ISmMedianSmoothing.MissingData

Fore Syntax

MissingData: IMissingData;

Fore.NET Syntax

MissingData: Prognoz.Platform.Interop.Stat.IMissingData;

Description

The MissingData property determines missing data treatment parameters.

Comments

By default missing data is not treated.

Fore Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    MS: SmMedianSmoothing;
    s: Array[10] Of Double;
    ar: Array Of Double;
    res, i: Integer;
Begin
    MS := New SmMedianSmoothing.Create;
    // Set variable values
    s[0] := 6; s[1] := 5;
    s[2] := 7; s[3] := Double.Nan;
    s[4] := 1;  s[5] := 10;
    s[6] := 9; s[7] := 10;
    s[8] := 8; s[9] := Double.Nan;
    // Determine explained series
    MS.Serie.Value := s;
    // Define parameters of sample period
    MS.ModelPeriod.FirstPoint := 1;
    MS.ModelPeriod.LastPoint := 10;
    // Determine missing data treatment parameters
    MS.MissingData.Method := MissingDataMethod.SampleAverage;
    // Determine the time interval, at which element average will be determined
    MS.Width := 2;
    // Calculate the method  and output the results
    res := MS.Execute;
    If res <> 0 Then
        Debug.WriteLine(MS.Errors);
        Else
            Debug.WriteLine("Durbin-Watson statistic: " + Ms.SummaryStatistics.DW.ToString);
            Debug.WriteLine("Modeling series");
            Debug.Indent;
            ar := MS.Fitted;
            For i := 0 To Ms.ModelPeriod.LastPoint - 1 Do
                Debug.WriteLine((i + 1).ToString + ". " + ar[i].ToString);
            End For;
            Debug.Unindent;
            Debug.WriteLine("Residuals");
            Debug.Indent;
            For i := 0 To Ms.ModelPeriod.LastPoint - 1 Do
                Debug.WriteLine(i.ToString + ", " + MS.Residuals[i].ToString);
            End For;
            Debug.Unindent;
    End If;
End Sub UserProc;

After executing the example the console window displays the specified statistic, the modeling series, and the residual 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
    MS: SmMedianSmoothing;
    s: Array[10] Of Double;
    ar: System.Array;
    res, i: Integer;
Begin
    MS := New SmMedianSmoothing.Create();
    // Set variable values
    s[0] := 6; s[1] := 5;
    s[2] := 7; s[3] := Double.Nan;
    s[4] := 1; s[5] := 10;
    s[6] := 9;  s[7] := 10;
    s[8] := 8; s[9] := Double.Nan;
    // Determine explained series
    MS.Serie.Value := s;
    // Define parameters of sample period
    MS.ModelPeriod.FirstPoint := 1;
    MS.ModelPeriod.LastPoint := 10;
    // Determine missing data treatment parameters
    MS.MissingData.Method := MissingDataMethod.mdmSampleAverage;
    // Determine the time interval, at which element average will be determined
    MS.Width := 2;
    // Calculate the method  and output the results
    res := MS.Execute();
    If res <> 0 Then
        System.Diagnostics.Debug.WriteLine(MS.Errors);
        Else
            System.Diagnostics.Debug.WriteLine("Durbin-Watson statistic: " + Ms.SummaryStatistics.DW.ToString());
            System.Diagnostics.Debug.WriteLine("Modeling series");
            System.Diagnostics.Debug.Indent();
            ar := MS.Fitted;
            For i := 0 To Ms.ModelPeriod.LastPoint - 1 Do
                System.Diagnostics.Debug.WriteLine((i + 1).ToString() + ". " + ar[i].ToString());
            End For;
            System.Diagnostics.Debug.Unindent();
            System.Diagnostics.Debug.WriteLine("Residuals");
            System.Diagnostics.Debug.Indent();
            For i := 0 To Ms.ModelPeriod.LastPoint - 1 Do
                System.Diagnostics.Debug.WriteLine(i.ToString() + ", " + MS.Residuals.GetValue(i).ToString());
            End For;
            System.Diagnostics.Debug.Unindent();
    End If;
End Sub;