MedianSmooth(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 models variable using Median Smoothing.
The main advantage of median smoothing is its robustness to outliers.
| Formula | Result | Application |
| = MedianSmooth({Brazil|BCA}, SetPeriod("01.01.2000", "01.01.2015"), 5, MsCasewise.Yes) | For the Brazil|BCA factor, the median smoothing (window size is five) is applied at the period of 2000-2015, the calculation is executed by the Casewise missing data treatment 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. |
| = MedianSmooth(X1, SetPeriod("01.01.2000", "01.01.2015"), 7, MsCasewise.Yes) | For the X1 factor, the median smoothing is applied (window size is seven) at the period 2000-2015, the calculation is executed by the Casewise missing data treatment method. | It can be used in model formulas of modeling container. |
See also:
Functions Available in Expression Editor │ Smoothing │ IModelling.MedianSmooth │ Calculation Method of Median Smoothing