arima.sql_in File Reference

Arima function for forecasting of timeseries data. More...

Functions
void	arima_train (text input_table, text output_table, text timestamp_column, text timeseries_column, text grouping_columns, boolean include_mean, integer[] non_seasonal_orders, text optimizer_params)
void	arima_train (text input_table, text output_table, text timestamp_column, text timeseries_column, text grouping_columns, boolean include_mean, integer[] non_seasonal_orders)
void	arima_train (text input_table, text output_table, text timestamp_column, text timeseries_column, text grouping_columns, boolean include_mean)
void	arima_train (text input_table, text output_table, text timestamp_column, text timeseries_column, text grouping_columns)
void	arima_train (text input_table, text output_table, text timestamp_column, text timeseries_column)
void	arima_forecast (text model_table, text output_table, integer steps_ahead)
text	arima_train (text message)
text	arima_train ()
text	arima_forecast (text message)
text	arima_forecast ()
float8 []	__arima_residual (integer distid, float8[] tvals, integer p, integer d, integer q, float8[] phi, float8[] theta, float8 mean, float8[] prez)
float8 []	__arima_diff (float8[] tvals, integer d)
float8 []	__arima_adjust (integer distid, float8[] curr_tvals, float8[] prev_tvals, integer p)
float8 []	__arima_lm_delta (float8[] jj, float8[] jz, float8 u)
__arima_lm_result	__arima_lm (integer distid, float8[] tvals, integer p, integer q, float8[] phi, float8[] theta, float8 mean, float8[] prez, float8[] prej)
float8 []	__arima_lm_result_sfunc (float8[] state_data, float8[] jj, float8[] jz, float8 z2)
float8 []	__arima_lm_result_pfunc (float8[] state1, float8[] state2)
__arima_lm_sum_result	__arima_lm_result_ffunc (float8[] state_data)
aggregate __arima_lm_sum_result	__arima_lm_result_agg (float8[], float8[], float8)
float8 []	__arima_lm_stat_sfunc (float8[] state_data, integer distid, float8[] tvals, integer p, integer q, float8[] phi, float8[] theta, float8 mean, float8 delta)
__arima_lm_stat_result	__arima_lm_stat_ffunc (float8[] state_data)
aggregate __arima_lm_stat_result	__arima_lm_stat_agg (integer, float8[], integer, integer, float8[], float8[], float8, float8)

Detailed Description

Date

August 2013

Function Documentation

__arima_adjust()

float8 [] __arima_adjust	(	integer	distid,
		float8 []	curr_tvals,
		float8 []	prev_tvals,
		integer	p
	)

__arima_diff()

float8 [] __arima_diff	(	float8 []	tvals,
		integer	d
	)

__arima_lm()

__arima_lm_result __arima_lm	(	integer	distid,
		float8 []	tvals,
		integer	p,
		integer	q,
		float8 []	phi,
		float8 []	theta,
		float8	mean,
		float8 []	prez,
		float8 []	prej
	)

__arima_lm_delta()

float8 [] __arima_lm_delta	(	float8 []	jj,
		float8 []	jz,
		float8	u
	)

__arima_lm_result_agg()

aggregate __arima_lm_sum_result __arima_lm_result_agg	(	float8	[],
		float8	[],
		float8
	)

__arima_lm_result_ffunc()

__arima_lm_sum_result __arima_lm_result_ffunc

(

float8 []

state_data

)

__arima_lm_result_pfunc()

float8 [] __arima_lm_result_pfunc	(	float8 []	state1,
		float8 []	state2
	)

__arima_lm_result_sfunc()

float8 [] __arima_lm_result_sfunc	(	float8 []	state_data,
		float8 []	jj,
		float8 []	jz,
		float8	z2
	)

__arima_lm_stat_agg()

aggregate __arima_lm_stat_result __arima_lm_stat_agg	(	integer	,
		float8	[],
		integer	,
		integer	,
		float8	[],
		float8	[],
		float8	,
		float8
	)

__arima_lm_stat_ffunc()

__arima_lm_stat_result __arima_lm_stat_ffunc

(

float8 []

state_data

)

__arima_lm_stat_sfunc()

float8 [] __arima_lm_stat_sfunc	(	float8 []	state_data,
		integer	distid,
		float8 []	tvals,
		integer	p,
		integer	q,
		float8 []	phi,
		float8 []	theta,
		float8	mean,
		float8	delta
	)

__arima_residual()

float8 [] __arima_residual	(	integer	distid,
		float8 []	tvals,
		integer	p,
		integer	d,
		integer	q,
		float8 []	phi,
		float8 []	theta,
		float8	mean,
		float8 []	prez
	)

arima_forecast() [1/3]

void arima_forecast	(	text	model_table,
		text	output_table,
		integer	steps_ahead
	)

arima_forecast() [2/3]

text arima_forecast

(

text

message

)

arima_forecast() [3/3]

text arima_forecast

(

)

arima_train() [1/7]

void arima_train	(	text	input_table,
		text	output_table,
		text	timestamp_column,
		text	timeseries_column,
		text	grouping_columns,
		boolean	include_mean,
		integer []	non_seasonal_orders,
		text	optimizer_params
	)

arima_train() [2/7]

void arima_train	(	text	input_table,
		text	output_table,
		text	timestamp_column,
		text	timeseries_column,
		text	grouping_columns,
		boolean	include_mean,
		integer []	non_seasonal_orders
	)

arima_train() [3/7]

void arima_train	(	text	input_table,
		text	output_table,
		text	timestamp_column,
		text	timeseries_column,
		text	grouping_columns,
		boolean	include_mean
	)

arima_train() [4/7]

void arima_train	(	text	input_table,
		text	output_table,
		text	timestamp_column,
		text	timeseries_column,
		text	grouping_columns
	)

arima_train() [5/7]

void arima_train	(	text	input_table,
		text	output_table,
		text	timestamp_column,
		text	timeseries_column
	)

arima_train() [6/7]

text arima_train

(

text

message

)

arima_train() [7/7]

text arima_train

(

)