IMsExponentialSmoothingTransform

Assembly: Ms;

Description

The IMsExponentialSmoothingTransform interface contains properties and methods that determine parameters of model calculation using the Exponential Smoothing method.

Inheritance Hierarchy

          IMsMethod

          IMsStochasticMethod

          IMsExponentialSmoothingTransform

Comments

Exponential smoothing is one of the most popular techniques used in time series smoothing and forecasting. The smoothing procedure is based on calculating exponential moving averages of the smoothed series.

Properties

  Property name Brief description

AsForecasting

The AsForecasting property determines whether forecasting values are calculated.

AutoSearch

The AutoSearch property returns settings for auto-fitting of parameters of exponential smoothing.

BestModelCoefficients

The BestModelCoefficients property returns autoselection results of exponential smoothing parameters.

ConfidenceLevel

The ConfidenceLevel property determines the confidence limits relevance.

Explained

The Explained property returns output series.

MissingData

The MissingData property returns an object containing parameters of missing data treatment in the source series.

Parameters

The Parameters property returns parameters of the method of exponential smoothing.

SeasonalComponent

The SeasonalComponent property returns parameters of seasonal component.

TrendComponent

The TrendComponent property determines model trend type.

Properties inherited from IMsMethod

  Property name Brief description
CalculateSeries The CalculateSeries property returns results of model calculation.
InversionInfo The InversionInfo property returns parameters of initial transformation applied to variable.
ObservationsCount The ObservationsCount property returns the number of model observations.
PeriodAlignment The PeriodAlignment property returns type of model calculation relative to period.
Series The Series property returns a set of available series used by current method in calculations.
StatMethod The StatMethod property returns information on statistical method used for model calculation.
Summary The Summary property returns summary statistics calculated for model.
SupportsR The SupportsR property determines whether calculation by R is enabled.
Type The Type property returns type of method used for model calculation.
UseR The UseR property determines whether connection to R is used on method calculation.

Methods inherited from IMsMethod

  Method name Brief description
Execute The Execute method calculates model and returns calculation results.

Methods inherited from IMsStochasticMethod

  Method name Brief description

Identify

The Identify method identifies model equation coefficients.

See also:

Ms Assembly Interfaces