Problems with time series

I am having problems figuring out how to do time series equations in
GAMS.

How would you write this equation properly?

You have your time:
SETS
N samples / 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 /;

You have your scalars:
SCALAR
D “-” / -3 /,
EV “-” / 1 /,
A “-” / 0 /,
B “-” / 0.5 /;

And your equations:
VARIABLES PE(N), CV, Z;

EQUATIONS POS_ERROR(N), OBJ;

POS_ERROR(N)… PE(N) =E= (N * EV) - (D + N * CV - N * N * A * CV);

OBJ… Z =E= SUM( N, B * PE(N) );

I keep getting errors for the N values in POS_ERROR???

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Hi.

you can use SET’s elements directly in equations. you should use “” or functions like “ord”.


On Sat, Jun 11, 2011 at 8:01 PM, fstakem wrote:

I am having problems figuring out how to do time series equations in
GAMS.

How would you write this equation properly?

You have your time:
SETS
N samples / 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12 /;

You have your scalars:
SCALAR
D “-” / -3 /,
EV “-” / 1 /,
A “-” / 0 /,
B “-” / 0.5 /;

And your equations:
VARIABLES PE(N), CV, Z;

EQUATIONS POS_ERROR(N), OBJ;

POS_ERROR(N)… PE(N) =E= (N * EV) - (D + N * CV - N * N * A * CV);

OBJ… Z =E= SUM( N, B * PE(N) );

I keep getting errors for the N values in POS_ERROR???


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Babak Saleck Pay
M.Sc
Socio-Economic System Engineering
Group of Industrial Engineering
University of Tehran
Tehran,Iran

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