TD_​SELECTION_​CRITERIA

The TD_SELECTION_CRITERIA function calculates a number of metrics against the residuals left over from a model validation exercise. The produced metrics can be used by the data scientist to make an intelligent choice as to which forecast model candidates to select to pursue for their forecast modeling project.

Options

CONSTANT
If the ARIMA model has the constant part when fit the model. 0 is no constant and 1 is with constant
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.
USE_LIKELIHOOD
If the calculation of those selection criteria values like AIC are based on the max log-likelihood provided during the model fitting stage. Only available when input table is art generated from TD_ARIMAESTIMATE.If throwing regular input or art from TD_ARIMAVALIDATE, function will error out.0 is using RSS, and 1 is using log-likelihood. Default value is 0 - using residuals.
VAR_COUNT
For an ARIMA(p,d,q) model, this is an integer indicating the total number of parameters: VAR_COUNT = p + q +1(CONSTANT(1)); present in the model.

Input Ports

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Connection to a Teradata Database Instance
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This section outlines the syntax associated with invoking the TD_SELECTION_CRITERIA function. This function can accept either a single multivariate series as an input, or alternatively can accept an ART table containing the residual results from a previously run regression operation. For the case in which the input is a single multivariate series, the fields in the SERIES_SPEC(PAYLOAD(FIELDS(). CONTENT(MULTIVAR_REAL)) must consists of: First field referenced is the original series value; Second field referenced is the calculated series value produced by the model; Third field is the calculated residual: original_value minus calculated_valueFor the scenario in which the residuals reside within the tertiary result set associated with an ART table, then the caller merely needs to pass in the TABLE_NAME identify the ART containing the residuals - the DBS software will perform the extraction of the original series, calculated series, and residuals as part of the execution of this function.

Output Ports

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output of TD_SELECTION_CRITERIA

Nodes

Extensions

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On NodePit since: 2023-12-01
Last update: 2024-05-01
Created with KNIME version: v4.7.0

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