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


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... | |
Forecast by taking the exponential mean of the N last measurements.
| def __init__ | ( | self, | |
x0 = [0], |
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N = 5, |
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discountFactor = 0 |
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| ) |
Constructor.
| x0 | Initial state. |
| N | Filtering window size. |
| discountFactor | Discount factor. |
| def measure | ( | self, | |
| x | |||
| ) |
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private |
Discount factor.
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private |
History of the system.
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private |
Filtering window.
| x |