IExponentialSmoothingQuickestDescentMethod.FinalApproximation

Syntax

FinalApproximation: IExponentialSmoothingParameters;

Description

The FinalApproximation property determines final parameter approximation.

Example

Sub Main;

Var

Method: SmExponentialSmoothing;

serie: Array Of Double;

status: Integer;

Seasonal: ISeasonal;

Auto: IExponentialSmoothingAutoSearch;

QDM: IExponentialSmoothingQuickestDescentMethod;

Begin

Method := New SmExponentialSmoothing.Create;

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;

Method.Forecast.LastPoint := 30;

Seasonal := Method.SeasonalComponent;

Seasonal.Mode := SeasonalityType.Additive;

Seasonal.Cycle := 4;

Method.TrendComponent := TrendType.Damped;

Auto := Method.AutoSearch;

Auto.Criterion := CriterionType.MeanError;

Auto.Mode := SearchType.Grid;

QDM := Auto.QuickestDescentMethod;

QDM.InitialApproximation.Alpha := 0.01;

QDM.InitialApproximation.Delta := 0.01;

QDM.InitialApproximation.Phi := 0.01;

QDM.FinalApproximation.Alpha := 0.5;

QDM.FinalApproximation.Delta := 0.5;

QDM.FinalApproximation.Phi := 0.5;

QDM.GridStep := 0.01;

status := Method.Execute;

If status <> 0 Then

Debug.WriteLine(Method.Errors);

Else

Debug.WriteLine("Alpha " + Method.BestModelCoefficients.Alpha.ToString);

Debug.WriteLine("Delta " + Method.BestModelCoefficients.Delta.ToString);

Debug.WriteLine("Gamma " + Method.BestModelCoefficients.Gamma.ToString);

Debug.WriteLine("Phi " + Method.BestModelCoefficients.Phi.ToString);

End If;

End Sub Main;

After executing the example the console window displays fitted values for the parameters.

See also:

IExponentialSmoothingQuickestDescentMethod