IExponentialSmoothingParameters.Phi

Syntax

Phi: Double;

Description

The Phi property determines value of phi parameter.

Comments

Default property value is 0.10.

Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    Method: SmExponentialSmoothing;
    serie: Array Of Double;
    status: Integer;
    Params: IExponentialSmoothingParameters;
    Seasonal: ISeasonal;

    Sub Print(Data: Array Of double);
    Var
        i: Integer;
        CI: ICultureInfo;
        Begin
            CI := CultureInfo.Current;
            Debug.WriteLine("---Begin---");
            For i := 0 To Data.Length - 1 Do
                If Double.IsNan(Data[i]) Then
                Debug.WriteLine(i.ToString + ",---empty---");
                Else
                Debug.WriteLine(i.ToString + ", " + CI.FormatDoublePrec(Data[i], 4));
                End If;
            End For;
        Debug.WriteLine("---End---");
    End Sub Print;
Begin
    Method := New SmExponentialSmoothing.Create;
    // Set series
    serie := New Double[15];
    serie[0] := 670.2000183;
    serie[1] := 576.0680563;
    serie[2] := 717.6484268;
    serie[3] := 856.9105808;
    serie[4] := 885.4609516;
    serie[5] := 1011.846431;
    serie[6] := 995.4496292;
    serie[7] := 1064.74221;
    serie[8] := 1033.324656;
    serie[9] := 780.8584552;
    serie[10] := 657.5033113;
    serie[11] := 654.5472579;
    serie[12] := 678.2380139;
    serie[13] := 642.4128544;
    serie[14] := 751.9611194;
    Method.Serie.Value := serie;
    // Set last forecast point
    Method.Forecast.LastPoint := 40;
    // Determine seasonality type and period
    Seasonal := Method.SeasonalComponent;
    Seasonal.Mode := SeasonalityType.Additive;
    Seasonal.Cycle := 4;
    // Determine model trend type
    Method.TrendComponent := TrendType.Linear;
    // Set parameters
    Params := Method.Parameters;
    Params.Alpha := 0.15;
    Params.Delta := 0.2;
    Params.Phi := 0.15;
    // Start calculation and output modeling series
    status := Method.Execute;
    If status <> 0 Then
        Debug.WriteLine(Method.Errors);
        Else
        Debug.WriteLine("=== Model series ===");
        Print(Method.Fitted);
    End If;
End Sub UserProc;

After executing the example the console window displays the calculated modeling series.