MedianSmoothR(Input: ITimeSeries,
Period: IMsPeriod,
WindowSize: Integer,
Casewise: MsCasewise)
Input. Output variable
Period. Period, at which the method is calculated. If the parameter value is Null, the method is calculated at the entire time period
WindowSize. Window size. The value must be odd. Optional parameter. By default parameter is equal to 5
Casewise. Missing data treatment method. Optional parameter. By default parameter is set to MsCasewise.No - missing data treatment is not used.
It executes median smoothing of variable with the help of R package.
The main advantage of median smoothing is its robustness to outliers.
Integration with R must be set up in the repository to use this method. For more details about integration setup see the How to Set Up Integration with R? section.
| Formula | Result | Application |
| = MedianSmoothR({Chicago - population[t]}, SetPeriod("01.01.2000", "01.01.2015"), 9, MsCasewise.Yes) | Median smoothing using the R package at the period 2000-2015 is applied to the Chicago - population[t] time series. Window size is set to nine, calculation is executed using missing data treatment using the Casewise method. |
It can be used in formulas of calculated series of time series database and model formulas of modeling container that is a child of the time series database. |
| = MedianSmoothR(X1, SetPeriod("01.01.2005", "01.01.2015"), 3, MsCasewise.Yes) | Median smoothing using the R package is applied to the X1 factor, window size is three. The calculation is applied at the period of 2005-2015 by the Casewise missing data treatment method. | It can be used in model formulas of modeling container. |
See also:
Functions Available in Expression Editor | R Methods | IModelling.MedianSmoothR | The Calculation Method Median Smoothing