IMissingData.Method

Fore Syntax

Fore.NET Syntax

Method: Prognoz.Platform.Interop.Stat.MissingDataMethod;

Description

The Method property determines the method of missing data treatment.

Comments

Missing data is an empty value in the data array.

By default most methods use MissingDataMethod.Casewise. For the methods, where MissingDataMethod.Casewise cannot be applied, use MissingDataMethod.None.

Fore Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    LR: ISmLinearRegress;
    serie: Array[10] Of Double;
    status, i: Integer;
    Intercept: IIntercept;
Begin
    LR := New SmLinearRegress.Create;
    serie[0] := 0;
    serie[1] := 0;
    serie[2] := 0.878471616;
    serie[3] := 0.85401205;
    serie[4] := Double.Nan;
    serie[5] := 1.28083579;
    serie[6] := Double.Nan;
    serie[7] := 4.237308214;
    serie[8] := 4.864879297;
    serie[9] := 7.765499027;
    LR.Explained.Value := serie;
    LR.Forecast.LastPoint := 40;
    // Method of missing data treatment
    LR.MissingData.Method := MissingDataMethod.NPointsAverage;
    // Additional parameter for the method of missing data treatment
    LR.MissingData.MethodParameter := 2;
    Intercept := LR.ModelCoefficients.Intercept;
    Intercept.Mode := InterceptMode.ManualEstimate;
    Intercept.Estimate := 10;
    status := LR.Execute;
    Debug.WriteLine("Output series");
    Debug.Indent;
    For i := 0 To LR.Explained.Value.Length - 1 Do
        Debug.WriteLine(LR.Explained.Value[i]);
    End For;
    Debug.Unindent;
    Debug.WriteLine("Source series");
    Debug.Indent;
    For i := 0 To LR.Explained.OriginalValue.Length - 1 do
        Debug.WriteLine(LR.Explained.OriginalValue[i]);
    End For;
    Debug.Unindent;
End Sub UserProc;

After executing the example, the following settings are defined:

Method of missing data treatment.
Additional parameter for the method of missing data treatment.

The console window displays the source and output series.

Fore.NET Example

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

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    LR: ISmLinearRegress;
    serie: Array[10] Of double;
    Value, OriginalValue: System.Array;
    status, i: integer;
    Intercept: IIntercept;
Begin
    LR := New SmLinearRegress.Create();
    serie[0] := 0;
    serie[1] := 0;
    serie[2] := 0.878471616;
    serie[3] := 0.85401205;
    serie[4] := Double.Nan;
    serie[5] := 1.28083579;
    serie[6] := Double.Nan;
    serie[7] := 4.237308214;
    serie[8] := 4.864879297;
    serie[9] := 7.765499027;
    LR.Explained.Value := serie;
    LR.Forecast.LastPoint := 40;
    // Method of missing data treatment
    LR.MissingData.Method := MissingDataMethod.mdmNPointsAverage;
    // Additional parameter for the method of missing data treatment
    LR.MissingData.MethodParameter := 2;
    Intercept := LR.ModelCoefficients.Intercept;
    Intercept.Mode := InterceptMode.imManualEstimate;
    Intercept.Estimate := 10;
    status := LR.Execute();
    Value := LR.Explained.Value;
    OriginalValue := LR.Explained.OriginalValue;
    System.Diagnostics.Debug.WriteLine("Output series");
    System.Diagnostics.Debug.Indent();
    For i := 0 To Value.Length - 1 do
        System.Diagnostics.Debug.WriteLine(Value[i]);
    End For;
    System.Diagnostics.Debug.Unindent();
    System.Diagnostics.Debug.WriteLine("Source series");
    System.Diagnostics.Debug.Indent();
    For i := 0 To OriginalValue.Length - 1 Do
        System.Diagnostics.Debug.WriteLine(OriginalValue[i]);
    End For;
    System.Diagnostics.Debug.Unindent();
End Sub;