IMsExponentialSmoothingTransform

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IMsExponentialSmoothingTransform interface contains properties and methods that determine parameters of model calculation using the Exponential Smoothing method.

Inheritance Hierarchy

          IMsStochasticMethod

          IMsMethod

          IMsExponentialSmoothingTransform

Comments

Exponential smoothing is one of the most popular techniques used in time series smoothing and forecasting. The smoothing procedure is based on calculating exponential moving averages of the smoothed series.

Properties

	Property name	Brief description
	AsForecasting	The AsForecasting property determines whether to calculate forecast values.
	AutoSearch	The AutoSearch property returns settings for auto-fitting of parameters of exponential smoothing.
	BestModelCoefficients	The BestModelCoefficients property returns autoselection results of exponential smoothing parameters.
	ConfidenceLevel	The ConfidenceLevel property determines the confidence limits relevance.
	DynamicLowerConfidenceLevel	Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.
	DynamicLowerConfidenceLevelSerie	Outdated. Use IMsMethodSeries.DynamicLowerConfidenceLevel.
	DynamicUpperConfidenceLevel	Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.
	DynamicUpperConfidenceLevelSerie	Outdated. Use IMsMethodSeries.DynamicUpperConfidenceLevel.
	Explained	The Explained property returns output series.
	Fitted	Outdated. Use IMsMethodSeries.Fitted.
	FittedSerie	Outdated. Use IMsMethodSeries.Fitted.
	FittedTerm	Outdated. Use IMsMethodSeries.Fitted.
	Forecast	Outdated. Use IMsMethodSeries.Forecast.
	ForecastSerie	Outdated. Use IMsMethodSeries.Forecast.
	InputFactorTerm	Outdated. Use IMsMethodSeries.Input.
	LowerConfidenceLevel	Outdated. Use IMsMethodSeries.LowerConfidenceLevel.
	LowerConfidenceLevelSerie	Outdated. Use IMsMethodSeries.LowerConfidenceLevel.
	MissingData	The MissingData property returns an object containing parameters of missing data treatment in the source series.
	Parameters	The Parameters property returns parameters of the method of exponential smoothing.
	Residuals	Outdated. Use IMsMethodSeries.Residuals.
	ResidualsSerie	Outdated. Use IMsMethodSeries.Residuals.
	SeasonalComponent	The SeasonalComponent property returns parameters of seasonal component.
	TrendComponent	The TrendComponent property determines model trend type.
	UpperConfidenceLevel	Outdated. Use IMsMethodSeries.UpperConfidenceLevel.
	UpperConfidenceLevelSerie	Outdated. Use IMsMethodSeries.UpperConfidenceLevel.

Properties inherited from IMsMethod

	Property name	Brief description
	CalculateSeries	The CalculateSeries property returns results of model calculation.
	Inversion	Outdated. Use InversionInfo.Inversion.
	InversionInfo	The InversionInfo property returns parameters of initial transformation applied to variable.
	InversionLag	Outdated. Use InversionInfo.InversionLag.
	ObservationsCount	The ObservationsCount property returns the number of model observations.
	PeriodAlignment	The PeriodAlignment property returns type of model calculation relative to period.
	PreviousInversionLag	Outdated. Use InversionInfo.PreviousInversionLag.
	Series	The Series property returns a set of available series used by current method in calculations.
	StatMethod	The StatMethod property returns information on statistical method used for model calculation.
	Summary	The Summary property returns summary statistics calculated for model.
	SupportsR	The SupportsR property determines whether calculation by R is enabled.
	Type	The Type property returns type of method used for model calculation.
	UseR	The UseR property determines whether connection to R is used on method calculation.

Methods inherited from IMsMethod

	Method name	Brief description
	Execute	The Execute method calculates model and returns calculation results.

See also:

Ms Assembly Interfaces