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.