TD_​MAMEAN

The TD_MAMEAN uses available historical data to forecast activity h periods ahead. It is what is classified as being a flat forecaster, since, given 't' historical observations; the forecast for any period beyond 't+1' is equal to the forecast for 't+1'. Another usage of this forecaster is to use it to forecast just one-period ahead. So, if historical data is available up to and including time 't', it can be used to forecast the value at time 't+1'. Later, when the actual time 't+1' value becomes available, it can be used to forecast the value at time 't+2'; and so on and so forth.. The Mean Forecaster, simply stated, says that: given historical data up to time 't', the forecasted value for time 't+1' is simply the mean of the existing historical values.

Options

ALGORITHM
Set to either of: MA : perform Moving Average style of forecasting; MEAN : perform Mean style of forecasting; NAÏVE: perform Naïve forecasting
FIT_METRICS
Flag indicating whether or not to generate the secondary result set that contains the model metadata statistics. A value of FIT_METRICS(1) means generate the secondary result set. A value of FIT_METRICS(0) means do not generate the secondary result set. Default is FIT_METRICS(0). The generated result set can be retrieved by issuing a TD_EXTRACT_RESULTS against the analytical result table containing the results.
FORECAST_PERIODS
Number of Periods to Forecast ahead
K_ORDER
Only apply to MA, moving average forecast. must be between 1 to 32000.
OutputFormat
Specifies the INDEX_STYLE of the output format.
PREDICTION_INTERVALS
Set to either of: 'NONE' or '80' or 95' or 'BOTH'; default is 'BOTH'
RESIDUALS
Flag indicating whether or not to generate the tertiary result set that contains the model residuals. A value of RESIDUALS(1) means generate the tertiary result set. A value of RESIDUALS(0) means do not generate the tertiary result set. Default is RESIDUALS(0). The generated result set can be retrieved by issuing a TD_EXTRACT_RESULTS against the analytical result table containing the results.
Output Schema
Output Schema, if Volatile is true then use user login as the schema.
Output Table
Output Table
VAL Location
VAL Location
Volatile
Specifies whether the table should be a VOLATILE table. If true, then the table is automatically deleted, otherwise it is users responsibility to remove or clean it up for space.

Input Ports

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Connection to a Teradata Database Instance
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Passed in a logical univariate series, this function will forecast “h” periods (“h” steps) into the future, meaning “h” periods beyond the last observed sample point for the passed in series

Output Ports

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output of TD_MAMEAN

Nodes

Extensions

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