IModelling.Interpolate

Interpolate(Input: ITimeSeries;
            Method: MsInterpolateType;
            TargetFrequency: MsFrequency;
            [Power: Integer = 3;]
            [Period: IMsPeriod = Null;]
            [MissingData: MissingDataMethod =16;]
            [NumberOfPoints: Integer = 1;]
            [SpecifiedValue: Double = 0;]
            [AdditionalSeries: ITimeSeries = Null]): Variant;

Fore.NET Syntax

Interpolate(Input: Prognoz.Platform.Interop.Ms.ITimeSeries;
            Method: Prognoz.Platform.Interop.Ms.MsInterpolateType;
            TargetFrequency: Prognoz.Platform.Interop.Ms.MsFrequency;
            Power: Integer;
            Context: Prognoz.Platform.Interop.Fore.ForeRuntimeContext;

            Period: Prognoz.Platform.Interop.Ms.IMsPeriod;
            MissingData: Prognoz.Platform.Interop.Stat.MissingDataMethod;
            NumberOfPoints: integer;
            SpecifiedValue: double;
            AdditionalSeries: Prognoz.Platform.Interop.Ms.ITimeSeries]): Variant;

Parameters

Period. Period, at which the method is calculated. If the parameter is set to Null, the method is calculated at the entire time period.

NumberOfPoints. Additional parameter for missing data treatment method. It can take only positive values. It is used for the following methods of missing data treatment:

SpecifiedValue. The value, with which missing data is substituted by the MissingDataMethod.SpecifiedValue Value method.

AdditionalSeries. The series that is used to substitute missing data by the MissingDataMethod.Pattern Pattern and MissingDataMethod.Overlay Overlay methods.

Description

Comments

On data interpolation the following calendar frequency settings are taken into account: start period offset relative to its start/end.

The period under consideration: first two weeks of May 2012.

Interpolation method: uniform.

Calendar frequency settings: input variable contains weekly and daily frequencies; week start offset is not used; daily frequency contains days from Monday to Friday. Disaggregation result:

Week	Period start date	Day of the week	Raw data	Calculated value
1st week	May 7 2012	Monday	1
	May 7 2012	Monday		0.20
	May 8 2012	Tuesday		0.20
	May 9 2012	Wednesday		0.20
	May 10 2012	Thursday		0.20
	May 11 2012	Friday		0.20
2nd week	May 14 2012	Monday	2
	May 14 2012	Monday		0.40
	May 15 2012	Tuesday		0.40
	May 16 2012	Wednesday		0.40
	May 17 2012	Thursday		0.40
	May 18 2012	Friday		0.40

Calendar frequency settings: input variable contains weekly and daily frequencies; week start is offset on 3 days forward; daily frequency contains days from Monday to Friday. Disaggregation result:

Week	Period start date	Day of the week	Raw data	Calculated value
1st week	May 2 2012	Wednesday	1
	May 2 2012	Wednesday		0.20
	May 3 2012	Thursday		0.20
	May 4 2012	Friday		0.20
	May 7 2012	Monday		0.20
	May 8 2012	Tuesday		0.20
2nd week	May 9 2012	Wednesday	2
	May 9 2012	Wednesday		0.40
	May 10 2012	Thursday		0.40
	May 11 2012	Friday		0.40
	May 14 2012	Monday		0.40
	May 15 2012	Tuesday		0.40

Fore Example

Executing the example requires that the repository contains a modeling container with the MS identifier. This container includes a model with the MODEL_D identifier and annual frequency calculated by the method of determinate equation and contains at least one factor.

Sub UserProc;
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    // Get current repository
    Mb := MetabaseClass.Active;
    // Get modeling container
    ModelSpace := Mb.ItemById("MS").Bind;
    // Get model
    ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;
    Model := ModelObj As IMsModel;
    // Get model parameters
    Transf := Model.Transform;
    // Get model calculation method
    Formula := Transf.FormulaItem(0);
    Determ := Formula.Method As IMsDeterministicTransform;
    // Get girst model factor
    TransVar := Transf.Inputs.Item(0);
    // Get slice that corresponds to factor
    Slice := TransVar.Slices.Item(0);
    // Create term based on the first factor
    TermInfo := Transf.CreateTermInfo;
    TermInfo.Slice := Slice;
    // Get model calculation expression
    Expr := Determ.Expression;
    // Set model calculation expression
    Expr.AsString := "Interpolate(" + TermInfo.TermInnerText + ", MsInterpolateType.Polynomial, " +
        "MsFrequency.Quarterly, 3, Null, MissingDataMethod.NPointsAverage, 5)";
    // Check expression correctness
    If Expr.Valid
        // If expression is correct, save changes
        Then ModelObj.Save;
        // If expression is not correct, display message in the console window
        Else Debug.WriteLine("Model is not saved: formula error");
    End If;
End Sub UserProc;

After executing the example the model will disaggregate data of the first input variable from annual frequency to quarterly for the entire period using missing data treatment with the N-Point Average method where N = 5.

Fore.NET Example

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

Imports Prognoz.Platform.Interop.ForeSystem;
Imports Prognoz.Platform.Interop.Ms;
…
Public Shared Sub Main(Params: StartParams);
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    // Get current repository
    Mb := Params.Metabase;
    // Get modeling container
    ModelSpace := Mb.ItemById["MS"].Bind();
    // Get model
    ModelObj := Mb.ItemByIdNamespace["MODEL_D", ModelSpace.Key].Edit();
    Model := ModelObj As IMsModel;
    // Get model parameters
    Transf := Model.Transform;
    // Get model calculation method
    Formula := Transf.FormulaItem[0];
    Determ := Formula.Method As IMsDeterministicTransform;
    // Get first model factor
    TransVar := Transf.Inputs.Item[0];
    // Get slice that corresponds to factor
    Slice := TransVar.Slices.Item[0];
    // Create term based on the first factor
    TermInfo := Transf.CreateTermInfo();
    TermInfo.Slice := Slice;
    // Get model calculation expression
    Expr := Determ.Expression;
    // Set model calculation expression
    Expr.AsString := "Interpolate(" + TermInfo.TermInnerText + ", MsInterpolateType.Polynomial, " +
        "MsFrequency.Quarterly, 3, Null, MissingDataMethod.NPointsAverage, 5)";
    // Check expression correctness
    If Expr.Valid
        // If expression is correct, save changes
        Then ModelObj.Save();
        // If expression is not correct, display message in the console window
        Else System.Diagnostics.Debug.WriteLine("Model is not saved: formula error");
    End If;
End Sub;

Example of Use in Expressions

Interpolate({Brazil|BCA}, MsInterpolateType.Polynomial, MsFrequency.Quarterly, 3, SetPeriod("01.01.2000", "01.01.2015"), MissingDataMethod.NPointsAverage, 5)

Result: data of the Brazil|BCA series is disaggregated for quarterly frequency at the period 2000-2015. Polynomial interpolation of the third order is used with missing data treatment by the N-Point Average method where N = 5.

Interpolate(X1, MsInterpolateType.Linear, MsFrequency.Quarterly, 3, Null, MissingDataMethod.LinTrend)

Result: data of the X1 factor is disaggregated for quarterly frequency at the whole period by linear interpolation method with the use of missing data treatment by the Linear Trend method.