Data Mining :: ARIMA Equation Intercept Interpretation
Sep 6, 2015
I get an ARIMA equation in a form like below:
ARIMA ({1,-6.88479117532726E-02,-0.41430691637436},0,{1,4.42986549117398E-03}) X ({1,-0.473450289323228},0,{1,0.013772719862356,-2.14724317829266E-02,-4.80711350511344E-02,-1.15173259713497E-02,-9.86142925337024E-03,1.06803677786174})(6)
Intercept:18561.1721123981
I do understand the coefficients part and the seasonal part as well, however, I have trouble deciphering what exactly is the intercept here. Initially, I thought it would be equivalent to the value of mu in the original Box-Jenkins equation (so indicate a level), then I thought it's an intercept for the AR terms. It seems that none of these interpretations is good. The only official explanation I found at msdn was:
"Normally, the intercept (VALUETYPE = 11) or residual in a regression equation tells you the value of the predictable attribute, at the point where the input attribute, is 0. In many cases, this might not happen, and could lead to counterintuitive results.
For example, in a model that predicts income based on age, it is useless to learn the income at age 0. In real-life, it is typically more useful to know about the behavior of the line with respect to average values. Therefore, SQL Server Analysis Services modifies the intercept to express each regressor in a relationship with the mean.
This adjustment is difficult to see in the mining model content, but is apparent if you view the completed equation in the Mining Legend of the Microsoft Tree Viewer. The regression formula is shifted away from the 0 point to the point that represents the mean. This presents a view that is more intuitive given the current data.Therefore, assuming that the mean age is around 45, the intercept (VALUETYPE = 11) for the regression formula tells you the mean income.
In AS 2008 it is possible to build time series model using ARIMA algorithm. But how exactly the ARIMA model eqation can be interpreted? For example, I have the following ARIMA equation in the mining legend of the (only) node: ARIMA equation: ARIMA ({1,1.06331498820371E-02,-9.1320555134096E-04,6.82290767622866E-03,5.16804012070969E-02,5.33387901298971E-02,7.27630334027759E-04,-4.08433722450516E-02},1,{1,0.637381531245194}) X ({1,8.85242031097984E-02},0,{1,3.46939494788227E-02})(26) X ({1},1,{1,-0.94291566648386})(13) Intercept:706.18948950439
I am used to the notations like ARIMA(Autoregressive order, Order of differencing, Moving average order). So, I can guess, that term like {1,1.06331498820371E-02,-9.1320555134096E-04,6.82290767622866E-03,5.16804012070969E-02,5.33387901298971E-02,7.27630334027759E-04,-4.08433722450516E-02} expresses coefficients in either autoregressive or moving average terms. But how can I interpret patterns followed by X like ARIMA(...)X(...)X(...)? Do they express periodical patterns? If so, how can I pick periods from this equation?
I am wondering where can I store my mining results in data mining engine? For example, I got mining results like accuracy chart, decision trees, and other formats of results based on different mining algorithms I used for my data mining, so where can I actually store the results for reporting service use later? Is it possible to do that in SQL Server 2005?
Thanks a lot for any help and guidance in advance.
I would like to know if there is any way to migrate third-party data mining packages with SQL Server 2005 data mining algorithms together then we can have a comparison among all of them to get the best results for training models.
Hoping someone will have a solution for this error
Errors in the metadata manager. The data type of the '~CaseDetail ~MG-Fact Voic~6' measure must be the same as its source data type. This is because the aggregate function is not set to count or distinct count.
Is the problem due to the data type of the column used in the mining structure is Long, and the underlying field in the cube has a type of BigInt,or am I barking up the wrong tree?
I'm a beginner with SQL 2012 SSDT & SSMS. I get this error message when I try to deploy my project:Â
"Error 6 Error (Data mining): KEY SEQUENCE columns are not supported at the case level. The 'Customer Key' column of the 'TK448 Ch09 Cube Clustering' mining structure contains content that is not valid. 0 0 " I am finding it hard to locate the content that is not valid. I've been trying to find a answer for this problem but can't seem to find anything. How can I locate the content that is not valid and change or delete it so that I can deploy this solution?
- a data mining structure with about 80 columns. - a data mining model using Microsoft_Decision_Trees with 2 prediction columns.Â
I thought I would then explore the possibility of have more than 2 prediction columns, in this case 20.
I get an error message and I can't work out : a) if this is because there's a limit to the maximum number of prediction columns and where that maximum is stated. b) if something else has become corrupted c) there's a know bug and if the error message is either meaningful or not.
Either way, I'm unable to complete the data mining wizardÂ
The error message is :Errors in the metadata manager. Either the mining structure with the ID of '[my model Structure]' does not exist in the database with the ID of 'DMAddinsDB', or the user does not have permissions to access the object.
I am using Microsoft_Time_Series and have set HISTORIC_MODEL_GAP to various values (from 1 to 21). I always get this error: Error (Data mining): The 'HISTORIC_MODEL_GAP' data mining parameter is not valid for the 'My Time Series' model.
In Algorithm Parameters window, this parameters is not there by default, so I have to add it.
Implementing data mining Add-in in an academic setting? We need to handle over 150 new students a semester and have their connection to Analysis Services survive for their four years at the college. We are introducing data mining to every freshman business student as a unit within their Intro to Excel class (close to a month of work to give them a sense of what is possible). Other courses later in their curriculum will expand on that introduction.Â
Once implemented, we would have as many as 900 connections to manage (four years from now). It is possible that multiple sections will be running at the same time, so 40 students may be accessing the data mining tools concurrently. Â
Is there a way to "bulk establish" the access credentials and establish those databases?
With SASS Database i have created Data mining Structure Using Time series algorithm, while processing the SSAS db, Data mining  taking long time to process, so how we can  reduce processing time ???
Hi, I have just run a simple data set through a model to predict a simple true or false value (i.e. binary output) The Lift Chart/Mining Legend in Analysis Services shows three results €“ Score, Population Correct (%), and Predict Probability (%)
Population Correct I beleive is the percentage of predictions it got right out of the total number of predictions it tried to make. Is this correct?
However, I can€™t work out how the other two are derived in particular the 'SCORE'. To give a live example the scores were as follows:
Model Score Pop Correct Pred Probability Decision Trees 0.83 76.59% 54.28% Neural Network 0.75 67.63% 50.05% Ideal Model 100.00%
Can anyone help with this and give a detailed explanation?
I am trying to model data in analysis services with the Advance Create Mining Model function in the excel addin. I am having trouble creating an association model that works like the Associate button above the Advanced button.
The format of my data is like this
OrderID Product
100 Bike
100 Helmet
100 Shoes
200 Helmet
200 basketball
200 Bat
300 Shoes
300 Socks
The associate button works perfectly since it asks me which column is the transaction id (orderid) and which column I am trying to predict (product). The advanced create mining model asks me to determine what the columns are...
OrderID=key Product=Input+Predict?
When I run the advance create mining model associate, I get a browser that gives me no rules and the support for only one item itemset (each product but no combination of products).
Does anyone know what I have to do to get it to work like the associate button?
I perform data mining on all products and a specific product category. Do I need to create 2 data source views, one for all products and the other one for the specific product category? Afterward, I run the Data Mining Wizard 2 times to create 2 mining structures. I also need to add the same mining model (e.g. Bayes, Cluster) to each of these mining structures. Is there any simple way to do it?
I am wondering if it is possible to use SSIS to sample data set to training set and test set directly to my data mining models without saving them somewhere as occupying too much space? Really need guidance for that.
until recently ive been using a rank equation to calculate rank,
essentially doing a select statement and selecting this as the rank field, where query 2 is the same as query 1:
((select count(*) from (query1) where (query1).value < (query2).value) +1)) as Rank
problem is that this is now running like a dog (takes 10 secs) and i'd like to try and do this another way- 2005 has a rank function, how can i do this in 2000?
here is the full statement :
SELECT StudentId, GCSE_Score, LTRIM(STR ((SELECT COUNT(*) FROM dbo.[Score2004-05] WHERE GCSE_score < s.GCSE_Score) + 1)) AS GCSE_Rank, SetId FROM dbo.[Score2004-05] S WHERE (SetId = '2004/2005')
This is a working 12 month intrest equation. I used this for the layout section but I am trying to take this and it gives me the correct values. But what I need to do next is have it sum those values.
I tried =SUM( whole expression but that didnt work) you can laugh at me I know but any help would be great!
=Switch(Fields!eqprecdt.Value< CDate("1 Jan 2007"),Fields!bookvalue.Value*datediff("d",Now(),#1/1/2007#)* .07/365,Fields!eqprecdt.Value> CDate("1 Jan 2007"), Fields!bookvalue.Value * datediff("d",Now(),Fields!eqprecdt.Value)* .07/365)*-1
I am not sure if I am posting this is the right place, please let me know if a better place exists.I am trying to figure out the distance from a point on the earth to a route between two other points. All points that I have are in latitude and longitude secondsIE: 51-52-40.6700N => 186760.6700NI am able to find the distance between two points on the globe using a custom function FindDist(latitude1, longitude1, latitude2, longitude2)I did the legwork for the math and was able to come up with this psudo code: p1 = start of routep2 = end of routep3 = point of referencep4 = INTERSECT(LINE(p1,p2), PERPENDICULAR_LINE(p1,p2,p3)) The direct distance between p4 and p3 is somewhere in the range of 0 - 70 and encompasses all points in the US (We only deal in the US) which is incorrect. If I do the conversion of p4 to latitude and longitude I get numbers that start out at 1000 which is also incorrect.I am doing the conversion with the following: DECLARE @lat2 VARCHAR(25)SET @lat2 = (@p4x * 3600)IF @p4x < 0BEGINSET @lat2 = @lat2 + 'S' ENDIF @p4x > 0BEGINSET @lat2 = @lat2 + 'N' ENDDECLARE @lng2 VARCHAR(25)SET @lng2 = @p4y * 3600IF @p4y < 0BEGINSET @lng2 = @lng2 + 'W' ENDIF @p4y > 0BEGINSET @lng2 = @lng2 + 'E' END I am not sure, however, how to either:a) find the latitude / longitude of p4b) find the distance in miles between p3 and p4Either of these will solve my problemI know this is a rather odd question, but if anyone can help me that would be great. If you need more information, let me know and I will try and explain things further.
Anybody know of a way to view SQL Queries sent to a SQL Server 2000box ?I have tried using the 'current activity' option in enterprisemanager, and ODBC tracing but neither show the queries made by this3rd party app.I have no db schema and wondered if there was a tool to let me see thequeries sent to my sql server.Thanks!
I am trying to write a system (Stored Proc, View, CLR Proc, ???), where if you query a specific table and it returns data from only 1 column for the submitted SELECT statement then substitute data obtained from an external web service.
Does anyone have any suggestions about how best to implement this? I have searched through the BOL but nothing directly deals with what I want to do.
Thanks,
Blair
P.S. I am using SQL SERVER 2005 ENT Edition with everything available.
Dear All The problem is I am going to predict the production for different category of product. attributes are year - key A production - predict only B production -predict only C production -predict only
And in the SQL it is impossible to to give input and predict (I am not sure whether that is a error or not).
And in the decision tree for the Product A - get as product A >=12324 Product B year > 2000 Product C product C >=35454
I want to know why the label is changing time to time. Please help me on this. Thank you Menik
I have an application sending a query to SQL Server but it isn't doing quite what it should. Is it possible somehow to capture the query sent through ODBC so I can look at it and maybe see what is going wrong?
How to get the CASE results highlighted in BOLD into this equation; "(LogOut - LogIn) + (LunchBreak) -(AMBreak) + (PMBreak) AS TimeWorked" ? Thank you. CREATE VIEW dbo.vwu_ReportViewASSELECT EmployeeID , LastName , FirstName , LocationCode , UserID , Today , Login , AMBreakOut , AMBreakIn , CASE WHEN ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) >= 0 AND ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) <= 19 THEN '0' WHEN ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) >= 20 AND ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) <= 34 THEN '15' WHEN ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) >= 35 AND ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) <= 49 THEN '30' WHEN ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) > = 50 AND ISNULL(DATEDIFF(Minute, AMBreakOut, AMBreakIn),0) <= 64 THEN '45' ELSE '60' END AS AMBreak , LunchOut , LunchIn , CASE WHEN ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) >= 0 AND ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) <= 66 THEN '0' WHEN ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) >= 67 AND ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) <= 81 THEN '15' WHEN ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) >= 82 AND ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) <= 96 THEN '30' WHEN ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) >= 97 AND ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) <= 111 THEN '45' WHEN ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) >= 112 AND ISNULL(DATEDIFF(Minute, LunchOut, LunchIn),0) <= 126 THEN '60' ELSE '75' END AS LunchBreak, PMBreakOut , PMBreakIn , CASE WHEN ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) >= 0 AND ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) <= 19 THEN '0' WHEN ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) >= 20 AND ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) <= 34 THEN '15' WHEN ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) >= 35 AND ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) <= 49 THEN '30' WHEN ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) >= 50 AND ISNULL(DATEDIFF(Minute, PMBreakOut, PMBreakIn),0) <= 64 THEN '45' ELSE '60' END AS PMBreak , Logout , Comments , LoginLogon , AMBreakOutLogon , AMBreakInLogon , LunchOutLogon , LunchInLogon , PMBreakOutLogon , PMBreakInLogon , LogoutLogon ,(LogOut - LogIn) + (LunchBreak) -(AMBreak) + (PMBreak) AS TimeWorked
Hello all,We need to reverse engineer a very large application written inPowerBuilder / SQL Server to port to .NET.We have only binaries of application not source code.What are tools / log facilitites / spy appliations that shall allow usto see exact SQL that is being carried by driver to SQL server ? Canwe see that in the ASCII form before it gets complied at Server end?Thanks for your time.- KA
I am trying to delete tables from data where the ModifiedDates older than 9 years in AdventureWorks2012 database . I get console notified that foreign keys are dropped but the delete statement is throwing errors. I am sure that somewhere the key constraints are not getting altered, but i'm not able to figure it out as i'm a relative beginner to T-SQL. The error and code:
The DELETE statement conflicted with the REFERENCE constraint "FK_SalesOrderHeaderSalesReason_SalesReason_SalesReasonID". The conflict occurred in database "AdventureWorks2012", table "Sales.SalesOrderHeader [System.Reflection.Assembly]::LoadWithPartialName("Microsoft.SqlServer.SMO") | Out-Null $option_drop = new-object Microsoft.SqlServer.Management.Smo.ScriptingOptions; $option_drop.ScriptDrops = $true;
I am wondering is there any way to select only a portion of a data set to train the mining model? In this case, I mean we dont need to split the dataset in advance, what I want to do is being able to select any random portion of a selected dataset to train a mining model. Any advices?
I am looking forward to hearing from you and thanks a lot in advance for your advices and help.
hi I am new at MSSQL 2000 DBA thing. and trying to learn more about analysis service/data warehouse/data mining. so is any expert out there can Recommend some good books or web link article to read? Thanks
I'm stucked in a problem and I thought if you would be so kind as to helping me to resolve it.
I'm implementing a clustering algorithm plugin for text mining. I've already read the tutorials and sample codes provided by the MSDN Library.
Well... My problem is: I can't go through the data when the Predict method is called. I've read that this method implements the "core" of the custom algorithms. Here is a small snippet of my code for you to understand my doubt:
As you can see, I'm going through in_rgValues to get its values, but i'm only obtaining the first register of the table on the database. I need to roll over a kind of resultset so I could access all the registers I need. Is there any way to do so ?
I expected Predict() received a matrix containing all my data, but the only thing I noticed that could represent the data is that in_rgValues vector. So I can go through this vector, but it holds only the first register of the table in the database (that's what's being saved on my log). I need all of the registers in order to pre-process the data and implement my clustering algorithm.
Well... That's it... I would be very pleased if you could help me.
I have very little experience with programming and data mining, but I am working on a project where I need to take data from one spreadsheet and place it in another. Since it is hard to describe what I would like to do, I will provide an example:
In this example, the data in Column 1 is always tied to the data in Column 2 (i.e., 100 in Column 1 means 200 in Column 2, etc.) However, the data for Column 2 is only available in SPREADSHEET 2; moreover, the data is not in the same order in both spreadsheets.
My question is how can I create some sort of program where I can transfer the data from SPREADSHEET 2 into SPREADSHEET 1?
