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) |
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 |
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 |
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 |
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 |
Name | Units | Multi-band | Default Value | Validation Rule | Key Property | Description |
---|---|---|---|---|---|---|
Activity Coefficient | - | False | 0 | False | Coefficient of the left-hand-side of the Variable Condition expression |
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 |