BestModelCoefficients: IExponentialSmoothingParameters;
The BestModelCoefficients property returns parameter autoselection results.
Sub Main;
Var
Method: SmExponentialSmoothing;
serie: Array Of Double;
status: Integer;
Seasonal: ISeasonal;
Auto: IExponentialSmoothingAutoSearch;
BTM: IExponentialSmoothingBestTrialMethod;
Begin
Method := New SmExponentialSmoothing.Create;
serie := New Double[15];
serie[0] := 670.2000183;
serie[1] := 576.0680563;
serie[2] := 717.6484268;
serie[3] := 856.9105808;
serie[4] := 885.4609516;
serie[5] := 1011.846431;
serie[6] := 995.4496292;
serie[7] := 1064.74221;
serie[8] := 1033.324656;
serie[9] := 780.8584552;
serie[10] := 657.5033113;
serie[11] := 654.5472579;
serie[12] := 678.2380139;
serie[13] := 642.4128544;
serie[14] := 751.9611194;
Method.Serie.Value := serie;
Method.Forecast.LastPoint := 30;
Seasonal := Method.SeasonalComponent;
Seasonal.Mode := SeasonalityType.Additive;
Seasonal.Cycle := 4;
Method.TrendComponent := TrendType.Damped;
Auto := Method.AutoSearch;
Auto.Criterion := CriterionType.MeanError;
Auto.Mode := SearchType.Optimal;
BTM := Auto.BestTrialMethod;
BTM.MethodConstant := 0.5;
BTM.Order := 5;
BTM.SomeParameter := 2;
status := Method.Execute;
If status <> 0 Then
Debug.WriteLine(Method.Errors);
Else
Debug.WriteLine("Alpha " + Method.BestModelCoefficients.Alpha.ToString);
Debug.WriteLine("Delta " + Method.BestModelCoefficients.Delta.ToString);
Debug.WriteLine("Gamma " + Method.BestModelCoefficients.Gamma.ToString);
Debug.WriteLine("Phi " + Method.BestModelCoefficients.Phi.ToString);
End If;
End Sub Main;
After executing the example the console window displays values of selected parameters:
Module execution started
Alpha 0.22769707327494126
Delta 0.53081453901791442
Gamma 0.43040482802819913
Phi 0.67107379375591303
Module execution finished
See also: