TD_SIMPLEEXP

The Simple Exponential Smoothing (aka, Single Exponential Smoothing) approach employs a forecasting model that uses only the “level” modeling component to accomplish the forecasting of the original series.

Options

ALPHA: If present, this value is used in the equation to perform the forecasting. If not present, then the value of ALPHA is estimated by using 'goodness of fit' metricsF_{t+1} = F_t + a(Y_t - F_t) = aY_t + (1- a)F_t
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
FORECAST_STARTING_VALUE: Set to either of: 'FIRST' or 'MEAN'; default is 'FIRST'
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

: Connection to a Teradata Database Instance
: 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. This function outputs up to three result sets. The primary result set contains the historical data points, the forecasted data points, and the prediction level data points. This result set can be retrieved by issuing a SELECT against the analytical result table. The optional secondary result set contains a collection of goodness-of-fit metrics, roughly equivalent to those returned by the independent TD_FIT_METRICS function. The optional tertiary result set contains the residual series, associated with the forecasting operation.

Output Ports

: output of TD_SIMPLEEXP

TD_​SIMPLEEXP

Options

Input Ports

Output Ports

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TD_SIMPLEEXP