actionrwd.demand

actionrwd.demand, function

def process actionrwd.demand(
    timeIndex:  number,
    baseline:   number,
    dispersion: number,
    alpha:      number,
    samples?:   number,
    seed?:      number)  : ranvar

Returns the cumulative demand ranvar driven by the ISSM model, ordered by timeIndex, with per-period mean baseline and variability tuned by dispersion and alpha.

• timeIndex: ordering of periods within each item.
• baseline: expected demand per period.
• dispersion: variance divided by mean for the demand model.
• alpha: update speed of the hidden level in the ISSM model.
• samples: number of simulated trajectories (default is 2500).
• seed: optional random seed for reproducibility.

Examples

table P = extend.range(5)

P.D = actionrwd.demand(
  TimeIndex: P.N,
  Baseline: 10,
  Dispersion: 1.0,
  Alpha: 0.3)

show table "Demand" with
  P.N
  mean(P.D) as "Mean"

This produces the following table:

Remarks

actionrwd.demand is intended for diagnostics alongside actionrwd.reward, as it exposes the same internal trajectory model in cumulative form.

See also

• actionrwd.reward
• actionrwd.segment