval 0.5 and 1.0, and the default</span>
<a name="l01098"></a>01098 <span class="comment"> * is 0.95.</span>
<a name="l01099"></a>01099 <span class="comment"> */</span>
<a name="l01100"></a>01100 <span class="keyword">static</span> <span class="keywordtype">double</span> Forecast_SmapeAlfa;
<a name="l01101"></a>01101 <span class="comment"></span>
<a name="l01102"></a>01102 <span class="comment"> /** Number of warmup periods.<br></span>
<a name="l01103"></a>01103 <span class="comment"> * These periods are used for the initialization of the algorithm</span>
<a name="l01104"></a>01104 <span class="comment"> * and don't count towards measuring the forecast error.<br></span>
<a name="l01105"></a>01105 <span class="comment"> * The default value is 5.</span>
<a name="l01106"></a>01106 <span class="comment"> */</span>
<a name="l01107"></a>01107 <span class="keyword">static</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">long</span> Forecast_Skip;
<a name="l01108"></a>01108 };
<a name="l01109"></a>01109
<a name="l01110"></a>01110 <span class="comment"></span>
<a name="l01111"></a>01111 <span class="comment">/** @brief This class represents a forecast value in a time bucket.</span>
<a name="l01112"></a>01112 <span class="comment"> *</span>
<a name="l01113"></a>01113 <span class="comment"> * A forecast bucket is never manipulated or created directly. Instead,</span>
<a name="l01114"></a>01114 <span class="comment"> * the owning forecast manages the buckets.</span>
<a name="l01115"></a>01115 <span class="comment"> */</span>
<a name="l01116"></a><a class="code" href="a00073.html">01116</a> <span class="keyword">class </span><a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a> : <span class="keyword">public</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>
<a name="l01117"></a>01117 {
<a name="l01118"></a>01118 <span class="keyword">public</span>:
<a name="l01119"></a><a class="code" href="a00073.html#a078a7de0bed94630056b55f9cdb573d6">01119</a> <a class="code" href="a00073.html#a078a7de0bed94630056b55f9cdb573d6">ForecastBucket</a>(<a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* f, <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a> d, <a class="code" href="a00049.html" title="This class represents a date and time with an accuracy of one second.">Date</a> e, <span class="keywordtype">double</span> w, <a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>* p)
<a name="l01120"></a>01120 : <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>(f-><a class="code" href="a00182.html#a7416ca220c55147bc1276becc5b9de01">getName</a>() + <span class="stringliteral">" - "</span> + string(d)), weight(w), consumed(0.0),
<a name="l01121"></a>01121 total(0.0), timebucket(d,e), prev(p), next(NULL)
<a name="l01122"></a>01122 {
<a name="l01123"></a>01123 <span class="keywordflow">if</span> (p) p->next = <span class="keyword">this</span>;
<a name="l01124"></a>01124 <a class="code" href="a00083.html#a9072d43b9a5670ce1492f55fefdc4b7f">setOwner</a>(f);
<a name="l01125"></a>01125 <a class="code" href="a00051.html#af65092d13aaae8e22c4abd4a237d2487">setHidden</a>(<span class="keyword">true</span>); <span class="comment">// Avoid the subdemands show up in the output</span>
<a name="l01126"></a>01126 <a class="code" href="a00051.html#aa2bfc3f01d040192cf349d1bfea17b29">setItem</a>(&*(f-><a class="code" href="a00051.html#a49f5ca2d8cf91112c41c1eaa04626889">getItem</a>()));
<a name="l01127"></a>01127 <a class="code" href="a00051.html#ab7e11396a926ea97fba9a9315056fc97">setDue</a>(DueAtEndOfBucket ? e : d);
<a name="l01128"></a>01128 <a class="code" href="a00051.html#a29ef2081cf45fca6f53b2d889bee34e7">setPriority</a>(f-><a class="code" href="a00051.html#a312655c39f5d5acc4db3676c9a741a45">getPriority</a>());
<a name="l01129"></a>01129 <a class="code" href="a00051.html#a05c3c8c616a855d9ed7040c02973d430">setMaxLateness</a>(f-><a class="code" href="a00051.html#a654d21757dbce28956747a52952d8c08">getMaxLateness</a>());
<a name="l01130"></a>01130 <a class="code" href="a00051.html#a9d96243257e687a3fdfbec4f26460410">setMinShipment</a>(f-><a class="code" href="a00051.html#a26550f7a85971d7a1280dc3691d96782">getMinShipment</a>());
<a name="l01131"></a>01131 <a class="code" href="a00051.html#a398da610ab57b4166a386198606f9c49">setOperation</a>(&*(f-><a class="code" href="a00051.html#a34558d9117ff82e4c84cbccf99334db1">getOperation</a>()));
<a name="l01132"></a>01132 <a class="code" href="a00151.html#ae5f2cd7cfa5367e07b3de396fe98fbfd">initType</a>(<a class="code" href="a00073.html#ae08822e2f5a92d979c1b821666eacc9e">metadata</a>);
<a name="l01133"></a>01133 }
<a name="l01134"></a><a class="code" href="a00073.html#a5cea298c43e94dfb24844c4ed8c071ba">01134</a> <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a>& <a class="code" href="a00073.html#a5cea298c43e94dfb24844c4ed8c071ba">getType</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> *<a class="code" href="a00073.html#ae08822e2f5a92d979c1b821666eacc9e">metadata</a>;}
<a name="l01135"></a><a class="code" href="a00073.html#ae08822e2f5a92d979c1b821666eacc9e">01135</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a> *<a class="code" href="a00073.html#ae08822e2f5a92d979c1b821666eacc9e">metadata</a>;
<a name="l01136"></a><a class="code" href="a00073.html#ac332e127008fd13e49627a000fd08cb4">01136</a> <span class="keyword">virtual</span> <span class="keywordtype">size_t</span> <a class="code" href="a00073.html#ac332e127008fd13e49627a000fd08cb4">getSize</a>()<span class="keyword"> const</span>
<a name="l01137"></a>01137 <span class="keyword"> </span>{
<a name="l01138"></a>01138 <span class="keywordflow">return</span> <span class="keyword">sizeof</span>(<a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>) + Demand::extrasize();
<a name="l01139"></a>01139 }
<a name="l01140"></a>01140 <span class="comment"></span>
<a name="l01141"></a>01141 <span class="comment"> /** Returns the relative weight of this forecast bucket when distributing</span>
<a name="l01142"></a>01142 <span class="comment"> * forecast over different buckets.</span>
<a name="l01143"></a>01143 <span class="comment"> */</span>
<a name="l01144"></a><a class="code" href="a00073.html#aa39b372e48be5f516cb364ed0d025635">01144</a> <span class="keywordtype">double</span> <a class="code" href="a00073.html#aa39b372e48be5f516cb364ed0d025635">getWeight</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> weight;}
<a name="l01145"></a>01145 <span class="comment"></span>
<a name="l01146"></a>01146 <span class="comment"> /** Returns the total, gross forecast. */</span>
<a name="l01147"></a><a class="code" href="a00073.html#ad8b6e29264104892adfafdc78e8e17db">01147</a> <span class="keywordtype">double</span> <a class="code" href="a00073.html#ad8b6e29264104892adfafdc78e8e17db">getTotal</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> total;}
<a name="l01148"></a>01148 <span class="comment"></span>
<a name="l01149"></a>01149 <span class="comment"> /** Returns the consumed forecast. */</span>
<a name="l01150"></a><a class="code" href="a00073.html#a501b4d69cf41b838649a50eb2aef4c9c">01150</a> <span class="keywordtype">double</span> <a class="code" href="a00073.html#a501b4d69cf41b838649a50eb2aef4c9c">getConsumed</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> consumed;}
<a name="l01151"></a>01151 <span class="comment"></span>
<a name="l01152"></a>01152 <span class="comment"> /** Update the weight of this forecasting bucket. */</span>
<a name="l01153"></a><a class="code" href="a00073.html#acedef7dd335c933fa119d335d8a6df20">01153</a> <span class="keywordtype">void</span> <a class="code" href="a00073.html#acedef7dd335c933fa119d335d8a6df20">setWeight</a>(<span class="keywordtype">double</span> n)
<a name="l01154"></a>01154 {
<a name="l01155"></a>01155 <span class="keywordflow">if</span> (n<0)
<a name="l01156"></a>01156 <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Forecast bucket weight must be greater or equal to 0"</span>);
<a name="l01157"></a>01157 weight = n;
<a name="l01158"></a>01158 }
<a name="l01159"></a>01159 <span class="comment"></span>
<a name="l01160"></a>01160 <span class="comment"> /** Increment the total, gross forecast. */</span>
<a name="l01161"></a><a class="code" href="a00073.html#a3f19f8587d8748ff1c922f903a743c62">01161</a> <span class="keywordtype">void</span> <a class="code" href="a00073.html#a3f19f8587d8748ff1c922f903a743c62">incTotal</a>(<span class="keywordtype">double</span> n)
<a name="l01162"></a>01162 {
<a name="l01163"></a>01163 total += n;
<a name="l01164"></a>01164 <span class="keywordflow">if</span> (total<0) total = 0.0;
<a name="l01165"></a>01165 <a class="code" href="a00051.html#a6b360869bb62967207341c419dc85e95">setQuantity</a>(total>consumed ? total - consumed : 0.0);
<a name="l01166"></a>01166 }
<a name="l01167"></a>01167 <span class="comment"></span>
<a name="l01168"></a>01168 <span class="comment"> /** Update the total, gross forecast. */</span>
<a name="l01169"></a><a class="code" href="a00073.html#a7efb5987d5d43cce60d9b36312c16b18">01169</a> <span class="keywordtype">void</span> <a class="code" href="a00073.html#a7efb5987d5d43cce60d9b36312c16b18">setTotal</a>(<span class="keywordtype">double</span> n)
<a name="l01170"></a>01170 {
<a name="l01171"></a>01171 <span class="keywordflow">if</span> (n<0)
<a name="l01172"></a>01172 <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Gross forecast must be greater or equal to 0"</span>);
<a name="l01173"></a>01173 <span class="keywordflow">if</span> (total == n) <span class="keywordflow">return</span>;
<a name="l01174"></a>01174 total = n;
<a name="l01175"></a>01175 <a class="code" href="a00051.html#a6b360869bb62967207341c419dc85e95">setQuantity</a>(total>consumed ? total - consumed : 0.0);
<a name="l01176"></a>01176 }
<a name="l01177"></a>01177 <span class="comment"></span>
<a name="l01178"></a>01178 <span class="comment"> /** Increment the consumed forecast. */</span>
<a name="l01179"></a><a class="code" href="a00073.html#a82661159f830efafdeac5d3fdfe7c20f">01179</a> <span class="keywordtype">void</span> <a class="code" href="a00073.html#a82661159f830efafdeac5d3fdfe7c20f">incConsumed</a>(<span class="keywordtype">double</span> n)
<a name="l01180"></a>01180 {
<a name="l01181"></a>01181 consumed += n;
<a name="l01182"></a>01182 <span class="keywordflow">if</span> (consumed<0) consumed = 0.0;
<a name="l01183"></a>01183 <a class="code" href="a00051.html#a6b360869bb62967207341c419dc85e95">setQuantity</a>(total>consumed ? total - consumed : 0.0);
<a name="l01184"></a>01184 }
<a name="l01185"></a>01185 <span class="comment"></span>
<a name="l01186"></a>01186 <span class="comment"> /** Update the consumed forecast.<br></span>
<a name="l01187"></a>01187 <span class="comment"> * This field is normally updated through the forecast netting solver, but</span>
<a name="l01188"></a>01188 <span class="comment"> * you can use this method to update it directly.</span>
<a name="l01189"></a>01189 <span class="comment"> */</span>
<a name="l01190"></a><a class="code" href="a00073.html#a9cf95fd6e0d3db71d9b63a742c9cec94">01190</a> <span class="keywordtype">void</span> <a class="code" href="a00073.html#a9cf95fd6e0d3db71d9b63a742c9cec94">setConsumed</a>(<span class="keywordtype">double</span> n)
<a name="l01191"></a>01191 {
<a name="l01192"></a>01192 <span class="keywordflow">if</span> (n<0)
<a name="l01193"></a>01193 <span class="keywordflow">throw</span> <a class="code" href="a00048.html" title="An exception of this type is thrown when data errors are found.">DataException</a>(<span class="stringliteral">"Consumed forecast must be greater or equal to 0"</span>);
<a name="l01194"></a>01194 <span class="keywordflow">if</span> (consumed == n) <span class="keywordflow">return</span>;
<a name="l01195"></a>01195 consumed = n;
<a name="l01196"></a>01196 <a class="code" href="a00051.html#a6b360869bb62967207341c419dc85e95">setQuantity</a>(total>consumed ? total - consumed : 0.0);
<a name="l01197"></a>01197 }
<a name="l01198"></a>01198 <span class="comment"></span>
<a name="l01199"></a>01199 <span class="comment"> /** Return the date range for this bucket. */</span>
<a name="l01200"></a><a class="code" href="a00073.html#a86fcfc356492a8ad2ec2a07219331eb7">01200</a> <a class="code" href="a00050.html" title="This class defines a date-range, i.e. a start-date and end-date pair.">DateRange</a> <a class="code" href="a00073.html#a86fcfc356492a8ad2ec2a07219331eb7">getDueRange</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> timebucket;}
<a name="l01201"></a>01201 <span class="comment"></span>
<a name="l01202"></a>01202 <span class="comment"> /** Return a pointer to the next forecast bucket. */</span>
<a name="l01203"></a><a class="code" href="a00073.html#af04c755acad6ee9635f4729d80ba215b">01203</a> <a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>* <a class="code" href="a00073.html#af04c755acad6ee9635f4729d80ba215b">getNextBucket</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> next;}
<a name="l01204"></a>01204 <span class="comment"></span>
<a name="l01205"></a>01205 <span class="comment"> /** Return a pointer to the previous forecast bucket. */</span>
<a name="l01206"></a><a class="code" href="a00073.html#aa76a0abad5e7ba73b4b29c7cc9208f91">01206</a> <a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>* <a class="code" href="a00073.html#aa76a0abad5e7ba73b4b29c7cc9208f91">getPreviousBucket</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> prev;}
<a name="l01207"></a>01207 <span class="comment"></span>
<a name="l01208"></a>01208 <span class="comment"> /** A flag to mark whether forecast is due at the start or at the end of a </span>
<a name="l01209"></a>01209 <span class="comment"> * bucket.<br></span>
<a name="l01210"></a>01210 <span class="comment"> * The default is false, ie due at the start of the bucket.</span>
<a name="l01211"></a>01211 <span class="comment"> */</span>
<a name="l01212"></a><a class="code" href="a00073.html#a57a164c790dd16395aaea813adbcb0d0">01212</a> <span class="keyword">static</span> <span class="keywordtype">void</span> <a class="code" href="a00073.html#a57a164c790dd16395aaea813adbcb0d0">setDueAtEndOfBucket</a>(<span class="keywordtype">bool</span> b) {DueAtEndOfBucket = b;}
<a name="l01213"></a>01213
<a name="l01214"></a>01214 <span class="keyword">virtual</span> PyObject* <a class="code" href="a00073.html#ade3f84f6ad92522fff6f76792b24c796">getattro</a>(<span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>&);
<a name="l01215"></a>01215 <span class="keyword">virtual</span> <span class="keywordtype">int</span> <a class="code" href="a00073.html#ab457351555ddc014de20f2412411ea49">setattro</a>(<span class="keyword">const</span> <a class="code" href="a00002.html" title="A class to model keyword instances.">Attribute</a>&, <span class="keyword">const</span> <a class="code" href="a00154.html" title="This class handles two-way translation between the data types in C++ and Python.">PythonObject</a>&);
<a name="l01216"></a>01216 <span class="keyword">static</span> <span class="keywordtype">int</span> <a class="code" href="a00073.html#ae569e5dc37d82f7e96a85b793965863b">initialize</a>();
<a name="l01217"></a>01217
<a name="l01218"></a>01218 <span class="keyword">private</span>:
<a name="l01219"></a>01219 <span class="keywordtype">double</span> weight;
<a name="l01220"></a>01220 <span class="keywordtype">double</span> consumed;
<a name="l01221"></a>01221 <span class="keywordtype">double</span> total;
<a name="l01222"></a>01222 <a class="code" href="a00050.html" title="This class defines a date-range, i.e. a start-date and end-date pair.">DateRange</a> timebucket;
<a name="l01223"></a>01223 <a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>* prev;
<a name="l01224"></a>01224 <a class="code" href="a00073.html" title="This class represents a forecast value in a time bucket.">ForecastBucket</a>* next;
<a name="l01225"></a>01225 <span class="comment"></span>
<a name="l01226"></a>01226 <span class="comment"> /** A flag to mark whether forecast is due at the start or at the end of a </span>
<a name="l01227"></a>01227 <span class="comment"> * bucket. */</span>
<a name="l01228"></a>01228 <span class="keyword">static</span> <span class="keywordtype">bool</span> DueAtEndOfBucket;
<a name="l01229"></a>01229 };
<a name="l01230"></a>01230
<a name="l01231"></a>01231 <span class="comment"></span>
<a name="l01232"></a>01232 <span class="comment">/** @brief Implementation of a forecast netting algorithm.</span>
<a name="l01233"></a>01233 <span class="comment"> *</span>
<a name="l01234"></a>01234 <span class="comment"> * As customer orders are being received they need to be deducted from</span>
<a name="l01235"></a>01235 <span class="comment"> * the forecast to avoid double-counting demand.</span>
<a name="l01236"></a>01236 <span class="comment"> *</span>
<a name="l01237"></a>01237 <span class="comment"> * The netting solver will process each order as follows:</span>
<a name="l01238"></a>01238 <span class="comment"> * - <b>First search for a matching forecast.</b><br></span>
<a name="l01239"></a>01239 <span class="comment"> * A matching forecast has the same item and customer as the order.<br></span>
<a name="l01240"></a>01240 <span class="comment"> * If no match is found at this level, a match is tried at higher levels</span>
<a name="l01241"></a>01241 <span class="comment"> * of the customer and item.<br></span>
<a name="l01242"></a>01242 <span class="comment"> * Ultimately a match is tried with a empty customer or item field.</span>
<a name="l01243"></a>01243 <span class="comment"> * - <b>Next, the remaining net quantity of the forecast is decreased.</b><br></span>
<a name="l01244"></a>01244 <span class="comment"> * The forecast bucket to be reduced is the one where the order is due.<br></span>
<a name="l01245"></a>01245 <span class="comment"> * If the net quantity is already completely depleted in that bucket</span>
<a name="l01246"></a>01246 <span class="comment"> * the solver will look in earlier and later buckets. The parameters</span>
<a name="l01247"></a>01247 <span class="comment"> * Net_Early and Net_Late control the limits for the search in the</span>
<a name="l01248"></a>01248 <span class="comment"> * time dimension.</span>
<a name="l01249"></a>01249 <span class="comment"> *</span>
<a name="l01250"></a>01250 <span class="comment"> * The logging levels have the following meaning:</span>
<a name="l01251"></a>01251 <span class="comment"> * - 0: Silent operation. Default logging level.</span>
<a name="l01252"></a>01252 <span class="comment"> * - 1: Log demands being netted and the matching forecast.</span>
<a name="l01253"></a>01253 <span class="comment"> * - 2: Same as 1, plus details on forecast buckets being netted.</span>
<a name="l01254"></a>01254 <span class="comment"> */</span>
<a name="l01255"></a><a class="code" href="a00075.html">01255</a> <span class="keyword">class </span><a class="code" href="a00075.html" title="Implementation of a forecast netting algorithm.">ForecastSolver</a> : <span class="keyword">public</span> <a class="code" href="a00171.html" title="This class is an implementation of the &quot;visitor&quot; design pattern. It is...">Solver</a>
<a name="l01256"></a>01256 {
<a name="l01257"></a><a class="code" href="a00075.html#a389e65d6271cd01947baca4c83e8b809">01257</a> <span class="keyword">friend</span> <span class="keyword">class </span><a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>;
<a name="l01258"></a>01258 <span class="keyword">public</span>:<span class="comment"></span>
<a name="l01259"></a>01259 <span class="comment"> /** Constructor. */</span>
<a name="l01260"></a><a class="code" href="a00075.html#a1993b597690552b059baca93f0181f2b">01260</a> <a class="code" href="a00075.html#a1993b597690552b059baca93f0181f2b">ForecastSolver</a>(<span class="keyword">const</span> <span class="keywordtype">string</span>& n) : <a class="code" href="a00171.html" title="This class is an implementation of the &quot;visitor&quot; design pattern. It is...">Solver</a>(n) {<a class="code" href="a00151.html#ae5f2cd7cfa5367e07b3de396fe98fbfd">initType</a>(<a class="code" href="a00075.html#a4927b0e91b356b353486a68be54411a0">metadata</a>);}
<a name="l01261"></a>01261 <span class="comment"></span>
<a name="l01262"></a>01262 <span class="comment"> /** This method handles the search for a matching forecast, followed</span>
<a name="l01263"></a>01263 <span class="comment"> * by decreasing the net forecast.</span>
<a name="l01264"></a>01264 <span class="comment"> */</span>
<a name="l01265"></a>01265 <span class="keywordtype">void</span> <a class="code" href="a00075.html#ae732b3df58aae09f8edf43409d288632">solve</a>(<span class="keyword">const</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>*, <span class="keywordtype">void</span>* = NULL);
<a name="l01266"></a>01266 <span class="comment"></span>
<a name="l01267"></a>01267 <span class="comment"> /** This is the main solver method that will appropriately call the other</span>
<a name="l01268"></a>01268 <span class="comment"> * solve methods.<br></span>
<a name="l01269"></a>01269 <span class="comment"> */</span>
<a name="l01270"></a>01270 <span class="keywordtype">void</span> <a class="code" href="a00075.html#ae732b3df58aae09f8edf43409d288632">solve</a>(<span class="keywordtype">void</span> *v = NULL);
<a name="l01271"></a>01271
<a name="l01272"></a><a class="code" href="a00075.html#af578993f598ddfbcd14243a211347a75">01272</a> <span class="keyword">virtual</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a>& <a class="code" href="a00075.html#af578993f598ddfbcd14243a211347a75">getType</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> *<a class="code" href="a00075.html#a4927b0e91b356b353486a68be54411a0">metadata</a>;}
<a name="l01273"></a><a class="code" href="a00075.html#a4927b0e91b356b353486a68be54411a0">01273</a> <span class="keyword">static</span> <span class="keyword">const</span> <a class="code" href="a00115.html" title="This class stores metadata about the classes in the library. The stored information...">MetaClass</a> *<a class="code" href="a00075.html#a4927b0e91b356b353486a68be54411a0">metadata</a>;
<a name="l01274"></a><a class="code" href="a00075.html#ac70ccb97b7cd36e38711756128e7eaa7">01274</a> <span class="keyword">virtual</span> <span class="keywordtype">size_t</span> <a class="code" href="a00075.html#ac70ccb97b7cd36e38711756128e7eaa7">getSize</a>()<span class="keyword"> const </span>{<span class="keywordflow">return</span> <span class="keyword">sizeof</span>(<a class="code" href="a00075.html" title="Implementation of a forecast netting algorithm.">ForecastSolver</a>);}
<a name="l01275"></a>01275 <span class="keywordtype">void</span> <a class="code" href="a00075.html#abb0d7eac37463f328f3f6d87f95bcb06">writeElement</a>(<a class="code" href="a00189.html" title="Base class for writing XML formatted data to an output stream.">XMLOutput</a>*, <span class="keyword">const</span> <a class="code" href="a00096.html" title="This class defines a keyword for the frePPLe data model.">Keyword</a>&, <a class="code" href="a00257.html#a20c2c7e4c6b668e71c154ae3eb18f398">mode</a>=<a class="code" href="a00257.html#a20c2c7e4c6b668e71c154ae3eb18f398a976ad2abb9fd10ca7e48fdff6bef2341">DEFAULT</a>) <span class="keyword">const</span>;
<a name="l01276"></a>01276 <span class="keyword">static</span> <span class="keywordtype">int</span> <a class="code" href="a00075.html#a5fd4c59863d2941f85d4f23fe3446f07">initialize</a>();
<a name="l01277"></a>01277 <span class="comment"></span>
<a name="l01278"></a>01278 <span class="comment"> /** Callback function, used for netting orders against the forecast. */</span>
<a name="l01279"></a>01279 <span class="keywordtype">bool</span> <a class="code" href="a00075.html#a00a1cb8d4cc26b2225890a23ea253f15">callback</a>(<a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>* l, <span class="keyword">const</span> <a class="code" href="a00257.html#aec6d4a238b0cd9ffc8be8f10fd9b652f">Signal</a> a);
<a name="l01280"></a>01280
<a name="l01281"></a>01281 <span class="keyword">private</span>:<span class="comment"></span>
<a name="l01282"></a>01282 <span class="comment"> /** Given a demand, this function will identify the forecast model it</span>
<a name="l01283"></a>01283 <span class="comment"> * links to.</span>
<a name="l01284"></a>01284 <span class="comment"> */</span>
<a name="l01285"></a>01285 <a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>* matchDemandToForecast(<span class="keyword">const</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>* l);
<a name="l01286"></a>01286 <span class="comment"></span>
<a name="l01287"></a>01287 <span class="comment"> /** Implements the netting of a customer order from a matching forecast</span>
<a name="l01288"></a>01288 <span class="comment"> * (and its delivery plan).</span>
<a name="l01289"></a>01289 <span class="comment"> */</span>
<a name="l01290"></a>01290 <span class="keywordtype">void</span> netDemandFromForecast(<span class="keyword">const</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>*, <a class="code" href="a00072.html" title="This class represents a bucketized demand signal.">Forecast</a>*);
<a name="l01291"></a>01291 <span class="comment"></span>
<a name="l01292"></a>01292 <span class="comment"> /** Used for sorting demands during netting. */</span>
<a name="l01293"></a>01293 <span class="keyword">struct </span>sorter
<a name="l01294"></a>01294 {
<a name="l01295"></a>01295 <span class="keywordtype">bool</span> operator()(<span class="keyword">const</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>* x, <span class="keyword">const</span> <a class="code" href="a00051.html" title="Represents the (independent) demand in the system. It can represent a customer order...">Demand</a>* y)<span class="keyword"> const</span>
<a name="l01296"></a>01296 <span class="keyword"> </span>{<span class="keywordflow">return</span> SolverMRP::demand_comparison(x,y);}
<a name="l01297"></a>01297 };
<a name="l01298"></a>01298 <span class="comment"></span>
<a name="l01299"></a>01299 <span class="comment"> /** Used for sorting demands during netting. */</span>
<a name="l01300"></a>01300 <span class="keyword">typedef</span> multiset < Demand*, sorter > sortedDemandList;
<a name="l01301"></a>01301 };
<a name="l01302"></a>01302
<a name="l01303"></a>01303 } <span class="comment">// End namespace</span>
<a name="l01304"></a>01304
<a name="l01305"></a>01305 <span class="preprocessor">#endif</span>
<a name="l01306"></a>01306 <span class="preprocessor"></span>
<a name="l01307"></a>01307
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