IMsPointwiseCollapseTransform

Assembly: Ms;

Description

The IMsPointwiseCollapseTransform interface contains properties and methods that determine parameters of the Collapse (Pointwise Calculation) model.

Inheritance Hierarchy

IMsMethod

IMsPointwiseCollapseTransform

Comments

This model aggregates lower level data to upper level; it is used to calculate problems that require data aggregation. For example, data calculated by months needs to be summed for quarterly frequency.

If pointwise calculation is used, data is aggregated one after another from the lower level to the upper one for each scenario point. First, the method calculates point of the model that gives input values for n first values of lower level of collapse model. Second, data is aggregated for the first point of upper level by n values of lower level. Then the method calculates a model, which gets input data for the first point of the upper level from the collapse model, and so on.

For example, there are the models:

Model 1: Y1 = a1*X1[t]+c1 – monthly model.
Model 2: Y2 = Collpase(Y1) – months to quarters aggregation.
Model 3: Y3 = a1* Y2[t]+c2 – quarterly model.

Models for the period between 2000 and 2005 are calculated as follows:

The Y1 model is calculated for 01.01.2000, 01.02.2000, 01.03.2000.
The Y2 model aggregates data of the first three months; so we get the value for the first quarter of 2000.
The Y3 model is calculated for the first quarter of 2000.
The Y1 model is calculated for 01.04.2000, 01.05.2000, 01.06.2000.
The Y2 model aggregates data of the next three months; so we get the value for the second quarter of 2000.
The Y3 model is calculated for the second quarter of 2000 and so on.

Properties

	Property name	Brief description
	Input	The Input property determines the term corresponding to input variable.
	InputLevel	The InputLevel property determines original frequency.
	MethodType	The MethodType property determines the aggregation method to be applied to output variable.
	MissingData	The MissingData property determines parameters of missing data treatment in the source data.
	Result	The Result property returns the term corresponding to output variable.
	Tolerance	The Tolerance property sets the number of missing values in output series, which is regarded as acceptable when aggregating data.

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.