Reference to the nnforecast() function
Summary
nnforecast(<forecastPeriod>, [<confidenceFactor>,] <tsExpression>, [with_bounds])
Forecasts future data values for each time series described by the expression. It uses hypothesis testing and neural networks for prediction.
Note: You can specify up to 100 time series in an
nnforecast
query. If you specify more, an error results.Parameters
Parameter | Description |
---|---|
forecastPeriod | Period of time for the forecast. |
confidenceFactor | A number from 0.0 to 1.00 (inclusive) that expresses the confidence factor for determining the range of expected values. Default is 0.67. The Note. We consider this parameter only if the with_bounds parameter is also specified. |
tsExpression | Expression describing the time series to forecast. |
with_bounds | Enables confidence bounds. Disabled by default. |
Description
The nnforecast()
function predicts future data values for each time series described by the expression. The function uses hypothesis testing and neural networks for prediction.
The historical period has to be at least 2x the forecast period. If the function cannot find enough historical data to produce a forecast for the requested period, then the function returns no result.
Examples
nnforecast(7d, ts(my.metric))
Simple forecasting of 7 days without confidence bounds.
nnforecast(30d, 0.9, ts(my.metric), with_bounds)
Forecasting of 30 days with confidence bounds enabled and with a confidence factor of 0.9.