Calculation STATBEANS®

 

STATBEAN Name: TimeSeriesSmoothing

 

Purpose: Applies various time series smoothing techniques to a series.

DataSource For Smoothing Time Series Data: any. 

Read/Write Properties
Name Type Description Possible Values Default Value
replaceMissingValues boolean Replace any missing values within time time series. true,false true
seasonalLength int The number of time periods comprising a season. 1+ 1
smoother1Parameter double Parameter for the EWMA smoother. 0-1, exclusive. 0.2
smoother2Parameter double Parameter for the EWMA smoother. 0-1, exclusive. 0.2
smoother1Span int Number of terms in the MA smoother. 2+ 9
smoother2Span int Number of terms in the MA smoother. 2+ 9
smoother1Type String First type of smoother to apply. "None","MA","Spencers MA15",
"Spencers MA21",
"Hendersons MA","EWMA",
"3RSS","3RSSH","5RSS",
"5RSSH","3RSR"
"None"
smoother2Type String First type of smoother to apply. "None","MA","Spencers MA15",
"Spencers MA21",
"Hendersons MA","EWMA",
"3RSS","3RSSH","5RSS",
"5RSSH","3RSR"
"None"
timeSeriesVariableName String The name of the column with data values to be plotted. Any string. ""

Other Public Methods Time Series Smoothing Techniques
Name Description Arguments Return Value
int getNumberOfMissingValuesReplaced() Returns the number of missing values replaced with estimates. None. Number replaced.
double getSmoothedData(int row) Returns the smoothed values. Row index (0 origin). Smoothed value.

Output Variables For These Time Series Smoothing Techniques
Name Description
Rough Original data minus the smooth.
Smoothed Data Smoothed data values.


Code Sample 
- see TimeSeriesPlot.