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 8.41527732603777E 000 ? ? ? ?
0 22 8.08000000000000E 000 8.07571058090096E 000 ? ? ? ?
0 23 9.24000000000000E 000 9.24273579896736E 000 ? ? ? ?
0 24 8.98000000000000E 000 8.97654047744804E 000 ? ? ? ?
0 25 7.90000000000000E 000 7.90166230951923E 000 ? ? ? ?
0 26 9.98000000000000E 000 9.97662782452872E 000 ? ? ? ?
0 27 9.49000000000000E 000 9.48578640133311E 000 ? ? ? ?
0 28 9.98000000000000E 000 9.97517905182094E 000 ? ? ? ?
0 29 1.10500000000000E 001 1.10507456739932E 001 ? ? ? ?
0 30 1.16700000000000E 001 1.16738581080039E 001 ? ? ? ?
0 31 1.10700000000000E 001 1.10639513232420E 001 ? ? ? ?
0 32 8.61000000000000E 000 8.60927701811981E 000 ? ? ? ?
0 33 8.69000000000000E 000 8.69153547008772E 000 ? ? ? ?
0 34 8.26000000000000E 000 8.26110158563918E 000 ? ? ? ?
0 35 9.58000000000000E 000 9.57407681396143E 000 ? ? ? ?
0 36 ? 9.24957011396143E 000 9.24951995084572E 000 9.24962027707715E 000 9.24949330169050E 000 9.24964692623237E 000
0 37 ? 8.20271071396143E 000 8.20224997250959E 000 8.20317145541328E 000 8.20200520361330E 000 8.20341622430957E 000
0 38 ? 1.02208371139614E 001 1.02199657941735E 001 1.02217084337494E 001 1.02195029055361E 001 1.02221713223868E 001
0 39 ? 9.65897411396143E 000 9.65769221583733E 000 9.66025601208553E 000 9.65701120745890E 000 9.66093702046396E 000
0 40 ? 1.00671081139614E 001 1.00654156375012E 001 1.00688005904217E 001 1.00645165093817E 001 1.00696997185412E 001
0 41 ? 1.11552433139614E 001 1.11531402591651E 001 1.11573463687578E 001 1.11520230113045E 001 1.11584636166184E 001
0 42 ? 1.18433854139614E 001 1.18408717808289E 001 1.18458990470939E 001 1.18395364132273E 001 1.18472344146956E 001
0 43 ? 1.11315262139614E 001 1.11286020024928E 001 1.11344504254301E 001 1.11270485151501E 001 1.11360039127728E 001
0 44 ? 8.66466581396143E 000 8.66133102415669E 000 8.66800060376618E 000 8.65955941707292E 000 8.66977221084995E 000
0 45 ? 8.77280511396143E 000 8.76905974582056E 000 8.77655048210231E 000 8.76707001899572E 000 8.77854020892715E 000
0 46 ? 8.36093881396143E 000 8.35678286748443E 000 8.36509476043843E 000 8.35457502091852E 000 8.36730260700434E 000
0 47 ? 9.57407681396143E 000 9.56951028914830E 000 9.57864333877456E 000 9.56708432284133E 000 9.58106930508154E 000
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 9.94803499847845E-001
R_ADJ_SQUARE 9.94803499847845E-001
STD_ERROR 3.59954259251947E-004
STD_ERROR_DF 33
ME 1.57177732454149E-003 MAE 8.63280844398260E-003 MSE 3.39956800404617E-004 MPE
2.13856613307367E-004 MAPE 9.69026318613900E-004
FSTAT_CALC 3.15871399343321E 003 P_VALUE 2.03812389920079E-038 NUM_DF 33
DENOM_DF 2
IGNIFICANCE_LEVEL 5.00000000000000E-002 F_CRITICAL 3.28491765103829E 000 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 -7.82002533939338E 000
SBIC -7.68806542785538E 000
HQIC -7.77396779583628E 000
MLR 1.40760456109081E 002
MSE 3.39956800404617E-004
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 ROW_I ACTUAL_VALUE CALC_LEVEL CALC_TREND
CALC_SEASONAL CALC_VALUE RESIDUAL
---------- ----------- ---------------------- ---------------------- ----------------------
---------------------- ---------------------- ----------------------
0 0 8.51000000000000E 000 8.64423250000000E 000 0.00000000000000E 000
-3.93974000000000E-002 8.60483510000000E 000 -9.48350999999992E-002
0 1 7.30000000000000E 000 8.40070490966149E 000 0.00000000000000E 000
-1.08625680000000E 000 7.31444810966149E 000 -1.44481096614904E-002
0 2 9.00000000000000E 000 8.08675646821575E 000 0.00000000000000E 000
9.31869600000000E-001 9.01862606821575E 000 -1.86260682157489E-002
0 3 9.16000000000000E 000 8.75060812336957E 000 0.00000000000000E 000
3.70006600000000E-001 9.12061472336957E 000 3.93852766304299E-002
0 4 9.24000000000000E 000 8.47803097437642E 000 0.00000000000000E 000
7.78140600000000E-001 9.25617157437642E 000 -1.61715743764184E-002
0 5 1.02600000000000E 001 8.39844585991369E 000 0.00000000000000E 000
1.86627580000000E 000 1.02647216599137E 001 -4.72165991369344E-003
0 6 1.12400000000000E 001 8.66950083387860E 000 0.00000000000000E 000
2.55441790000000E 000 1.12239187338786E 001 1.60812661213985E-002
0 7 1.04400000000000E 001 8.60147704463654E 000 0.00000000000000E 000
1.84255870000000E 000 1.04440357446365E 001 -4.03574463654444E-003
0 8 7.77000000000000E 000 8.40590470019911E 000 0.00000000000000E 000
-6.24301700000000E-001 7.78160300019911E 000 -1.16030001991110E-002
0 9 8.08000000000000E 000 8.58550688434226E 000 0.00000000000000E 000
-5.16162400000000E-001 8.06934448434226E 000 1.06555156577386E-002
0 10 7.72000000000000E 000 8.64452712194882E 000 0.00000000000000E 000
-9.28028700000000E-001 7.71649842194882E 000 3.50157805118467E-003
0 11 8.96000000000000E 000 8.67319016655674E 000 0.00000000000000E 000
2.85109300000000E-001 8.95829946655674E 000 1.70053344326071E-003
0 12 8.60000000000000E 000 8.64128998754595E 000 0.00000000000000E 000
-3.93974000000000E-002 8.60189258754595E 000 -1.89258754594590E-003
0 13 7.64000000000000E 000 8.72149817419174E 000 0.00000000000000E 000
-1.08625680000000E 000 7.63524137419174E 000 4.75862580825748E-003
0 14 9.65000000000000E 000 8.71831901455105E 000 0.00000000000000E 000
9.31869600000000E-001 9.65018861455105E 000 -1.88614551049682E-004