Description Usage Arguments Value References Examples

Uses the neural gas method to build a scenario tree.

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`x` |
Matrix of initial scenarios, realizations or ensemble members. Each column stores a scenario, with number of rows equal to number of time steps. |

`treeStruct` |
Matrix defining the nodal structure of the tree (see example). This is a scenario tree nodal partition matrix. |

`lambda_0` |
Upper neighbourhood range parameter. Default = 10. |

`lambda_f` |
Lower neighborhood range paramger. Default = 0.01. |

`e_0` |
Upper adaptation step parameter. Default = 0.5. |

`e_f` |
Lower adaptation step parameter. Default = 0.05. |

`jMax` |
Number of iterations. Default = 40000. |

`plot` |
logical. If TRUE (the default) the final tree is plotted. |

Returns a list object containing the initial input scenarios, the input scenarios tree structure, the values of the final reduced scenario tree, and the tree branch probabilities at the end nodes.

Xu, B., Zhong, P.A., Zambon, R.C., Zhao, Y., Yeh, W. (2015) Scenario tree reduction in stochastic programming with recourse for hydropower operations, Water Resources Research, 51, 6359-6380.

Dupacova, Jitka, Giorgio Consigli, and Stein W. Wallace. "Scenarios for multistage stochastic programs." Annals of operations research 100.1-4 (2000): 25-53.

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swd-turner/scenario documentation built on May 26, 2017, 11:08 p.m.

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