Hello,

There are 714 hours of electricity price data, I make it random by specifying the mean and variance, how to make the variance decrease at each time step as we move forward?

Thank you for your support.

Hello,

There are 714 hours of electricity price data, I make it random by specifying the mean and variance, how to make the variance decrease at each time step as we move forward?

Thank you for your support.

So instead of “p(h) = normal(30,5);” you could do

```
set h / h1*h714 /;
parameter mult_var(h); mult_var(h) = 1/ord(h);
parameter p(h); p(h) = normal(30, 5*mult_var(h));
```

You can probably refine the mult_var calculation with some other sequence to goes towards 0.

-Michael