TD_SMOOTHMA_FORECASTER Input Table Syntax
CREATE TABLE smoothforecaster_t1 ( id integer, row_i integer, row_t timestamp( 6 ), v float );
INSERT INTO smoothforecaster_t1( 1, 3, '2022-01-01 00:04:00', 100 );
INSERT INTO smoothforecaster_t1( 1, 4, '2022-01-01 00:05:00', 123 );
INSERT INTO smoothforecaster_t1( 1, 5, '2022-01-01 00:06:00', 106 );
INSERT INTO smoothforecaster_t1( 1, 6, '2022-01-01 00:07:00', 107 );
INSERT INTO smoothforecaster_t1( 1, 7, '2022-01-01 00:08:00', 44 );
INSERT INTO smoothforecaster_t1( 1, 8, '2022-01-01 00:09:00', 69 );
INSERT INTO smoothforecaster_t1( 1, 9, '2022-01-01 00:10:00', 80 );
INSERT INTO smoothforecaster_t1( 1, 10, '2022-01-01 00:11:00', 111 );
INSERT INTO smoothforecaster_t1( 1, 11, '2022-01-01 00:12:00', 112 );
INSERT INTO smoothforecaster_t1( 1, 12, '2022-01-01 00:13:00', 21 );
INSERT INTO smoothforecaster_t1( 1, 13, '2022-01-01 00:14:00', 42 );
INSERT INTO smoothforecaster_t1( 1, 14, '2022-01-01 00:15:00', 62 );
INSERT INTO smoothforecaster_t1( 1, 15, '2022-01-01 00:16:00', 44 );
INSERT INTO smoothforecaster_t1( 1, 16, '2022-01-01 00:17:00', 69 );
INSERT INTO smoothforecaster_t1( 1, 17, '2022-01-01 00:18:00', 80 );
INSERT INTO smoothforecaster_t1( 1, 18, '2022-01-01 00:19:00', 111 );
INSERT INTO smoothforecaster_t1( 1, 19, '2022-01-01 00:20:00', 112 );
INSERT INTO smoothforecaster_t1( 1, 20, '2022-01-01 00:21:00', 21 );
INSERT INTO smoothforecaster_t1( 1, 21, '2022-01-01 00:22:00', 42 );
INSERT INTO smoothforecaster_t1( 1, 22, '2022-01-01 00:23:00', 62 );
Table From CREATE TABLE| id |
row_i |
row_t |
v |
|---|
| 1 |
3 |
'2022-01-01 00:04:00' |
100 |
| 1 |
4 |
'2022-01-01 00:05:00' |
123 |
| 1 |
5 |
'2022-01-01 00:06:00' |
106 |
| 1 |
6 |
'2022-01-01 00:07:00' |
107 |
| ... |
... |
... |
... |
| 1 |
19 |
'2022-01-01 00:20:00' |
112 |
| 1 |
20 |
'2022-01-01 00:21:00' |
21 |
| 1 |
21 |
'2022-01-01 00:22:00' |
42 |
| 1 |
22 |
'2022-01-01 00:23:00' |
62 |
Example: TD_SMOOTHMA_FORECASTER Call with Moving Average Mean and Prediction Intervals 95
EXECUTE FUNCTION
TD_SMOOTHMA_FORECASTER
(
SERIES_SPEC
(
TABLE_NAME( smoothforecaster_t1),
SERIES_ID( id ),
ROW_AXIS( TIMECODE( row_t ) ),
PAYLOAD( FIELDS( v ), CONTENT( REAL ) )
),
FUNC_PARAMS
(
FORECAST_PERIODS( 3 ),
MA( MEAN ),
WINDOW( 5 ),
PREDICTION_INTERVALS( '95' )
),
OUTPUT_FMT( INDEX_STYLE( FLOW_THROUGH ) )
);
TD_SMOOTHMA_FORECASTER Output for Moving Average Mean and Prediction Intervals 95
id ROW_I OBSERVED_VALUE FORECAST_VALUE LO_80 HI_80 LO_95 HI_95
--------------------------------------------------------------------
1 2022-01-01 00:04:00.000000 1.00000000000000E 002 ? ? ? ? ?
1 2022-01-01 00:05:00.000000 1.23000000000000E 002 ? ? ? ? ?
1 2022-01-01 00:06:00.000000 1.06000000000000E 002 ? ? ? ? ?
1 2022-01-01 00:07:00.000000 1.07000000000000E 002 ? ? ? ? ?
1 2022-01-01 00:08:00.000000 4.40000000000000E 001 ? ? ? ? ?
1 2022-01-01 00:09:00.000000 6.90000000000000E 001 9.60000000000000E 001 ? ? ? ?
1 2022-01-01 00:10:00.000000 8.00000000000000E 001 8.98000000000000E 001 ? ? ? ?
1 2022-01-01 00:11:00.000000 1.11000000000000E 002 8.12000000000000E 001 ? ? ? ?
1 2022-01-01 00:12:00.000000 1.12000000000000E 002 8.22000000000000E 001 ? ? ? ?
1 2022-01-01 00:13:00.000000 2.10000000000000E 001 8.32000000000000E 001 ? ? ? ?
1 2022-01-01 00:14:00.000000 4.20000000000000E 001 7.86000000000000E 001 ? ? ? ?
1 2022-01-01 00:15:00.000000 6.20000000000000E 001 7.32000000000000E 001 ? ? ? ?
1 2022-01-01 00:16:00.000000 4.40000000000000E 001 6.96000000000000E 001 ? ? ? ?
1 2022-01-01 00:17:00.000000 6.90000000000000E 001 5.62000000000000E 001 ? ? ? ?
1 2022-01-01 00:18:00.000000 8.00000000000000E 001 4.76000000000000E 001 ? ? ? ?
1 2022-01-01 00:19:00.000000 1.11000000000000E 002 5.94000000000000E 001 ? ? ? ?
1 2022-01-01 00:20:00.000000 1.12000000000000E 002 7.32000000000000E 001 ? ? ? ?
1 2022-01-01 00:21:00.000000 2.10000000000000E 001 8.32000000000000E 001 ? ? ? ?
1 2022-01-01 00:22:00.000000 4.20000000000000E 001 7.86000000000000E 001 ? ? ? ?
1 2022-01-01 00:23:00.000000 6.20000000000000E 001 7.32000000000000E 001 ? ? ? ?
1 2022-01-01 00:24:00.000000 ? 6.96000000000000E 001 ? ? -1.64807418933238E 000 1.40848074189332E 002
1 2022-01-01 00:25:00.000000 ? 6.96000000000000E 001 ? ? -1.64807418933238E 000 1.40848074189332E 002
1 2022-01-01 00:26:00.000000 ? 6.96000000000000E 001 ? ? -1.64807418933238E 000 1.40848074189332E 002
Example: TD_SMOOTHMA_FORECASTER Call with Moving Average Exponential
EXECUTE FUNCTION
TD_SMOOTHMA_FORECASTER
(
SERIES_SPEC
(
TABLE_NAME( smoothforecaster_t1),
SERIES_ID( id ),
ROW_AXIS( TIMECODE( row_t ) ),
PAYLOAD( FIELDS( v ), CONTENT( REAL ) )
),
FUNC_PARAMS
(
FORECAST_PERIODS( 3 ),
MA( EXPONENTIAL ),
LAMBDA( 0.205 )
),
OUTPUT_FMT( INDEX_STYLE( NUMERICAL_SEQUENCE ) )
);
TD_SMOOTHMA_FORECASTER Output for Moving Average Exponential
id ROW_I OBSERVED_VALUE FORECAST_VALUE LO_80 HI_80 LO_95 HI_95
----------- -------------------- ---------------------- ---------------------- ---------------------- ---------------------- ---------------------- ----------------------
1 0 1.00000000000000E 002 1.00000000000000E 002 ? ? ? ?
1 1 1.23000000000000E 002 1.00000000000000E 002 ? ? ? ?
1 2 1.06000000000000E 002 1.04715000000000E 002 ? ? ? ?
1 3 1.07000000000000E 002 1.04978425000000E 002 ? ? ? ?
1 4 4.40000000000000E 001 1.05392847875000E 002 ? ? ? ?
1 5 6.90000000000000E 001 9.28073140606250E 001 ? ? ? ?
1 6 8.00000000000000E 001 8.79268146781969E 001 ? ? ? ?
1 7 1.11000000000000E 002 8.63018176691665E 001 ? ? ? ?
1 8 1.12000000000000E 002 9.13649450469874E 001 ? ? ? ?
1 9 2.10000000000000E 001 9.55951313123550E 001 ? ? ? ?
1 10 4.20000000000000E 001 8.03031293933222E 001 ? ? ? ?
1 11 6.20000000000000E 001 7.24509878676911E 001 ? ? ? ?
1 12 4.40000000000000E 001 7.03085353548145E 001 ? ? ? ?
1 13 6.90000000000000E 001 6.49152856070775E 001 ? ? ? ?
1 14 8.00000000000000E 001 6.57526520576266E 001 ? ? ? ?
1 15 1.11000000000000E 002 6.86733583858131E 001 ? ? ? ?
1 16 1.12000000000000E 002 7.73503199167214E 001 ? ? ? ?
1 17 2.10000000000000E 001 8.44535043337935E 001 ? ? ? ?
1 18 4.20000000000000E 001 7.14455359453659E 001 ? ? ? ?
1 19 6.20000000000000E 001 6.54092010765659E 001 ? ? ? ?
1 20 ? 6.47103148558699E 001 2.11822060782681E 001 1.08238423633472E 002 -1.86016078006486E 000 1.31280790491805E 002
1 21 ? 6.47103148558699E 001 2.11822060782681E 001 1.08238423633472E 002 -1.86016078006486E 000 1.31280790491805E 002
1 22 ? 6.47103148558699E 001 2.11822060782681E 001 1.08238423633472E 002 -1.86016078006486E 000 1.31280790491805E 002
Example: Call for ARTFITMETADATA Layer from TD_SMOOTHMA_FORECASTER
EXECUTE FUNCTION
TD_EXTRACT_RESULTS
(
ART_SPEC
(
TABLE_NAME( sma_tmp1 ),
LAYER( ARTFITMETADATA )
)
);
Output for ARTFITMETADATA Layer from TD_SMOOTHMA_FORECASTER
id 1
ROW_I 0
NUM_SAMPLES 15
STD_ERROR 3.10690843122227E 001
STD_ERROR_DF 20
ME -5.81333333333333E 000
MAE 3.18400000000000E 001
MSE 1.28705066666667E 003
MPE -4.79149262612096E 001
MAPE 7.37328006573448E-001
Example: Call for ARTFITRESIDUALS Layer from TD_SMOOTHMA_FORECASTER
EXECUTE FUNCTION
TD_EXTRACT_RESULTS
(
ART_SPEC
(
TABLE_NAME( sma_tmp1 ),
LAYER( ARTFITRESIDUALS )
)
);
Output for ARTFITRESIDUALS Layer from TD_SMOOTHMA_FORECASTER
id ROW_I ACTUAL_VALUE CALC_VALUE RESIDUAL
----------- -------------------- ---------------------- ---------------------- ----------------------
1 0 1.00000000000000E 002 ? ?
1 1 1.23000000000000E 002 ? ?
1 2 1.06000000000000E 002 ? ?
1 3 1.07000000000000E 002 ? ?
1 4 4.40000000000000E 001 ? ?
1 5 6.90000000000000E 001 9.60000000000000E 001 -2.70000000000000E 001
1 6 8.00000000000000E 001 8.98000000000000E 001 -9.80000000000000E 000
1 7 1.11000000000000E 002 8.12000000000000E 001 2.98000000000000E 001
1 8 1.12000000000000E 002 8.22000000000000E 001 2.98000000000000E 001
1 9 2.10000000000000E 001 8.32000000000000E 001 -6.22000000000000E 001
1 10 4.20000000000000E 001 7.86000000000000E 001 -3.66000000000000E 001
1 11 6.20000000000000E 001 7.32000000000000E 001 -1.12000000000000E 001
1 12 4.40000000000000E 001 6.96000000000000E 001 -2.56000000000000E 001
1 13 6.90000000000000E 001 5.62000000000000E 001 1.28000000000000E 001
1 14 8.00000000000000E 001 4.76000000000000E 001 3.24000000000000E 001
1 15 1.11000000000000E 002 5.94000000000000E 001 5.16000000000000E 001
1 16 1.12000000000000E 002 7.32000000000000E 001 3.88000000000000E 001
1 17 2.10000000000000E 001 8.32000000000000E 001 -6.22000000000000E 001
1 18 4.20000000000000E 001 7.86000000000000E 001 -3.66000000000000E 001
1 19 6.20000000000000E 001 7.32000000000000E 001 -1.12000000000000E 001