Hi,
I want to make forecast smoothing algorithm (ARIMMA prediction) as explained in this video
SAP HANA Academy - PAL: 57. Time Series - ARIMA Predict [SPS 08] - YouTube
I have the code is like
| SET SCHEMA PAL; | |
| -- cleanup | |
| DROPTYPE PAL_T_TS_RESULTS; | |
| DROPTABLE PAL_TS_SIGNATURE; | |
| CALL SYSTEM.AFL_WRAPPER_ERASER ('PAL_TSP'); | |
| DROPTABLE TS_RESULTS; | |
| DROPVIEW V_TS_RESULTS; | |
| -- PAL setup | |
| CREATETYPEPAL_T_TS_RESULTSAS TABLE(ID INTEGER, PRICE DOUBLE, LOW80 DOUBLE, HI80 DOUBLE, LOW95 DOUBLE, HI95 DOUBLE); | |
| CREATE COLUMN TABLE PAL_TS_SIGNATURE (ID INTEGER, TYPENAME VARCHAR(100), DIRECTION VARCHAR(100)); | |
| INSERT INTO PAL_TS_SIGNATURE VALUES (1, 'PAL.PAL_T_TS_MODEL', 'in'); | |
| INSERT INTO PAL_TS_SIGNATURE VALUES (2, 'PAL.PAL_T_TS_PARAMS', 'in'); | |
| INSERT INTO PAL_TS_SIGNATURE VALUES (3, 'PAL.PAL_T_TS_RESULTS', 'out'); | |
| GRANTSELECTON PAL_TS_SIGNATURE TO SYSTEM; | |
| CALL SYSTEM.AFL_WRAPPER_GENERATOR ('PAL_TSP', 'AFLPAL', 'ARIMAFORECAST', PAL_TS_SIGNATURE); | |
| -- app setup | |
| CREATE COLUMN TABLE TS_RESULTS LIKE PAL_T_TS_RESULTS; | |
| CREATEVIEWV_TS_RESULTSAS | |
| SELECT | |
| CASE WHEN a.IDIS NOT NULL THEN a.ID ELSE b.ID END AS ID, | |
| a.PRICE, | |
| ROUND(b.PRICE,2) AS PRICE_PREDICTED, | |
| ROUND(b.LOW80,2) AS LOW80, | |
| ROUND(b.HI80,2) AS HI80, | |
| ROUND(b.LOW95,2) AS LOW95, | |
| ROUND(b.HI95,2) AS HI95 | |
| FROM STOCKS a | |
| FULL JOIN TS_RESULTS b ON (a.ID=b.ID) | |
| ; | |
| -- app runtime | |
| DROPTABLE#TS_PARAMS; | |
| CREATE LOCAL TEMPORARY COLUMN TABLE #TS_PARAMS LIKE PAL_T_TS_PARAMS; | |
| INSERT INTO#TS_PARAMS VALUES ('THREAD_NUMBER', 2, null, null); | |
| INSERT INTO#TS_PARAMS VALUES ('ForecastLength', 200, null, null); | |
| TRUNCATE TABLE TS_RESULTS; | |
| CALL _SYS_AFL.PAL_TSP (TS_MODEL, #TS_PARAMS, TS_RESULTS) WITH OVERVIEW; | |
| SELECT*FROM V_TS_RESULTS; |
but getting error form this code...please help.
thank you.
