actionrwd.segment

actionrwd.segment(..) 🡒 ranvar, process

The function returns a ranvar that represents the probabilistic demand over a specified probabilistic segment. The function actionrwd.segment() is intended as a support function for actionrwd.reward() to visualize the demand trajectories internally used by the action reward function.

table P = extend.range(20)
table S = extend.range(3)

S.Start = dirac(2)
S.Duration = poisson(S.N + 1)

S.D = actionrwd.segment(
  TimeIndex: P.N
  BaseLine: P.5
  Dispersion: 1.0
  Alpha: 0.3
  Start: S.Start
  Duration: S.Duration)

show table "Segments" a1e5 with S.D

Using FixedStart

table P = extend.range(264)

P.Start = poisson(1)
P.BL = 256.90
P.FS = floor(P.N / 2)

P.D = actionrwd.segment(
  TimeIndex: P.N
  BaseLine: P.BL
  Start: P.Start
  Dispersion: 2.0
  Alpha: 0
  FixedStart: P.FS
  Duration: dirac(1))

show table "Segments" with
  P.D
  P.N
  P.BL

See actionrwd.reward.

Function signature

/// Returns a ranvar that represents the integrated demand - over the segment -
/// associated to the trajectories as generated by 'actionrwd.reward'.
call actionrwd.segment<Items, Periods, Segments>(
    /// Defines a non-ambiguous ordering per item (i.e. distinct values required).
    Periods.TimeIndex: number as "TimeIndex",
    /// The baseline of the average demand over each period.
    Periods.Baseline: number as "Baseline",
    /// The dispersion parameter (variance divided by mean) of the demand for each item.
    Items.Dispersion: number as "Dispersion",
    /// The update speed parameter of the ISSM model for each item.
    Items.Alpha: number as "Alpha",
    /// The inclusive start of the segment expressed in periods (zero indexed).
    Segments.Start: ranvar as "Start",
    /// The length of the segment expressed in number of periods.
    Segments.Duration: ranvar as "Duration",
    /// Number of trajectories used to evaluate the cumulative demand.
    /// The parameter has to be defined within [1, 10'000]. Default: 2'500.
    scalar.Samples?: number as "Samples",  
    /// Seed used for the trajectory generator.
    scalar.Seed?: number as "Seed",
    /// The inclusive start of the segment, expressed as a pure number.
    /// If provided, 'Start' will be interpreted as a 'variation' around
    /// 'FixedStart'.
    Segments.FixedStart?: number as "FixedStart",
    Items -> Periods,
    Items -> Segments) : Segments.ranvar as "actionrwd.segment"