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ReadMe_RESULTS.txt
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RESULTS in results.xls divided in the following spreadsheets:
Trained_dec-vars:
-----------------
2500 Optimised decision variable vectors (12 decision variables values each; trained with data from 2002-2011)
Valid-performance_obj-fct-vals:
-------------------------------
Testing performances of the 2500 optimised decision variable vectors on the "unseen" testing period 2012-2015. Expressed in objective function values (4 objective functions).
dec-vars_non-dom-sort:
----------------------
Some of the optimised 2500 strategies perform better than others over the testing period. An additional step of non-dominated-sorting identifies a Pareto of 180 (non-dominated) strategies (i.e. decision variable vectors).
obj-fct-vals_non-dom-sort:
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Objective function values of the 180 non-dominated strategies (i.e. 4D-Pareto).
Analysis:
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Plot of the 4D-Pareto front and selection of the promising strategy S (point 3) for further analysis.