ISmSingularSpectrumAnalysis

Assembly: Stat;

Description

The ISmSingularSpectrumAnalysis interface is used to perform singular spectrum analysis of time series.

Inheritance Hierarchy

          IStatMethod

          ISmSingularSpectrumAnalysis

Comments

Singular spectrum analysis is a method of time series analysis based on representation of a time series as a sequence of vectors with sufficiently large dimension and further application of the principal components method.

Properties

  Property name Brief description
Fitted The Fitted property returns a fitted series.
IncludedComponents The IncludedComponents property determines, which principal components are used to fit the input series.
MatrixAlignmentType The MatrixAlignmentType property determines the type of centering for the source data matrix.
MissingData The MissingData property determines missing data treatment parameters.
ModelPeriod The ModelPeriod property returns sample period parameters.
P The P property returns eigenvectors of the principal components.
PCCount The PCCount property determines the number of principal components.
Residuals The Residuals property returns a residual series.
Serie The Serie property returns the source series.
Statistics The Statistics property returns eigenvalues and statistics.
V The V property returns principal component values.
Width The Width property determines the window width.

Properties inherited from IStatMethod

  Property name Brief description
DisplayName The DisplayName property returns the displayed method name.
ErrorByStatus The ErrorByStatus property returns an error message by the error number.
Errors The Errors property returns a message with all the errors and warnings.
Name The Name property returns the internal method name.
PerformanceTime The PerformanceTime property returns method execution time.
Status The Status property returns the method execution status.
SupportsR The SupportsR property returns whether statistical method can be calculated via R package.
UseR The UseR property determines whether statistical method is calculated via the R package.
WarningByStatus The WarningByStatus property returns a warning text by its number.
Warnings The Warnings property returns the warnings that occurred on method calculation.
WarningsCount The WarningsCount property returns the number of warnings that occurred on method calculation.
WarningsNumbers The WarningsNumbers property returns numbers of the warnings that occurred on method calculation.

Methods inherited from IStatMethod

  Method Name Brief description
Clone The Clone method clones a statistical method object.
Execute The Execute method executes a statistical method.
LoadFromXML The LoadFromXML method loads statistical method settings from XML code.
SaveToXML The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Singular spectrum analysis