TD_HOLT_WINTERS_FORECASTER Input Table US_AirPass
| TD_TIMECODE |
id |
idx |
international |
domestic |
|---|
| 2022-01-01 |
0 |
0 |
8.51000 |
54.11000 |
| 2022-02-01 |
0 |
1 |
7.30000 |
51.08000 |
| 2022-03-01 |
0 |
2 |
9.00000 |
63.96000 |
| 2022-04-01 |
0 |
3 |
9.16000 |
61.10000 |
| 2022-05-01 |
0 |
4 |
9.24000 |
64.44000 |
| ... |
... |
... |
... |
... |
Example: TD_HOLT_WINTERS_FORECASTER Call
EXECUTE FUNCTION INTO VOLATILE ART(HOLTWINT_RESULTS)
TD_HOLT_WINTERS_FORECASTER
(
SERIES_SPEC(TABLE_NAME(US_AirPass),SERIES_ID(id), ROW_AXIS(SEQUENCE(idx)),
PAYLOAD(FIELDS(international), CONTENT(REAL))),
FUNC_PARAMS(FORECAST_PERIODS(12), SEASONAL_PERIODS(12), ALPHA(0.9439943),
BETA(0), GAMMA(1), INIT(LEVEL_0(8.6442325), TREND_0(0),
SEASON_0(-0.0393974, -1.0862568, 0.9318696, 0.3700066, 0.7781406,
1.8662758, 2.5544179, 1.8425587, -0.6243017, -0.5161624,
-0.9280287, 0.2851093)),
MODEL(ADDITIVE), RESIDUALS(1), FIT_METRICS(1), SELECTION_METRICS(1))
);
TD_HOLT_WINTERS_FORECASTER Primary Output
SELECT * FROM HOLTWINT_RESULTS WHERE ROW_I > 20;
id ROW_I OBSERVED_VALUE FORECAST_VALUE LO_80 HI_80 LO_95 HI_95
----------- ----------- ---------------------- ---------------------- ---------------------- ---------------------- ---------------------- ----------------------
0 21 8.42000000000000E 000 7.68949472010716E 000 ? ? ? ?
0 22 8.08000000000000E 000 7.87283703550915E 000 ? ? ? ?
0 23 9.24000000000000E 000 9.11515347798922E 000 ? ? ? ?
0 24 8.98000000000000E 000 8.73341506280347E 000 ? ? ? ?
0 25 7.90000000000000E 000 8.43062918033239E 000 ? ? ? ?
0 26 9.98000000000000E 000 8.97186385353194E 000 ? ? ? ?
0 27 9.49000000000000E 000 9.43076385424237E 000 ? ? ? ?
0 28 9.98000000000000E 000 8.90759335983899E 000 ? ? ? ?
0 29 1.10500000000000E 001 1.10482643395433E 001 ? ? ? ?
0 30 1.16700000000000E 001 1.05039842091720E 001 ? ? ? ?
0 31 1.10700000000000E 001 1.10823507138295E 001 ? ? ? ?
0 32 8.61000000000000E 000 1.21390532567957E 000 ? ? ? ?
0 33 8.69000000000000E 000 8.32693483773249E 000 ? ? ? ?
0 34 8.26000000000000E 000 8.08132528489755E 000 ? ? ? ?
0 35 9.58000000000000E 000 9.12139935631994E 000 ? ? ? ?
0 36 ? 9.29158430622115E 000 7.39560190073992E 000 1.11875667117024E 001 6.38836124782802E 000 1.21948073646143E 001
0 37 ? 8.69291639361031E 000 6.08559572042346E 000 1.13002370667972E 001 4.70045661279295E 000 1.26853761744277E 001
0 38 ? 1.02208371139614E 001 1.02199657941735E 001 1.02217084337494E 001 1.02195029055361E 001 1.02221713223868E 001
0 39 ? 9.29158430622115E 000 5.60427604874456E 000 1.29788925636977E 001 3.64539353696012E 000 1.49377750754822E 001
0 40 ? 8.69291639361031E 000 4.59418317509167E 000 1.27916496121290E 001 2.41673115275364E 000 1.49691016344670E 001
0 41 ? 9.58000000000000E 000 5.10753023402938E 000 1.40524697659706E 001 2.73153067085748E 000 1.64284693291425E 001
0 42 ? 9.29158430622115E 000 4.43383430345076E 000 1.41493343089915E 001 1.85315461447899E 000 1.67300139979633E 001
0 43 ? 8.69291639361031E 000 3.51593784426815E 000 1.38698949429525E 001 7.65667989930126E-001 1.66201647972905E 001
0 44 ? 9.58000000000000E 000 4.10236559167354E 000 1.50576344083265E 001 1.19237231225010E 000 1.79676276877499E 001
0 45 ? 9.29158430622115E 000 3.49510020004296E 000 1.50880684123993E 001 4.15718018635792E-001 1.81674505938065E 001
0 46 ? 8.69291639361031E 000 2.62640175964547E 000 1.47594310275752E 001 -5.96434139648348E-001 1.79822669268690E 001
0 47 ? 9.58000000000000E 000 3.25497259966072E 000 1.59050274003393E 001 -1.05198206769522E-001 1.92651982067695E 001
TD_HOLT_WINTERS_FORECASTER Secondary Call
EXECUTE FUNCTION INTO VOLATILE ART(HW_FIT)
TD_EXTRACT_RESULTS(
ART_SPEC(TABLE_NAME(HOLTWINT_RESULTS),
LAYER(ARTFITMETADATA))
);
TD_HOLT_WINTERS_FORECASTER Secondary Output
SELECT * FROM HW_FIT;
id 0
ROW_I 0
NUM_SAMPLES 36
VAR_COUNT 3
R_SQUARE -5.95546606041770E-001
R_ADJ_SQUARE -7.01916379777888E-001
STD_ERROR 2.26577849520039E 000
STD_ERROR_DF 30
ALPHA 9.43994300000000E-001
BETA 0.00000000000000E 000
GAMMA 1.00000000000000E 000
ME 2.97394948156692E-002
MAE 9.62991765548946E-001
MSE 2.12845858640036E 000
MPE -3.92018805330999E-003
MAPE 1.06738754194062E-001
FSTAT_CALC 2.22854615731418E 001
P_VALUE 9.99999889565548E-001
NUM_DF 3
DENOM_DF 29
SIGNIFICANCE_LEVEL 5.00000000000000E-002
F_CRITICAL 1.16014473147082E-001
F_CRITICAL_P 5.00000000000000E-002
NULL_HYPOTH REJECT
TD_HOLT_WINTERS_FORECASTER Tertiary Call
EXECUTE FUNCTION INTO VOLATILE ART(HW_SELMETRICS)
TD_EXTRACT_RESULTS(
ART_SPEC(TABLE_NAME(HOLTWINT_RESULTS),
LAYER(ARTSELMETRICS))
);
TD_HOLT_WINTERS_FORECASTER Tertiary Output
SELECT * FROM HW_SELMETRICS;
id 0
ROW_I 0
NUM_SAMPLES 36
VAR_COUNT 3
AIC 9.37216231208537E-001
SBIC 1.07326237316004E 000
HQIC 9.82991618615996E-001
MLR -1.54640678149409E 001
MSE 2.12845858640036E 000
TD_HOLT_WINTERS_FORECASTER Quaternary Call
EXECUTE FUNCTION INTO VOLATILE ART(HW_RESIDUALS)
TD_EXTRACT_RESULTS(ART_SPEC(TABLE_NAME(HOLTWINT_RESULTS),LAYER(ARTFITRESIDUALS)));
TD_HOLT_WINTERS_FORECASTER Quaternary Output
SELECT TOP 15 * FROM HW_RESIDUALS;
id 0
ROW_I 0
ACTUAL_VALUE 8.51000000000000E 000
CALC_LEVEL 0.00000000000000E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 0.00000000000000E 000
CALC_VALUE 0.00000000000000E 000
RESIDUAL 0.00000000000000E 000
id 0
ROW_I 1
ACTUAL_VALUE 7.30000000000000E 000
CALC_LEVEL 0.00000000000000E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 0.00000000000000E 000
CALC_VALUE 0.00000000000000E 000
RESIDUAL 0.00000000000000E 000
id 0
ROW_I 2
ACTUAL_VALUE 9.00000000000000E 000
CALC_LEVEL 0.00000000000000E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 0.00000000000000E 000
CALC_VALUE 0.00000000000000E 000
RESIDUAL 0.00000000000000E 000
id 0
ROW_I 3
ACTUAL_VALUE 9.16000000000000E 000
CALC_LEVEL 8.64423250000000E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL -3.93974000000000E-002
CALC_VALUE 8.60483510000000E 000
RESIDUAL 5.55164900000001E-001
id 0
ROW_I 4
ACTUAL_VALUE 9.24000000000000E 000
CALC_LEVEL 9.16830500116007E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL -1.08625680000000E 000
CALC_VALUE 8.08204820116007E 000
RESIDUAL 1.15795179883993E 000
id 0
ROW_I 5
ACTUAL_VALUE 1.02600000000000E 001
CALC_LEVEL 1.02614048989397E 001
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 9.31869600000000E-001
CALC_VALUE 1.11932744989397E 001
RESIDUAL -9.33274498939710E-001
id 0
ROW_I 6
ACTUAL_VALUE 1.12400000000000E 001
CALC_LEVEL 9.38039909160527E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 3.70006600000000E-001
CALC_VALUE 9.75040569160527E 000
RESIDUAL 1.48959430839473E 000
id 0
ROW_I 7
ACTUAL_VALUE 1.04400000000000E 001
CALC_LEVEL 1.07865676280423E 001
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 7.78140600000000E-001
CALC_VALUE 1.15647082280423E 001
RESIDUAL -1.12470822804234E 000
id 0
ROW_I 8
ACTUAL_VALUE 7.77000000000000E 000
CALC_LEVEL 9.72484947160727E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 1.86627580000000E 000
CALC_VALUE 1.15911252716073E 001
RESIDUAL -3.82112527160727E 000
id 0
ROW_I 9
ACTUAL_VALUE 8.08000000000000E 000
CALC_LEVEL 6.11772899562405E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 2.55441790000000E 000
CALC_VALUE 8.67214689562405E 000
RESIDUAL -5.92146895624053E-001
id 0
ROW_I 10
ACTUAL_VALUE 7.72000000000000E 000
CALC_LEVEL 5.55874570139225E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 1.84255870000000E 000
CALC_VALUE 7.40130440139225E 000
RESIDUAL 3.18695598607747E-001
id 0
ROW_I 11
ACTUAL_VALUE 8.96000000000000E 000
CALC_LEVEL 5.85959252991305E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL -6.24301700000000E-001
CALC_VALUE 5.23529082991305E 000
RESIDUAL 3.72470917008695E 000
id 0
ROW_I 12
ACTUAL_VALUE 8.60000000000000E 000
CALC_LEVEL 9.37569675563286E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL -5.16162400000000E-001
CALC_VALUE 8.85953435563286E 000
RESIDUAL -2.59534355632862E-001
id 0
ROW_I 13
ACTUAL_VALUE 7.64000000000000E 000
CALC_LEVEL 9.13069780326127E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL -9.28028700000000E-001
CALC_VALUE 8.20266910326127E 000
RESIDUAL -5.62669103261267E-001
id 0
ROW_I 14
ACTUAL_VALUE 9.65000000000000E 000
CALC_LEVEL 8.59954137699652E 000
CALC_TREND 0.00000000000000E 000
CALC_SEASONAL 2.85109300000000E-001
CALC_VALUE 8.88465067699652E 000
RESIDUAL 7.65349323003480E-001