Assembly: Ms;
The IMsExponentialSmoothingTransform interface contains properties and methods that determine parameters of model calculation using the Exponential Smoothing method.
IMsExponentialSmoothingTransform
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.
Property name | Brief description | |
The AsForecasting property determines whether forecasting values are calculated. | ||
The AutoSearch property returns settings for auto-fitting of parameters of exponential smoothing. | ||
The BestModelCoefficients property returns autoselection results of exponential smoothing parameters. | ||
The ConfidenceLevel property determines the confidence limits relevance. | ||
The Explained property returns output series. | ||
The MissingData property returns an object containing parameters of missing data treatment in the source series. | ||
The Parameters property returns parameters of the method of exponential smoothing. | ||
The SeasonalComponent property returns parameters of seasonal component. | ||
The TrendComponent property determines model trend type. |
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. |
Method name | Brief description | |
Execute | The Execute method calculates model and returns calculation results. |
Method name | Brief description | |
The Identify method identifies model equation coefficients. |
See also: