Setting Up Parameters of the Exponential Smoothing Method

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  <gammaSearch>true</gammaSearch>

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<it>

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<method>

<exponentialSmoothing>

  <trendComponent>Linear</trendComponent>

  <confidenceLevel>0.96</confidenceLevel>

<missingData>

  <specifiedVector />

  <method>Casewise</method>

  <methodParameter>5</methodParameter>

  <specifiedValue>0</specifiedValue>

<specifiedTerm>

  <k>4294967295</k>

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  <gamma>0.1</gamma>

  <delta>0.1</delta>

  <phi>0.1</phi>

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<seasonalComponent>

  <mode>None</mode>

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  </seasonalComponent>

<autoSearch>

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  <criterion>MeanAbsError</criterion>

<quickestDescent>

<initialApproximation>

  <alpha>0</alpha>

  <gamma>0.12</gamma>

  <delta>0</delta>

  <phi>0.1</phi>

  </initialApproximation>

<finalApproximation>

  <alpha>1</alpha>

  <gamma>0.92</gamma>

  <delta>1</delta>

  <phi>0.9</phi>

  </finalApproximation>

  <gridStep>0.12</gridStep>

  </quickestDescent>

<bestTrial>

<initialApproximation>

  <alpha>0.1</alpha>

  <gamma>0.1</gamma>

  <delta>0.1</delta>

  <phi>0.1</phi>

  </initialApproximation>

  <order>10</order>

  <methodConstant>0.1</methodConstant>

  <maxIteration>15</maxIteration>

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  <gammaSearch>1</gammaSearch>

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  <phiSearch>0</phiSearch>

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  <type>None</type>

  <lag>PrecidingValue</lag>

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  <seasonality>None</seasonality>

  <dependence>Linear</dependence>

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                        },
                       "aggregator" : "None",
                       "parametrizedDimensions" : 
                        {
                         "its" : 
                          {
                           "Item" : 
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                             "dimension" : "0",
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                       "unitInfo" : 
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                       "level" : "Year"
                      },
                     "fullName" : "MyOutputVavable|A",
                     "originalName" : "MyOutputVavable",
                     "originalShortName" : "MyOutputVavable",
                     "useCustomName" : "0"
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                  },
                  {
                   "k" : "4",
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                   "n" : "MyOutputVavable|A[t] = An*t^n + ... + A2*t^2 + A1*t + A0, (From parent)-(From parent)",
                   "vis" : "1",
                   "type" : "Model",
                   "excluded" : "0",
                   "graphMeta" : "",
                   "model" : 
                    {
                     "transform" : 
                      {
                       "formulaCount" : "1",
                       "formulas" : 
                        {
                         "its" : 
                          {
                           "it" : 
                            [
                              {
                               "k" : "0",
                               "kind" : "ExponentialSmoothing",
                               "method" : 
                                {
                                 "exponentialSmoothing" : 
                                  {
                                   "trendComponent" : "Linear",
                                   "confidenceLevel" : "0.96",
                                   "missingData" : 
                                    {
                                     "specifiedVector" : "",
                                     "method" : "Casewise",
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                                     "specifiedValue" : "0",
                                     "specifiedTerm" : 
                                      {
                                       "k" : "4294967295"
                                      }
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                                   "params" : 
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                                     "gamma" : "0.1",
                                     "delta" : "0.1",
                                     "phi" : "0.1"
                                    },
                                   "seasonalComponent" : 
                                    {
                                     "mode" : "None",
                                     "cycle" : "4"
                                    },
                                   "autoSearch" : 
                                    {
                                     "mode" : "Grid",
                                     "criterion" : "MeanAbsError",
                                     "quickestDescent" : 
                                      {
                                       "initialApproximation" : 
                                        {
                                         "alpha" : "0",
                                         "gamma" : "0.12",
                                         "delta" : "0",
                                         "phi" : "0.1"
                                        },
                                       "finalApproximation" : 
                                        {
                                         "alpha" : "1",
                                         "gamma" : "0.92",
                                         "delta" : "1",
                                         "phi" : "0.9"
                                        },
                                       "gridStep" : "0.12"
                                      },
                                     "bestTrial" : 
                                      {
                                       "initialApproximation" : 
                                        {
                                         "alpha" : "0.1",
                                         "gamma" : "0.1",
                                         "delta" : "0.1",
                                         "phi" : "0.1"
                                        },
                                       "order" : "10",
                                       "methodConstant" : "0.1",
                                       "maxIteration" : "15"
                                      },
                                     "alphaSearch" : "0",
                                     "gammaSearch" : "1",
                                     "deltaSearch" : "0",
                                     "phiSearch" : "0"
                                    },
                                   "explained" : 
                                    {
                                     "slice" : 
                                      {
                                       "k" : "0",
                                       "id" : "MyOutputVavable|A",
                                       "n" : "MyOutputVavable|A",
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                                       "stubKey" : "89671",
                                       "selections" : 
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                                       "aggregator" : "None",
                                       "parametrizedDimensions" : 
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                                     "lag" : "",
                                     "key" : "0",
                                     "termToText" : "{MyOutputVavable|A[t]}",
                                     "termToInnerText" : "@_1:0[]",
                                     "termInfo" : 
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                                       "inversion" : 
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                                 "inversionInfo" : 
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                               "calendarLevel" : "Year",
                               "outputSliceKey" : "0"
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                        },
                       "kind" : "Simple"
                      },
                     "warnings" : "",
                     "readOnly" : "0"
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                ]
              }
            },
           "visualController" : 
            {
             "variableRubricatorKey" : "89671",
             "freeVariables" : 
              {
               "its" : ""
              },
             "userRPath" : "",
             "isRExist" : "0"
            },
           "suppressEmptyFilter" : 
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             "suppressEmpty" : "0",
             "suppressEmptyArea" : "SerieBounds"
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           "readOnly" : "0",
           "variableTestUseR" : "0",
           "calculateIdentOnFact" : "0"
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         "scenarios" : 
          {
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          },
         "details" : 
          {
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             "identificationEndDate" : "2018-04-24",
             "forecastStartDate" : "2018-04-25",
             "forecastEndDate" : "2020-01-01",
             "identificationStartDateParamID" : "",
             "identificationEndDateParamID" : "",
             "forecastStartDateParamID" : "",
             "forecastEndDateParamID" : "",
             "autoPeriod" : "0",
             "identificationStartOffset" : "0",
             "identificationEndOffset" : "0",
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           "currentPoint" : "2018-04-25"
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         "useSavedCoefficients" : "0",
         "useScenarios" : "0",
         "readOnly" : "0"
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}

public static MsItem SetMsExpSmoothing_grid(MsId ms, ulong modelKey, ulong eqKey)
{
    var setMsOp = new SetMs();
    // Set operation execution parameters
    setMsOp.tMs = ms;
    setMsOp.tArg = new SetMsArg()
    {  // Set data change pattern
        pattern = new MsMdPattern()
        {
            item = new MsItemPattern()
            {  // Specify equation key
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Change 
                    }
                }                
            }
        },
        // Set data that must be changed
        meta = new MsMd()
        {
            item = new MsItem()
            {  
                k = modelKey,
                type = MsItemType.Problem,
                problemMd = new MsProblem()
                {
                    metamodel = new MsMetaModel()
                    {
                        calculationChain = new MsCalculationChainEntries()
                        {
                            its = new MsCalculationChainEntry[] 
                            {
                                new MsCalculationChainEntry()
                                {
                                    k = eqKey,
                                    type = MsCalculationChainType.Model,
                                    model = new MsModel()
                                    {
                                        transform = new MsFormulaTransform()
                                        {
                                            formulas = new TsFormulas()
                                            {
                                                its = new TsFormula[]
                                                {
                                                    new TsFormula()
                                                    {
                                                        kind = TsFormulaKind.ExponentialSmoothing,
                                                        method = new TsMethod()
                                                        {   // Set parameters of the Exponential Smoothing method                                     
                                                            exponentialSmoothing = new TsExponentialSmoothingMethod()
                                                            {  // Set confidence limits relevance
                                                                confidenceLevel = 0.96,                                                                                           
                                                                // Set seasonal effect
                                                                seasonalComponent = new StatSeasonal(){},
                                                                // Set missing data treatment parameters
                                                                missingData = new StatMissingData(){}, 
                                                                // Set growth model: additive
                                                                trendComponent = StatTrendType.Linear,
                                                                // Set coefficient values
                                                                @params = new ExponentialSmoothingParams()
                                                                {
                                                                    alpha = 0.12, delta = null,
                                                                    gamma = null, phi = null
                                                                }, // Set parameters of coefficient value autoselection
                                                                autoSearch = new ExponentialSmoothingAutoSearch()
                                                                {   // Set selected coefficients
                                                                    alphaSearch = false, deltaSearch = false,
                                                                    gammaSearch = true, phiSearch = false,
                                                                    // Set parameters of the Grid Search method 
                                                                    mode = StatSearchType.Grid,
                                                                    quickestDescent =new ExponentialSmoothingQuickestDescentParams()
                                                                    {   // Set search interval start values
                                                                        initialApproximation = new ExponentialSmoothingParams()
                                                                        {
                                                                            alpha = null, delta = null,
                                                                            gamma = 0.12, phi = null
                                                                        }, // Set search interval end values                                                  
                                                                        finalApproximation = new ExponentialSmoothingParams()
                                                                        {
                                                                            alpha = null, delta = null,
                                                                            gamma = 0.92, phi = null
                                                                        }, // Set grid step
                                                                        gridStep = 0.12
                                                                    },
                                                                    criterion = StatCriterionType.MeanAbsError
                                                                }
                                                            }
                                                        }
                                                    }
                                                }
                                            }
                                        }
                                    }
                                }
                            }
                        }
                    }
                }
            }
        }, // Set changed data getting pattern
        metaGet = new MsMdPattern()
        {
            scenarios = ListOperation.Get,
            period = true,
            item = new MsItemPattern()
            {
                key = modelKey,
                problem = new MsProblemPattern()
                {
                    details = true,
                    scenarios = ListOperation.Get,
                    useSavedCoefficients = true,
                    metamodel = new MsMetaModelPattern()
                    {
                        calculationChain = ListOperation.Get,
                        calcChainPattern = new MsCalculationChainPattern()
                        {
                            modelPattern = new MsModelPattern()
                            {
                                transform = new MsFormulaTransformPattern()
                                {
                                    kind = true,
                                    formulaCount = true,
                                    formulas = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    },
                                    equationsFormula = new TsFormulaPattern()
                                    {
                                        method = new TsMethodPattern() { }
                                    }
                                }
                            }
                        },
                        visualControllerPattern = new MsMetaModelVisualControllerPattern()
                        {
                            variableRubricatorKey = true,
                            levelFormat = MsLevelFormat.Short,
                            useSourceName = false,
                            freeVariables = true
                        }
                    }
                }
            }
        }
    };
    // Create a proxy object for operation execution
    var somClient = new SomPortTypeClient();
    // Set operation execution parameters
    var result = somClient.SetMs(setMsOp);
    return result.meta.item;
}

SOAP request:

<s:Envelope xmlns:s="http://schemas.xmlsoap.org/soap/envelope/">

<s:Body xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema">

<SetMs xmlns="http://www.prognoz.ru/PP.SOM.Som">

<tMs xmlns="">

  <id>FOHJOFJNADNBFOAEPDEIMKPCLJLPFLDEBILEJKOJMGKNANDD!M!S!CDJFPKJJNADNBFOAENAKODJNNPDGOIFMEKIFADEIKBFGIGHID</id>

  </tMs>

<tArg xmlns="">

<pattern>

  <obInst>true</obInst>

<item>

  <key>89669</key>

<problem>

<metamodel>

  <calculationChain>Change</calculationChain>

  </metamodel>

  </problem>

  </item>

  </pattern>

<meta>

<item>

  <k>89669</k>

  <type>Problem</type>

<problemMd>

<metamodel>

<calculationChain>

<its>

<Item>

  <k>4</k>

  <type>Model</type>

<model>

<transform>

<formulas>

<its>

<it>

  <k>0</k>

  <kind>ExponentialSmoothing</kind>

<method>

<exponentialSmoothing>

  <trendComponent>Linear</trendComponent>

<params>

  <alpha>0.12</alpha>

  </params>

<autoSearch>

  <mode>Optimal</mode>

  <criterion>MeanError</criterion>

<bestTrial>

<initialApproximation>

  <gamma>0.12</gamma>

  </initialApproximation>

  <order>9</order>

  <methodConstant>0.15</methodConstant>

  <maxIteration>20</maxIteration>

  </bestTrial>

  <alphaSearch>false</alphaSearch>

  <gammaSearch>true</gammaSearch>

  <deltaSearch>false</deltaSearch>

  <phiSearch>false</phiSearch>

  </autoSearch>

  </exponentialSmoothing>

  </method>

  </it>

  </its>

  </formulas>

  </transform>

  </model>

  </Item>

  </its>

  </calculationChain>

  </metamodel>

  </problemMd>

  </item>

  </meta>

<metaGet>

  <obInst>true</obInst>

  <scenarios>Get</scenarios>

  <period>true</period>

<item>

  <key>89669</key>

<problem>

<metamodel>

  <calculationChain>Get</calculationChain>

<calcChainPattern>

<modelPattern>

<transform>

  <formulaCount>true</formulaCount>

<formulas>

  <method />

  </formulas>

<equationsFormula>

  <method />

  </equationsFormula>

  <kind>true</kind>

  </transform>

  </modelPattern>

  </calcChainPattern>

<visualControllerPattern>

  <variableRubricatorKey>true</variableRubricatorKey>

  <useSourceName>false</useSourceName>

  <freeVariables>true</freeVariables>

  <levelFormat>Short</levelFormat>

  </visualControllerPattern>

  </metamodel>

  <scenarios>Get</scenarios>

  <details>true</details>

  <useSavedCoefficients>true</useSavedCoefficients>

  </problem>

  </item>

  </metaGet>

  </tArg>

  </SetMs>

  </s:Body>

  </s:Envelope>

SOAP response:

<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/">

<soapenv:Body>

<SetMsResult xmlns="http://www.prognoz.ru/PP.SOM.Som" xmlns:q1="http://www.prognoz.ru/PP.SOM.Som" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">

<id xmlns="">

  <id>FOHJOFJNADNBFOAEPDEIMKPCLJLPFLDEBILEJKOJMGKNANDD!M!S!CDJFPKJJNADNBFOAENAKODJNNPDGOIFMEKIFADEIKBFGIGHID</id>

  </id>

<meta xmlns="">

<obInst>

<obDesc isShortcut="0" isLink="0" fullUrl="http://v-shp-development.dev.fs.fsight.world/" ver="4" hf="0">

  <i>MODELSPACE</i>

  <n>Modeling container</n>

  <k>1581</k>

  <c>5121</c>

  <p>1580</p>

  <h>0</h>

  <hasPrv>0</hasPrv>

  <ic>0</ic>

  <isPermanent>1</isPermanent>

  <isTemp>0</isTemp>

  </obDesc>

  </obInst>

  <dirty>0</dirty>

<period>

  <start>1970-01-01</start>

  <end>2020-12-31</end>

  </period>

<scenarios>

<nodes>

<it isFolder="0">

  <k>1628</k>

  <id>OBJ1628</id>

  <n>Base</n>

  <vis>1</vis>

<scenDesc isShortcut="0" isLink="0" fullUrl="http://v-shp-development.dev.fs.fsight.world/" ver="0" hf="0">

  <i>OBJ1628</i>

  <n>Base</n>

  <k>1628</k>

  <c>5124</c>

  <p>1627</p>

  <h>0</h>

  <hasPrv>0</hasPrv>

  <ic>0</ic>

  </scenDesc>

  <internalKey>1629</internalKey>

  </it>

<it isFolder="0">

  <k>5371</k>

  <id>OBJ5371</id>

  <n>Base (copy1)</n>

  <vis>1</vis>

<scenDesc isShortcut="0" isLink="0" fullUrl="http://v-shp-development.dev.fs.fsight.world/" ver="0" hf="0">

  <i>OBJ5371</i>

  <n>Base (copy1)</n>

  <k>5371</k>

  <c>5124</c>

  <p>1627</p>

  <h>0</h>

  <hasPrv>0</hasPrv>

  <ic>0</ic>

  </scenDesc>

  <internalKey>5372</internalKey>

  </it>

  </nodes>

  </scenarios>

<item>

  <k>89669</k>

  <id>MODEL_NEW</id>

  <n>MODEL_NEW</n>

  <vis>1</vis>

  <type>Problem</type>

<problemMd>

<metamodel>

  <k>89670</k>

<calculationChain>

<its>

<Item>

  <k>1</k>

  <n>MyInputVavable</n>

  <vis>1</vis>

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