IModelling.MedianSmooth

Syntax

MedianSmooth(Input: ITimeSeries;

Period: IMsPeriod;

[WindowSize: Integer = 5];

[Casewise: MsCasewise = 0]): Variant;

Parameters

Input. Output variable.

Period. Period, at which the method is calculated

WindowSize. Window size.

Casewise. Missing data treatment method.

Description

The MedianSmooth method applies median smoothing to variable.

Comments

Features of setting parameters:

Period. If the parameter is set to Null, the method is calculated at the entire time period
WindowSize. The parameter should have an uneven value.

The main advantage of median smoothing is its robustness to outliers.

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 that is calculated by the determinate equation method and contains at least one input variable.

Add links to the Metabase and Ms system assemblies.

Sub ProcMedianSmooth;
Var
    Mb: IMetabase;
    ModelSpace, ModelObj: IMetabaseObject;
    Transf: IMsFormulaTransform;
    Formula: IMsFormula;
    Model: IMsModel;
    Determ: IMsDeterministicTransform;
    TransVar: IMsFormulaTransformVariable;
    Slice: IMsFormulaTransformSlice;
    TermInfo: IMsFormulaTermInfo;
    Expr: IExpression;
Begin
    Mb := MetabaseClass.Active;
    ModelSpace := Mb.ItemById("MS").Bind;
    ModelObj := Mb.ItemByIdNamespace("MODEL_D", ModelSpace.Key).Edit;
    Model := ModelObj As IMsModel;
    Transf := Model.Transform;
    Formula := Transf.FormulaItem(0);
    Determ := Formula.Method As IMsDeterministicTransform;
    TransVar := Transf.Inputs.Item(0);
    Slice := TransVar.Slices.Item(0);
    TermInfo := Transf.CreateTermInfo;
    TermInfo.Slice := Slice;
    TermInfo.Type := MsFormulaTermType.Pointwise;
    Expr := Determ.Expression;
    Expr.References := "Ms";
    Expr.AsString := "MedianSmooth(" + TermInfo.TermInnerText + ", SetPeriod(" +
        """" + "01.01.2000" + """" + "," + """" + "01.01.2015" + """" + "), 5, MsCasewise.Yes)";
    If Expr.Valid
        Then ModelObj.Save;
        Else Debug.WriteLine(Model is not saved: error in formula);
    End If;
End Sub ProcMedianSmooth;

After executing the example the model will transform the first input variable by the method of median smoothing at the period of 2000-2015. The calculation is executed by the Casewise missing data treatment method.

Example of Use in Expressions

Expression 1:

MedianSmooth({Brazil|BCA}, SetPeriod("01.01.2000", "01.01.2015"), 5, MsCasewise.Yes)

Result: for the Brazil|BCA time series, 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.

Use: it can be used in formulas of cross functional expression editor in any platform tool where it is available.

Expression 2:

MedianSmooth(X1, SetPeriod("01.01.2000", "01.01.2015"), 7, MsCasewise.Yes)

Result: 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.

Use: it can be used in model formulas of modeling container.