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SAP HANA Predictive Analysis Library (PAL)

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Name Data Type Default Value Description Dependency<br />

INITIAL_METHOD Integer 0 Initialization method<br />

for the trend and seasonal<br />

components. Refer<br />

to Triple Exponential<br />

Smoothing for detailed<br />

information on<br />

initialization method.<br />

CAST_MODEL_NAME<br />

is TESM.<br />

Only valid when FORE­<br />

GETPERIODS_AUTO­<br />

MATIC<br />

Integer 0 Specifies whether the<br />

value of CYCLE is automatically<br />

obtained.<br />

Only valid when FORE­<br />

CAST_MODEL_NAME<br />

is TESM.<br />

●<br />

●<br />

0: The value of<br />

CYCLE is set by<br />

user.<br />

1: The optimal<br />

value of CYCLE<br />

will be computed<br />

automatically.<br />

MAX_ITERATION Integer 100 Maximum number of<br />

iterations.<br />

TRAINING_RATIO Double 1.0 The ratio of training<br />

data to the whole time<br />

series.<br />

Assuming the size of<br />

time series is N, and<br />

the training ratio is r,<br />

the first N*r time series<br />

is used to train,<br />

whereas only the latter<br />

N*(1-r) one is used to<br />

test.<br />

If this parameter is set<br />

to 0.0 or 1.0, or the resulting<br />

training data<br />

(N*r) is less than 1 or<br />

equal to the size of<br />

time series, no trainand-test<br />

procedure is<br />

carried out.<br />

OPTIMIZA­<br />

TION_METHOD<br />

Integer 0 ● 0: Heuristic optimization<br />

method<br />

(simulated annealing<br />

and<br />

Nelder-mead)<br />

● 1: LBFGS-B optimization<br />

method<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 373

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