Example: TD_KALMAN Call
EXECUTE FUNCTION
INTO ART(kf_forecast)
TD_KALMAN_FORECASTER(
SERIES_SPEC(
TABLE_NAME(RelativeLocation),
ROW_AXIS(SEQUENCE(SeqNo)),
SERIES_ID(ObjectId),
PAYLOAD(FIELDS(Location, Velocity, acceleration),CONTENT(MULTIVAR_REAL))
),
FUNC_PARAMS(
STATE_VECTOR(0,0,0),
STATE_COVARIANCE(DIAGMATRIX(1,1,1)),
STATE_TRANSITION(MATRIX(1, 1, 0.5, 0, 1, 1, 0, 0, 1)),
MEASUREMENT(DIAGMATRIX(1,1,1)),
PROCESS_NOISE(DIAGMATRIX(0.1,0.1,0.1)),
MEASUREMENT_NOISE(DIAGMATRIX(0.01,0.01,0.01)),
FORECAST_PERIODS(4),
RESIDUALS(1)
)
);
TD_KALMAN_FORECASTER Primary Result
SEL * FROM kf_forecast;
ObjectId 1
ROW_I 0
Location_FORECAST_VALUE 4.59275322413911E 001
Location_LO_80 4.54637400373095E 001
Location_HI_80 4.63913244454726E 001
Location_LO_95 4.52182232750180E 001
Location_HI_95 4.66368412077641E 001
Velocity_FORECAST_VALUE 1.16517205910236E 001
Velocity_LO_80 1.11923601727593E 001
Velocity_HI_80 1.21110810092878E 001
Velocity_LO_95 1.09491894561655E 001
Velocity_HI_95 1.23542517258816E 001
Acceleration_FORECAST_VALUE 3.61399586409440E 000
Acceleration_LO_80 3.17161855024343E 000
Acceleration_HI_80 4.05637317794538E 000
Acceleration_LO_95 2.93743814606217E 000
Acceleration_HI_95 4.29055358212663E 000
ObjectId 1
ROW_I 1
Location_FORECAST_VALUE 5.93862507644618E 001
Location_LO_80 5.85571242642322E 001
...
Acceleration_LO_80 2.78429108987953E 000
Acceleration_HI_80 4.44370063830928E 000
Acceleration_LO_95 2.34507191363984E 000
Acceleration_HI_95 4.88291981454897E 000
Example: TD_KALMAN_FORECASTER Call for Secondary Result
EXECUTE FUNCTION
INTO VOLATILE ART (art_residuals)
TD_EXTRACT_RESULTS(
ART_SPEC(
TABLE_NAME(kf_forecast),
LAYER(ARTFITRESIDUALS)
)
);
TD_KALMAN_FORECASTER Secondary Result
SEL * FROM art_residuals;
ObjectId 1
ROW_I 0
Location_ACTUAL_VALUE 1.00000000000000E 000
Location_CALC_VALUE 9.94833032545928E-001
Location_RESIDUAL 5.16696745407197E-003
Velocity_ACTUAL_VALUE 5.00000000000000E-001
Velocity_CALC_VALUE 5.01840039552935E-001
Velocity_RESIDUAL -1.84003955293466E-003
Acceleration_ACTUAL_VALUE 2.00000000000000E-001
Acceleration_CALC_VALUE 1.98867967724415E-001
Acceleration_RESIDUAL 1.13203227558462E-003
ObjectId 1
ROW_I 1
Location_ACTUAL_VALUE 3.00000000000000E 000
Location_CALC_VALUE 2.89274600828311E 000
Location_RESIDUAL 1.07253991716890E-001
...
Velocity_RESIDUAL -1.37724726929166E-001
Acceleration_ACTUAL_VALUE 3.70000000000000E 000
Acceleration_CALC_VALUE 3.61399586409440E 000
Acceleration_RESIDUAL 8.60041359055961E-002