IModelling.GreyForecast

Fore Syntax

GreyForecast(Input: ITimeSeries;
             Period: IMsPeriod): Variant;

Fore.NET Syntax

GreyForecast(Input: Prognoz.Platform.Interop.Ms.ITimeSeries;
             Period: Prognoz.Platform.Interop.Ms.IMsPeriod;
             Context: Prognoz.Platform.Interop.Fore.ForeRuntimeContext): object;

Parameters

Input. Output variable.

Period. Period, at which the method is calculated. If the parameter is set to Null, the method is calculated at the entire time period.

Context. Context. The parameter is used only in Fore.NET.

Description

The GreyForecast method models a variable using the Grey forecast.

Comments

Missing data treatment is not applied in the source data.

Fore Example

Executing the example requires that the repository contains a modeling container with the MS identifier. A model with the MODEL_D identifier calculated by the method of determinate equation and containing at least one input variable must be available in this container.

Add links to the Metabase, Ms system assemblies.

Sub UserProc;
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    Mb := MetabaseClass.Active;
    ModelSpace := Mb.ItemById(
"MS").Bind;
    ModelObj := Mb.ItemByIdNamespace(
"MODEL_D", ModelSpace.Key).Edit;
    Model := ModelObj 
As IMsModel;
    Transf := Model.Transform;
    Formula := Transf.FormulaItem(
0);
    Determ := Formula.Method 
As IMsDeterministicTransform;
    TransVar := Transf.Inputs.Item(
0);
    Slice := TransVar.Slices.Item(
0);
    TermInfo := Transf.CreateTermInfo;
    TermInfo.Slice := Slice;
    TermInfo.Type := MsFormulaTermType.Pointwise;
    Expr := Determ.Expression;
    Expr.References := 
"Ms";
    
Expr.AsString := "GreyForecast(" + TermInfo.TermInnerText + ",SetPeriod(" +
        
"""" + "01.01.2000" + """" + "," + """" + "01.01.2015" + """" +
        
"))";
    
If Expr.Valid
        
Then ModelObj.Save;
        
Else Debug.WriteLine("The model is not saved: error in formula");
    
End If;
End Sub UserProc;

After executing the example the model will model the first input variable using the Grey forecast for the period from 2010 to 2015.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Ms;
Imports Prognoz.Platform.Interop.ForeSystem;

Public Shared Sub Main(Params: StartParams);
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    Mb := Params.Metabase;
    ModelSpace := Mb.ItemById["MS"].Bind();
    ModelObj := Mb.ItemByIdNamespace["MODEL_D", ModelSpace.Key].Edit();
    Model := ModelObj As IMsModel;
    Transf := Model.Transform;
    Formula := Transf.FormulaItem[0];
    Determ := Formula.Method As IMsDeterministicTransform;
    TransVar := Transf.Inputs.Item[0];
    Slice := TransVar.Slices.Item[0];
    TermInfo := Transf.CreateTermInfo();
    TermInfo.Slice := Slice;
    TermInfo.Type := MsFormulaTermType.mfttPointwise;
    Expr := Determ.Expression;
    Expr.References := "Ms";
    Expr.AsString := "GreyForecast(" + TermInfo.TermInnerText + ",SetPeriod(" +
        """" + "01.01.2000" + """" + "," + """" + "01.01.2015" + """" +
        "))";
    If Expr.Valid
        Then ModelObj.Save();;
        Else System.Diagnostics.Debug.WriteLine("Model is not saved: error in formulaquot;);
    End If;
End Sub;

Example of Use in Expressions

Expression 1:

GreyForecast({GDP|Anchorage[t]}, SetPeriod("01.01.2000", "01.01.2015"))

Result: the Grey forecast will be applied for the GDP|Anchorage series for the period from 2010 to 2015.

Use: it can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container.

Expression 2:

GreyForecast(X1)

Result: the Grey forecast will be applied for the X1 factor for the entire time period.

Use: it can be used in model variable-based formulas of modeling container.

See also:

IModelling | Model GM(1,1)(Grey Forecast) | Time Series Database: Calculator, Grey Forecast | Modeling Container: Specification of Grey Forecast, Editing Regressor or Formula