Variable Index

Variable Attributes

Name	Units	Default Value	Validation Rule	Description
Compound Start Date	-	-1		Start date for compounding index (-1 means use start of planning horizon)
Compound Type	-	0	In (0,1)	Type of compound escalator (nominal or annual equivalent rate)

Variable Input Properties

Name	Units	Multi-band	Default Value	Validation Rule	Key Property	Description
Abs Error Std Dev	-	False	0		False	Absolute value of standard deviation of errors
ARIMA alpha	-	True	0		False	ARIMA autoregressive parameter
ARIMA beta	-	True	0		False	ARIMA moving-average parameter
ARIMA d	-	False	0		False	ARIMA differencing parameter
Auto Correlation	%	False	0		False	Correlation of error between time intervals
Compound Index	%	False	0		False	Rate of escalation
Compound Index Day	%	False	0		False	Rate of escalation per day
Compound Index Hour	%	False	0		False	Rate of escalation per hour
Compound Index Month	%	False	0		False	Rate of escalation per month
Compound Index Week	%	False	0		False	Rate of escalation per week
Compound Index Year	%	False	0		False	Rate of escalation per year
Condition	-	False	4	In (-2,-1,0,1,2,4)	False	Conditional value type
Condition Logic	-	False	0	In (0,1)	False	Logic used in combining conditional variables
Distribution Type	-	False	0	In (0,1)	False	Distribution type for error terms
Error Std Dev	%	False	0		False	Percentage standard deviation of errors
Formulate Value	Yes/No	False	0	In (0,-1)	False	Flag if the Value is formulated as a decision variable
GARCH alpha	-	False	0		False	Weight on the square of the return in GARCH(1,1)
GARCH beta	-	False	0		False	Weight on the variance in GARCH(1,1)
GARCH omega	-	False	0		False	Long-run weighted variance in GARCH(1,1)
Include in LT Plan	Yes/No	False	-1	In (0,-1)	False	If the condition is allowed to be active in the LT Plan phase.
Include in MT Schedule	Yes/No	False	-1	In (0,-1)	False	If the condition is allowed to be active in the MT Schedule phase.
Include in PASA	Yes/No	False	0	In (0,-1)	False	If the condition is allowed to be active in the PASA phase.
Include in ST Schedule	Yes/No	False	-1	In (0,-1)	False	If the condition is allowed to be active in the ST Schedule phase.
Jump Error Std Dev	%	False	0		False	Percentage standard deviation of jump magnitude errors
Jump Frequency	-	False	0		False	Jump frequency in jump-diffusion model
Jump Magnitude	-	False	0		False	Jump magnitude in jump-diffusion model
Lookup Unit	-	False	1		False	Unit of the y values in the lookup table
Lookup x	-	True	0		False	Lookup table for x-axis value
Lookup y	-	True	0		False	Lookup table for y-axis value
Max Value	-	False	1E+30		False	Maximum allowed sample value
Max Value Std Dev	%	False	0		False	Percentage standard deviation of maximum value
Mean Reversion	-	False	0		False	Mean reversion parameter in differential equation
Min Value	-	False	-1E+30		False	Minimum allowed sample value
Min Value Std Dev	%	False	0		False	Percentage standard deviation of minimum value
Probability	%	True	50		False	Probability of exceedance (POE)
Profile	-	True	0		False	Sample profile of variable values
Profile Day	-	True	0		False	Sample profile of variable values
Profile Hour	-	True	0		False	Sample profile of variable values
Profile Month	-	True	0		False	Sample profile of variable values
Profile Week	-	True	0		False	Sample profile of variable values
Profile Year	-	True	0		False	Sample profile of variable values
Random Number Seed	-	False	0	Between 0 And 2147483647	False	Random number seed assigned to the variable
Sampling	Yes/No	False	-1	In (0,-1)	False	Flag if random sampling should occur in the period
Sampling Frequency	-	False	0	≥0	False	Frequency of temporal sampling of period type [Sampling Period Type] where zero means no sampling.
Sampling Method	-	False	1	In (0,1,2)	False	Sampling method applied to the variable
Sampling Period Type	-	False	0	In (0,1,2,3,4,6)	False	Period type of temporal sampling where number of periods between samples is [Sampling Frequency].
Step Hour Active From	-	False	1	≥1	False	First hour of each step the Condition is allowed to be active
Step Hours Active	-	False	-1		False	Number of hours the Condition is allowed to be active from the first active hour in the step

Variable Constraints Input Properties

Name	Units	Multi-band	Default Value	Validation Rule	Key Property	Description
Error Coefficient	-	False	0		False	Coefficient of the variable sample error
Expected Value Coefficient	-	False	0		False	Coefficient of the variable expected value in the constraint
Negative Error Coefficient	-	False	0		False	Coefficient of the negative sample error
Positive Error Coefficient	-	False	0		False	Coefficient of the positive sample error
Value Coefficient	-	False	0		False	Coefficient of the variable value in the constraint

Variable Objectives Input Properties

Name	Units	Multi-band	Default Value	Validation Rule	Key Property	Description
Error Coefficient	-	False	0		False	Coefficient of the variable sample error
Expected Value Coefficient	-	False	0		False	Coefficient of the variable expected value
Negative Error Coefficient	-	False	0		False	Coefficient of the negative sample error
Positive Error Coefficient	-	False	0		False	Coefficient of the positive sample error
Value Coefficient	-	False	0		False	Coefficient of the variable sample value

Variable Variables Input Properties

Name	Units	Multi-band	Default Value	Validation Rule	Key Property	Description
Correlation	%	False	0		False	Cross correlation
Value Coefficient	-	False	0		False	Coefficient of the Variable Value in the definition of this Variable

Variable Output Properties

Name	Summary Name	Property Group	Phases	Multi-band	Description
Activity	Activity	-	LT Plan, PASA, MT Schedule, ST Schedule	False	Value of the left hand side of the equation defining the conditional Variable
Error	Error	-	LT Plan, PASA, MT Schedule, ST Schedule	False	Average sample error
Expected Value	Expected Value	-	LT Plan, PASA, MT Schedule, ST Schedule	False	Expected value
Raw Value	Raw Value	-	LT Plan, PASA, MT Schedule, ST Schedule	False	Raw sample value before application of [Min Value], [Max Value] or lookup table.
Value	Value	-	LT Plan, PASA, MT Schedule, ST Schedule	False	Sample value
Volatility	Volatility	-	LT Plan, PASA, MT Schedule, ST Schedule	False	GARCH(1,1) volatility metric of sample values