ISmSingularSpectrumAnalysis

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmSingularSpectrumAnalysis interface is used to perform singular spectrum analysis of time series.

Inheritance Hierarchy

          IStatMethod

          ISmSingularSpectrumAnalysis

Comments

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.

Properties

	Property name	Brief description
	Fitted	The Fitted property returns a fitted series.
	IncludedComponents	The IncludedComponents property determines, which principal components are used to fit the input series.
	MatrixAlignmentType	The MatrixAlignmentType property determines the type of centering for the source data matrix.
	MissingData	The MissingData property determines missing data treatment parameters.
	ModelPeriod	The ModelPeriod property returns sample period parameters.
	P	The P property returns eigenvectors of the principal components.
	PCCount	The PCCount property determines the number of principal components.
	Residuals	The Residuals property returns a residual series.
	Serie	The Serie property returns the source series.
	Statistics	The Statistics property returns eigenvalues and statistics.
	V	The V property returns principal component values.
	Width	The Width property determines the window width.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Singular spectrum analysis