StatBean Name: TimeSeriesSmoothing

Purpose: Applies various smoothers to a time series.

DataSource: 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

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

Name	Description
Rough	Original data minus the smooth.
Smoothed Data	Smoothed data values.

Code Sample
- see TimeSeriesPlot.