IEmExponentialSmoothingSettings.Explained

Fore syntax

Explained: IEmSerie;

Fore.NET syntax

Explained: Prognoz.Platform.Interop.Modeller.IEmSerie;

Description

The Explained property determines a smoothable series.

Comments

If the smoothable series is not specified, the Exponential Smoothing method calculation is not possible.

Fore example

To execute the example, add links to the Modeller, Stat system assemblies.

Sub ExponentialSmoothing;
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    Sett: IEmExponentialSmoothingSettings;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create;
    Sett := ExprMod.CreateExponentialSmoothingSettings;
    // Setting smoothable series
    Ar[0] := 56; Ar[1] := 45; Ar[2] := 23; Ar[3] := 45;
    Ar[4] := 65; Ar[5] := 23; Ar[6] := 54; Ar[7] := 87;
    Ar[8] := 67; Ar[9] := 98; Ar[10] := 89; Ar[13] := 79;
    Ar[11] := Double.Nan; Ar[12] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X1", "Data series 1");
    Sett.Explained := Serie;
    // Setting seasonality type
    Sett.Seasonality := SeasonalityType.Additive;
    // Setting seasonality period
    Sett.SeasonalityCycle := 4;
    // Setting trend type
    Sett.Trend := TrendType.Linear;
    // Setting smoothing coefficients
    Sett.Alpha := 0.2;
    Sett.Delta := 0.5;
    Sett.Gamma := 0.7;
    //Setting calculation periods
    Period := Sett.Period;
    Period.BeginPeriod := 0;
    Period.EndPeriod := 13;
    Period.EndFore := 4;
    // Performing the linear trend calculation
    ExprMod.EvaluateMethod("C:\ExponentialSmoothing_Linear.html", Sett, True);
    // Setting trend type
    Sett.Trend := TrendType.Damped;
    // Setting smoothing coefficients
    Sett.Alpha := 0.4;
    Sett.Gamma := 0.6;
    Sett.Phi := 0.4;
    // Performing the damped trend calculation
    ExprMod.EvaluateMethod("C:\ExponentialSmoothing_Damped.html", Sett, True);
End Sub ExponentialSmoothing;

Example execution result: the Exponential Smoothing method is calculated with set parameters for two trend models. Calculation report for the linear trend is saved to the file C:ExponentialSmoothing_Linear.html; for the damped trend to the C:ExponentialSmoothing_Damped.html file.

Fore.NET example

Imports Prognoz.Platform.Interop.Modeller;
Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub ExponentialSmoothing();
Var
    ExprMod: IExpressModeller;
    Ar: Array[14] Of Double;
    Serie: IEmSerie;
    Sett: IEmExponentialSmoothingSettings;
    Period: IEmPeriodSettings;
Begin
    ExprMod := New ExpressModeller.Create();
    Sett := ExprMod.CreateExponentialSmoothingSettings();
    // Setting smoothable series
    Ar[0] := 56; Ar[1] := 45; Ar[2] := 23; Ar[3] := 45;
    Ar[4] := 65; Ar[5] := 23; Ar[6] := 54; Ar[7] := 87;
    Ar[8] := 67; Ar[9] := 98; Ar[10] := 89; Ar[13] := 79;
    Ar[11] := Double.Nan; Ar[12] := Double.Nan;
    Serie := ExprMod.Series.Add(Ar, "X1", "Data series 1");
    Sett.Explained := Serie;
    // Setting seasonality type
    Sett.Seasonality := SeasonalityType.sstAdditive;
    // Setting seasonality period
    Sett.SeasonalityCycle := 4;
    // Setting trend type
    Sett.Trend := TrendType.tdtLinear;
    // Setting smoothing coefficients
    Sett.Alpha := 0.2;
    Sett.Delta := 0.5;
    Sett.Gamma := 0.7;
    //Setting calculation periods
    Period := Sett.Period;
    Period.BeginPeriod := 0;
    Period.EndPeriod := 13;
    Period.EndFore := 4;
    // Performing the linear trend calculation
    ExprMod.EvaluateMethod("C:\ExponentialSmoothing_Linear.html", Sett, True);
    // Setting trend type
    Sett.Trend := TrendType.tdtDamped;
    // Setting smoothing coefficients
    Sett.Alpha := 0.4;
    Sett.Gamma := 0.6;
    Sett.Phi := 0.4;
    // Performing the damped trend calculation
    ExprMod.EvaluateMethod("C:\ExponentialSmoothing_Damped.html", Sett, True);
End Sub ExponentialSmoothing;