Originally posted by: azaeronet
Hi, I'm a beginner in IBM ILOG CPLEX , I have some troubles running my program . Well I'm trying to found an optimal solution to the 3 smoothing factors in Holt Winter's forcasting .Here is what i've done so far .
int Nbreperiodes=...;
range Periodes=0..Nbreperiodes;
float X[Periodes]=...;
int p=...;
float M=...;
float x[t in 15..Nbreperiodes];
float A0[Periodes];
float A1[Periodes];
float S[Periodes];
dvar float+ a;
dvar float+ b;
dvar float+ g;
minimize
sum(t in 15..Nbreperiodes)
(X[t]-x[t])^2;
subject to{
ct1:
0<=a<=1;
ct2:
0<=b<=1;
ct3:
0<=g<=1;
forall (t in 0..14)
ct3a:
S[t]==X[t]/M;
forall (t in 15..Nbreperiodes)
ct6:
A0[t]==a*(X[t]/S[t-p])+(1-a)*(A0[t-1]+A1[t-1]);
forall (t in 15..Nbreperiodes)
ct5:
A1[t]==b*(A0[t]-A0[t-1])+(1-b)*A1[t-1];
forall (t in 15..Nbreperiodes)
ct4:
S[t]==g*(X[t]/A0[t])+(1-g)*S[t-p];
ct4a:
A1[14]==0;
ct4b:
A0[14]==M;
forall (t in 15..Nbreperiodes)
ct7:
x[t]==(A0[t]+A1[t])*S[t-p+1];
}
#DecisionOptimization#OPLusingCPLEXOptimizer