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Time series predictions in SQL 2005 standard edition RRS feed

  • Question

  • Hi

    My company is currently working with SQL 2005 Standard edition. We are about to implement data mining, especially for time series predictions (forecasting).

    The problem

    When I try to create a time series prediction based on previous sales, I create a column from the datetime formatted cell, called YearMonth (ex. 200501).
     - I set the YearMonth as key (keytime) and select sales as input and predict when creating the mining structure.
     - When i try to process the model i receive an error message:
    Cross predictions over multiple time series is not included in SQL 2005 Standard edition

    So!
    Is there a way to do time series predictions in SQL 2005 standard edition, or will I have to updrage to enterprise?

    Furthermore: Is data mining forecasting techniques (ArtXP for 2005) recognized forecasting techniques, or should they be combined with other tools?

    Thanks

    Wednesday, April 29, 2009 3:38 PM

Answers

  • Cross-prediction refers to using the patterns in one series to predict the next step in another. This is an Enterprise Edition feature. However, you can still do time series predictions in Standard Edition by marking your predictable columns as predict_only.

    ARTXP is based on a published paper from Microsoft Research and it uses standard autoregression in conjunction with decision trees, so it should be considered a valid/recognized forecasting technique.

    SQL Server 2008 also supports standard ARIMA, plus blended ARIMA-ARTXP models that allow you get the best of both (the short-term accuracy of ARTXP and long-term stability of ARIMA).


    Raman Iyer, SQL Server Data Mining www.sqlserverdatamining.com
    • Marked as answer by Raman Iyer Saturday, May 2, 2009 5:17 PM
    Saturday, May 2, 2009 5:16 PM

All replies

  • To answer your first question:
    Page 183 of Data Mining with SQL Server 2005 (written by the MS guys on the Data Mining team) says: "If you don't want the cross-prediction behavior, you can make the series attribute (Sales) predict_only in the mining model".  Set the column sales in your example above to predict_only and the model should processes.  Standard Edition as the errors states does not do cross prediction.  Even though you only have 1 series it still needs to be set this way. 
    I will leave your other question to someone who is more qualified to answer that.
    Thursday, April 30, 2009 2:49 PM
  • Cross-prediction refers to using the patterns in one series to predict the next step in another. This is an Enterprise Edition feature. However, you can still do time series predictions in Standard Edition by marking your predictable columns as predict_only.

    ARTXP is based on a published paper from Microsoft Research and it uses standard autoregression in conjunction with decision trees, so it should be considered a valid/recognized forecasting technique.

    SQL Server 2008 also supports standard ARIMA, plus blended ARIMA-ARTXP models that allow you get the best of both (the short-term accuracy of ARTXP and long-term stability of ARIMA).


    Raman Iyer, SQL Server Data Mining www.sqlserverdatamining.com
    • Marked as answer by Raman Iyer Saturday, May 2, 2009 5:17 PM
    Saturday, May 2, 2009 5:16 PM