IModelling

Assembly: Ms;

Namespace: Prognoz.Platform.Interop.Ms;

Description

The IModelling interface contains methods that are used to transform variables.

Inheritance Hierarchy

IModelling

Comments

All methods of this interface before execution check if an input series contains data. If the input series is empty, method is not calculated, the empty series is immediately returned.

Methods

  Method name Brief description
Abs The Abs method returns absolute value (modulus) of selected variable points.
AbsI The AbsI method returns absolute value (modulus) of selected variable points, if this variable contains only integer values.
Arima The Arima method models variable value by the ARIMA method.
ArimaR The ArimaR method models variable values with the ARIMA method using the R package.
ASCII The ASCII method returns ASCII code for the first string character.
AutoTrend The AutoTrend method selects optimal trend for the variable in the specified period.
Average The Average method returns average value of selected variable points.
AverageI The AverageI method returns the mean value of selected variable points, if this variable contains only integer values.
Bpf The Bpf method models variable values using the Baxter-King filter.
BpfR The BpfR method models variable values using the Baxter-King method using the R package.
Census1 The Census1 method calculates seasonal component according to the specified parameters.
Char The Char method returns a character that corresponds to the specified ASCII code.
Coalesce The Coalesce method returns a series, each point of which is calculated as the first met value from specified series that is not equal to Null.
Collapse The Collapse method aggregates variable values.
Combine The Combine method returns the series containing source series data for the sample period and forecasting series data for the forecasting period.
Contains The Contains method returns whether a source string contains a searched substring.
Cos The Cos method returns cosine of selected variable points.
Cumulative The Cumulative method transforms variable using selected cumulative method.
CumulativeYTD The CumulativeYTD method transforms variable by applying the specified cumulative method to the start of the year.
DateSeries The DateSeries method returns the current date value for each series point depending on the specified calculation periods.
Default_ The Default_ method returns Null.
Diff The Diff method calculates increment of variable points in comparison with previous period.
DiffX The DiffX method calculates increment of variable points in comparison with the selected period.
DiffY The DiffY method calculates increment of variable points in comparison with the corresponding period of the previous year.
Div_ The Div_ method returns the integer part of integer division of values of the variable points by the specified value.
Division The Division method returns quotient of pointwise division of two variables.
DLog The DLog method calculates increment of the logarithm of variable points in comparison with previous period.
DLogX The DLogX method calculates increment of the logarithm of variable points in comparison with the selected period.
DynamicLowerConfidenceLevel The DynamicLowerConfidenceLevel method returns lower dynamic confidence limit of forecast series.
DynamicUpperConfidenceLevel The DynamicUpperConfidenceLevel method returns upper dynamic confidence limit of forecast series.
Ecm The Ecm method transforms variable using error correction model.
EndsWith The EndsWith method returns whether a source string ends with the searched substring.
Estimate The Estimate method returns estimated value of a constant.
Exp The Exp method returns the result of raising the number "e" to the power, specified by variable point.
ExpSmooth The Expsmooth method transforms variable with the help of exponential smoothing.
ExpSmoothR The ExpSmoothR method transforms variable data with the exponential smoothing method using the R package.
ExpX The ExpX method returns the result of raising points variable points to the specified power.
Extrapolate The Extrapolate method transforms a variable using a trend with functional dependency estimation.
Fact The Fact method returns a factorial of selected variable points.
Fill The Fill parameter fills empty values of the series using various missing data treatment methods.
Find The Find method returns position of substring start in the specified source string.
Fitted The Fitted method returns modeling series.
Floor The Floor method returns the result of rounding down variable points to multiple of specified accuracy.
FloorI The FloorI method returns the result of rounding down variable points to multiple of the specified accuracy. The variable must only contain integer values.
Forecast The Forecast method returns forecasting values for the specified series.
GetValueByDate The GetValueByDate method returns series value for the specific date.
GreyForecast The GreyForecast method models a variable using the Grey forecast.
Hpf The Hpf method smoothes a variable using the Hodrick-Prescott filter (smoothing parameter is lambda).
HpfP The HpfP method smoothes the variable with the Hodrick-Prescott filter, by calculating the smoothing parameter depending on the model frequency and the degree parameter.
HpfR The HpfR method smoothes data of a variable using the Hodrick-Prescott filter and the R package.
Iif The Iif method provides conditional execution of operators.
Int The Int method rounds values of selected variable down to the nearest integer.
Interpolate The Interpolate method interpolates variable values.
InterpolateP The InterpolateP method interpolates variable values according to a pattern.
IsSeriesEmpty The IsSeriesEmpty method returns whether a series is empty.
Lag The Lag method shifts variable forward by the specified number of points in a time period.
Lead The Lead method shifts variable backwards by the specified number of points in a time period.
Left The Left method returns the specified number of characters from the left string edge.
Length The Length method returns the number of characters in the specified string.
Level The Level method applies the Level function to selected variable.
LevelIndexSeries The LevelIndexSeries method returns current element index for set calendar frequency.
Ln The Ln method returns a natural logarithm of selected variable points.
Log The Log method returns the logarithm of specified variable points by assigned base.
Log10 The Log10 method returns base-10 logarithm of selected variable points.
Lower The Lower method returns the specified string transformed into low case.
LowerConfidenceLevel The LowerConfidenceLevel method returns lower confidence limit of forecast series.
Lrxf The Lrxf method models variable with the help of LRX-filter.
LTrim The LTrim method returns a string with removed spaces at the beginning of the string.
Max The Max method returns maximum value of variable points.
Max_ The Max_ method returns maximum of the two strings by means of characterwise comparison.
MaxI The MaxI method returns the maximum value of variable points, if this variable contains only integer values.
Mean The Mean method returns mean for selected variable.
Median The Median method returns median for selected variable.
MedianSmooth The MedianSmooth method models a variable with the help of median smoothing.
MedianSmoothR The MedianSmoothR method applies median smoothing to a variable using the R package.
Mid The Mid method returns a substring of the specified length that starts with the specified position of source string.
Min The Min method returns minimum value of variable points.
Min_ The Min_ method returns minimum of the two strings by means of characterwise comparison.
MinI The MinI method returns the minimum value among the points of the variable if it contains only integer values.
Mod_ The Mod_ method returns remainder of integer division of variable point values by a specified number.
Mode The Mode method returns mode of selected variable.
Modulus The Modulus method returns remainder of integer division of variable point values by a specified number.
MovAvg The MovAvg method transforms the variable by the moving average method.
MovAvgR The MovAvgR method transforms data of a variable using the moving average method using the R package.
Mult The Mult method returns product of corresponding points for two or more variables.
None The None method returns whether a constant is not used.
Nvl The Nvl method substitutes missing data of variable with the specified value.
Ols The Ols method models a variable with the help of linear regression (OLS estimation).
OlsR The Ols method models variable data with the help of linear regression (OLS estimation). Calculation is executed using the R package.
Pch The Pch method calculates rate of change of variable points in comparison with previous period.
PchA The PchA method calculates the rate of change of variable points in comparison with the previous period with seasonality adjustment.
PchX The PchX method calculates the rate of change of variable points in comparison with the selected period.
PchY The PchY method calculates the rate of change of variable points in comparison with the corresponding period of the previous year.
Pi The Pi method returns the Pi number.
Power The Power method returns the result of raising variable points to the specified power.
PowerI The PowerI method returns the result of raising variable points to the specified power. All variable points and the power must be integers.
R The R method transforms data using R package methods.
Rand The Rand method returns a random uniformly distributed number, greater or equal to 0 and less than 1.
RandBetween The RandBetween method returns a random float number between two specified numbers.
RandBetweenI The RandbetweenI method returns a random integer between two specified integers.
Ratio The Ratio method calculates growth coefficient for variable points.
Rebase The Rebase method applies the Rebase function to selected variable.
Remainder The Remainder method returns remainder of division of variable points values by a specified number.
Replace The Replace method returns a string, in which all occurrences of the specified substring are replaced with the specified string.
Residuals The Residuals method returns a residual series.
Right The Right method returns the specified number of characters from the right string edge.
Round The Round method rounds off variable points values.
RoundDown The RoundDown method rounds down variable point values.
RoundUp The RoundUp method rounds up values of the variable points.
RTrim The RTrim method returns a string with removed spaces at the string end.
SetPeriod The SetPeriod method generates period by specified dates.
Sign The Sign method returns sign of selected variable points.
SignI The SignI method returns sign of selected variable points, if this variable contains only integer values.
Sin The Sin method returns sine of selected variable points.
Space The Space method returns the string that consists of the specified number of spaces.
Splice The Splice method splices variables.
SpliceP The SpliceP method transforms a variable on the basis of spliced variables.
Sqrt The Sqrt method returns square root of selected variable points.
StartsWith The StartsWith method returns whether a source string starts with the searched substring.
StDv The StDv method returns the standard deviation for the specified variable.
Subtract The Subtract method returns difference of corresponding points for two or more variables.
Sum The Sum method returns sum of corresponding points for two or more variables.
SumI The SumI method returns the sum of corresponding points for two or more variables if they contain only integer values.
SumSq The SumSq method returns the sum of squares for corresponding points for two or more variables.
Tan The Tan method returns tangent of selected variable points.
Trim The Trim method returns a string with removed spaces at the string start and end.
Trunc The Trunc method truncates variable points to the selected number of decimal places.
Truncate The Truncate method truncates variable in accordance with selected parameters.
Tsls The Tsls method models a variable with the help of linear regression (estimation by method of instrumental variables).
TslsR The TslsR method models variable data using linear regression (instrumental variables estimation). Calculation is executed using the R package.
Upper The Upper method returns the specified string transformed into upper case.
UpperConfidenceLevel The UpperConfidenceLevel method returns upper confidence limit of forecast series.
Variance The Variance method returns variance of the variable.
X11 The X11 method executes seasonal decomposition and data adjustment.
YearSeries The YearSeries method returns the current year value for each series point depending on the set calculation periods.

See also:

Ms Assembly Interfaces