Assembly: Stat;
Namespace: Prognoz.Platform.Interop.Stat;
The ISmSingularSpectrumAnalysis interface is used to perform singular spectrum analysis of time series.
ISmSingularSpectrumAnalysis
Singular spectrum analysis is a method of time series analysis based on representation of a time series as a sequence of vectors with sufficiently large dimension and further application of the principal components method.
| Property name | Brief description | |
| The Fitted property returns a fitted series. | ||
| The IncludedComponents property determines, which principal components are used to fit the input series. | ||
| The MatrixAlignmentType property determines the type of centering for the source data matrix. | ||
| The MissingData property determines missing data treatment parameters. | ||
| The ModelPeriod property returns sample period parameters. | ||
| The P property returns eigenvectors of the principal components. | ||
| The PCCount property determines the number of principal components. | ||
| The Residuals property returns a residual series. | ||
| The Serie property returns the source series. | ||
| The Statistics property returns eigenvalues and statistics. | ||
| The V property returns principal component values. | ||
| The Width property determines the window width. |
| Property name | Brief description | |
| The DisplayName property returns the displayed method name. | ||
| The ErrorByStatus property returns an error message by the error number. | ||
| The Errors property returns a message with all the errors and warnings. | ||
| The Name property returns the internal method name. | ||
| The Status property returns the method execution status. | ||
| The SupportsR property returns whether statistical method can be calculated via R package. | ||
| The UseR property determines whether statistical method is calculated via the R package. | ||
| The WarningByStatus property returns a warning text by its number. | ||
| The Warnings property returns the warnings that occurred at method calculation. | ||
| The WarningsCount property returns the number of warnings that occurred at the method calculation. | ||
| The WarningsNumbers property returns numbers of warnings that occurred at the method calculation. |
| Method Name | Brief description | |
| The Clone method clones a statistical method object. | ||
| The Execute method executes a statistical method. | ||
| The LoadFromXML method loads statistical method settings from XML code. | ||
| The SaveToXML method unloads statistical method settings to XML code. |
See also: