TD_KALMAN_FORECASTER Optional Syntax Elements - Teradata Vantage

Teradata® VantageCloud Lake
Deployment
VantageCloud
Edition
Lake
Product
Teradata Vantage
Published
January 2023
ft:locale
en-US
ft:lastEdition
2024-12-11
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phg1621910019905.ditamap
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pny1626732985837.ditaval
dita:id
phg1621910019905
FUNC_PARAMS
Name Data Type Description
STATE_VECTOR Float list Initial state vector that consists of number of payloads. List is limited to 25. For example, if number of payloads is 3, then STATE_VECTOR is (1,1,1). Default is (0,0,0,…)
STATE_COVARIANCE(DIAGMATRIX())

STATE_COVARIANCE(MATRIX())

 Float list Initial state covariance matrix. DIAGMATRIX list is limited to 25. MATRIX list is limited to 625 ( 25 * 25).

For example, if the number of payloads is 3 and applies to all other FUNC_PARAMS, then STATE_COVARIANCE(DIAGMATRIX(1,1,1)) or STATE_COVARIANCE(MATRIX(1, 1, 0.5, 0, 1, 1, 0, 0, 1)).

Default is STATE_COVARIANCE(DIAGMATRIX(1,1,1))
STATE_TRANSITION(DIAGMATRIX())

STATE_TRANSITION(MATRIX())

 Float list State transition matrix. Default is STATE_TRANSITION(DIAGMATRIX(1,1,1)).
MEASUREMENT(DIAGMATRIX())

MEASUREMENT(MATRIX())

 Float list Measurement matrix. Default is MEASUREMENT(DIAGMATRIX(1,1,1)).
PROCESS_NOISE(DIAGMATRIX())

PROCESS_NOISE(MATRIX())

 Float list Indicator to process noise covariance matrix. Default is PROCESS_NOISE(DIAGMATRIX(0.01,0.01,0.01)).
MEASUREMENT_NOISE(DIAGMATRIX())

MEASUREMENT_NOISE(MATRIX())

 Float list Measurement noise covariance matrix. Default is MEASUREMENT_NOISE(DIAGMATRIX(0.1,0.1,0.1)).
RESIDUALS Boolean Indicator to produce residual layer or not (1 or 0). Default is 0.
FORECAST_PERIODS INTEGER Number of steps to forecast ahead (h). Default is 1.
PREDICTION_INTERVALS Enumerated, String The confidence level for the prediction, such that 80 means 80% confidence, and 95 means 95% confidence. Options are
  • NONE
  • '80'
  • '95'

Default is BOTH.