TD_KALMAN_FORECASTER Syntax - 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

dita:ditavalPath

pny1626732985837.ditaval

dita:id

phg1621910019905

TD_KALMAN_FORECASTER
(
SERIES_SPEC ,
FUNC_PARAMS (
   [STATE_VECTOR ( payload-length-list ) ]
   [, STATE_COVARIANCE ( DIAGMATRIX (payload-length-list ) |
      MATRIX ( payload-length-list x payload-length-list ) ) ]
   [, STATE_TRANSITION ( DIAGMATRIX (payload-length-list ) |
      MATRIX ( payload-length-list x payload-length-list )) ]
   [, MEASUREMENT ( DIAGMATRIX (payload-length-list ) |
      MATRIX ( payload-length-list x payload-length-list ) ) ]
   [, PROCESS_NOISE ( DIAGMATRIX (payload-length-list ) |
      MATRIX ( payload-length-list x payload-length-list ) ) ]
   [, MEASUREMENT_NOISE ( DIAGMATRIX (payload-length-list ) |
      MATRIX ( payload-length-list x payload-length-list ) ) ]
   [, RESIDUALS ( 1 | 0 )]
   [, FORECAST_PERIODS ( integer )]
   [ , PREDICTION_INTERVALS ( { NONE | '80' | '95' | BOTH } )]
)
)