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FiniteExponentialForecast Class Reference

Forecast by taking the exponential mean of the N last measurements. More...

Inheritance diagram for FiniteExponentialForecast:
Collaboration diagram for FiniteExponentialForecast:

Public Member Functions

def __init__
 Constructor. More...
 
def measure
 
- Public Member Functions inherited from Forecast
def __init__
 
def initialize
 
def measure
 

Public Attributes

 x
 
- Public Attributes inherited from Forecast
 x
 Predicted state. More...
 

Private Attributes

 _N
 Filtering window. More...
 
 _history
 History of the system. More...
 
 _discountFactor
 Discount factor. More...
 

Detailed Description

Forecast by taking the exponential mean of the N last measurements.

Constructor & Destructor Documentation

def __init__ (   self,
  x0 = [0],
  N = 5,
  discountFactor = 0 
)

Constructor.

Parameters
x0Initial state.
NFiltering window size.
discountFactorDiscount factor.

Member Function Documentation

def measure (   self,
  x 
)

Member Data Documentation

_discountFactor
private

Discount factor.

_history
private

History of the system.

_N
private

Filtering window.

x

The documentation for this class was generated from the following file: