none
Time Series with Temperature forecast as an input RRS feed

  • Question

  • Hello,

    I'm trying to implement a data mining model to predict my fact based on past values and on the temperature forecast (I'm using SQL Server 2008 EE).

    I would like to check if I set up the algorithm right or not. What I did is create a model with DateTime as Key Time, Temperature as Input and my Value as Predict. As I provide values on an half an hour basis, I added some periodical hints (day and week, so respectively 48 and 7*48=336 according to my time granularity).

    I'm a bit disapointed by the quality of the results: the goal is to predict my values for the 7 coming days, but even for just one day, I can easily see that the trend of the prediction is wrong compare to how it usually behaves: peek values are not appearing at the same time than they usualy do and so on...

    I wonder if I didn't miss something in paramtrizing the model?
    Or maybe I'm just wrong in the model I decided to use?
    Or maybe it's the query I use? here is  an exemple for half a day ([Day of week] is another input I added which has no impact on the results):

    Any advice would be welcome.

    SELECT FLATTENED
      PredictTimeSeries([Load], 1, 24) as Forecast
    FROM [Load Forecast]
    NATURAL PREDICTION JOIN
    (SELECT 1 as [Date Time], 7 AS [Day Of Week], 14 as [Temperature]
    UNION SELECT 2 as [Date Time], 7 AS [Day Of Week], 14 as [Temperature]
    UNION SELECT 3 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 4 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 5 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 6 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 7 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 8 as [Date Time], 7 AS [Day Of Week], 12 as [Temperature]
    UNION SELECT 9 as [Date Time], 7 AS [Day Of Week], 12 as [Temperature]
    UNION SELECT 10 as [Date Time], 7 AS [Day Of Week], 11 as [Temperature]
    UNION SELECT 11 as [Date Time], 7 AS [Day Of Week], 11 as [Temperature]
    UNION SELECT 12 as [Date Time], 7 AS [Day Of Week], 11 as [Temperature]
    UNION SELECT 13 as [Date Time], 7 AS [Day Of Week], 11 as [Temperature]
    UNION SELECT 14 as [Date Time], 7 AS [Day Of Week], 11 as [Temperature]
    UNION SELECT 15 as [Date Time], 7 AS [Day Of Week], 12 as [Temperature]
    UNION SELECT 16 as [Date Time], 7 AS [Day Of Week], 12 as [Temperature]
    UNION SELECT 17 as [Date Time], 7 AS [Day Of Week], 13 as [Temperature]
    UNION SELECT 18 as [Date Time], 7 AS [Day Of Week], 14 as [Temperature]
    UNION SELECT 19 as [Date Time], 7 AS [Day Of Week], 15 as [Temperature]
    UNION SELECT 20 as [Date Time], 7 AS [Day Of Week], 16 as [Temperature]
    UNION SELECT 21 as [Date Time], 7 AS [Day Of Week], 16 as [Temperature]
    UNION SELECT 22 as [Date Time], 7 AS [Day Of Week], 17 as [Temperature]
    UNION SELECT 23 as [Date Time], 7 AS [Day Of Week], 17 as [Temperature]
    UNION SELECT 24 as [Date Time], 7 AS [Day Of Week], 18 as [Temperature]
    ) as t
    Tuesday, June 15, 2010 2:17 PM