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SAP HANA Predictive Analysis Library (PAL)

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Name Data Type Default Value Description Dependency<br />

SEARCH_STRATEGY Integer 1 The search strategy<br />

for optimal ARMA<br />

model.<br />

●<br />

●<br />

0: Exhaustive.<br />

Traverse all models<br />

specified by<br />

MAX_P, MAX_Q,<br />

MAX_SEA­<br />

SONAL_P,<br />

MAX_SEA­<br />

SONAL_Q, and<br />

MAX_ORDER.<br />

1: Stepwise.<br />

Changes one or<br />

two orders of (p,<br />

q, P, Q) by 1 from<br />

the current optimal<br />

model each<br />

time, until no better<br />

model is<br />

found. This is<br />

more time-efficient<br />

but possibly<br />

less accuracy-effective.<br />

MAX_ORDER integer 15 The maximum value of<br />

(p + q + P + Q).<br />

INITIAL_P integer 0 Order p of user-defined<br />

initial model.<br />

INITIAL_Q integer 0 Order q of user-defined<br />

initial model.<br />

INITIAL_SEASONAL_P integer 0 Order P of user-defined<br />

initial model.<br />

INITIAL_SEASONAL_Q integer 0 Order Q of user-defined<br />

initial model.<br />

Valid only when<br />

SEARCH_STRATEGY<br />

is 0.<br />

Valid only when<br />

SEARCH_STRATEGY<br />

is 1.<br />

Valid only when<br />

SEARCH_STRATEGY<br />

is 1.<br />

Valid only when<br />

SEARCH_STRATEGY<br />

is 1.<br />

Valid only when<br />

SEARCH_STRATEGY<br />

is 1.<br />

<strong>SAP</strong> <strong>HANA</strong> <strong>Predictive</strong> <strong>Analysis</strong> <strong>Library</strong> (<strong>PAL</strong>)<br />

<strong>PAL</strong> Functions P U B L I C 343

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