SAP HANA Predictive Analysis Library (PAL)

3.5.7 Linear Regression with Damped Trend and Seasonal
Adjust
Linear regression with damped trend and seasonal adjust is an approach for forecasting when a time series
presents a trend. In PAL, it provides a damped smoothing parameter for smoothing the forecasted values. This
dampening parameter avoids the over-casting due to the “indefinitely” increasing or decreasing trend. In
addition, if the time series presents seasonality, you can deal with it by providing the length of the periods in
order to adjust the forecasting results. On the other hand, it also helps you to detect the seasonality and to
determine the periods.
Note
Occasionally, there is probability that the average, the linear forecast, or the seasonal index is calculated to
be 0, which gives rise to the issue of division by zero in the subsequent calculation. To address this,
therefore, a tiny value, 1.0e-6 for example, is adopted as the divisor instead of 0. In the Result output table,
an indicator named “HandleZero” is given, which represents if the substitution takes place (1) or not (0).
Prerequisites
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No missing or null data in the inputs. The algorithm will issue errors when encountering null values.
The data is numeric, not categorical.
LRWITHSEASONALADJUST
This is the function for linear regression with damped trend and seasonal adjust.
Procedure Generation
CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFLPAL’, ‘LRWITHSEASONALADJUST’,
‘’, '', );
The signature table should contain the following records:
Table 278:
Position Schema Name Table Type Name Parameter Type
1 IN
2 IN
3 OUT
4
OUT
388 P U B L I C
SAP HANA Predictive Analysis Library (PAL)
PAL Functions