Oracle® OLAP Analytic Workspace Java API Reference
10g Release 2 (10.2)

B14351-02

Forecast Argument Keywords and Values

A ForecastArgument contains a pair of ForecastArgumentValue and ForeCastKeyWord objects. A ForecastArgument is owned by a ForecastDefinition, which can have many forecast arguments specified for a forecasting operation.

The following table lists the keywords and values that are valid values for the forecast argument keyword/value pairs. The table also contains brief descriptions of the actions specified by the keyword/value pairs.

The items in the Keyword column are values that you can specify in a call to the ForecastArgument.setForecastKeyWord or ForecastArgumentValue.setKeyWord methods.

The items in the Value column are values that you can specify in a call to the ForecastArgument.setForecastArgumentValue method, or the ForecastArgumentValue(String input) constructor or the ForecastArgumentValue.setValue method. You specify all values as String objects.

Keyword Value Description
ALLOCLAST NO
YES
Indicates whether the risk of over-adjustment should be reduced by allocating, instead of forecasting, the last cycle.

NO specifies forecasting the last cycle. It is the default value.

YES specifies the forecasting of only the average value for one period of the cycle. That average value is then multiplied by factors to give the remaining points in that period. For example, when the last cycle has 24-hour periods, only an average hourly value is forecast, which is then multiplied by 24 hourly factors to give the value for each hour.

ALPHA MAX 0.0 through 1.0 Specifies the maximum value of Alpha. Alpha is the level or baseline parameter for the Single Exponential Smoothing, Double Exponential Smoothing, and Holt-Winters forecasting methods. You can specify any value from 0.0 through 1.0. The default value is 0.3.
ALPHA MIN 0.0 through 1.0 Specifies the minimum value of Alpha. The default value is 0.1.
ALPHA STEP 0.05 through 0.2 Specifies the value of the interval that Oracle OLAP uses when it determines the value of Alpha. You can specify any value from 0.05 through 0.2 as long as the value evenly divides the difference between ALPHA MAX and ALPHA MIN. The default value is 0.1.
APPROACH APPAUTO
APPMANUAL
APPHYBRID
Specifies the approach that Oracle OLAP takes when it executes the forecast.

APPAUTO indicates that Oracle OLAP tests all of possible models and options for these models and chooses and uses the model that best fits the data. APPAUTO is the default value.

APPMANUAL indicates that Oracle OLAP uses the specified forecasting model when it determines that the data and other specified options are appropriate for that model. If it does not determine the overall appropriateness of the characteristics of the forecast, then it tests all of the possible models and options for these models and chooses and uses the model that best fits the data.

APPHYBRID indicates that, using the forecasting arguments that are specified in the ForecastDefinition as the base options, Oracle OLAP tests all of the possible models and options for these models and chooses and uses the model that best fits the data.

BETA MAX 0.0 through 1.0 Specifies the maximum value of Beta. Beta is the trend parameter that controls the estimate of the trend. Beta is used for the Double Exponential Smoothing and Holt-Winters forecasting methods. You can specify any value from 0.0 through 1.0. The default value is 0.3.
BETA MIN 0.0 through 1.0 Specifies the minimum value of Beta. You can specify any value from 0.0 through 1.0. The default value is 0.1.
BETA STEP 0.05 through 0.2 Specifies the value of the interval that Oracle OLAP uses when it determines the value of Beta. You can specify any value from 0.05 through 0.2 as long as the value evenly divides the difference between BETA MAX and BETA MIN. The default value is 0.1.
COMPSMOOTH NO
YES
Indicates whether optimization should be done on the median smoothed data series.

NO specifies that the methods are done using the original historical time series data. It is the default value.

YES specifies that optimization is done on the median smoothed data series, which results in more smoothed or baseline forecasts.

CYCDECAY MAX 0.2 through 1.0 Specifies the maximum value of the cyclical decay parameter. Cyclical decay pertains to how seriously Oracle OLAP considers deviations from baseline activity when it performs linear and nonlinear regressions. You can specify any value from 0.2 through 1.0 as long as the difference between CYCDECAY MIN and CYCDECAY MAX is evenly divided by 0.4. The default value is 1.0.
CYCDECAY MIN 0.2 through 1.0 Specifies the minimum value of the cyclical decay parameter. You can specify any value from 0.2 through 1.0 as long as the difference between CYCDECAY MIN and CYCDECAY MAX is evenly divided by 0.4. The default value is 0.2.
GAMMA MAX 0.0 through 1.0 Specifies the maximum value of Gamma. Gamma is the seasonal parameter that is used for the Holt-Winters forecasting method. You can specify any value from 0.0 through 1.0. The default value is 0.3.
GAMMA MIN 0.0 through 1.0 Specifies the minimum value of Gamma. You can specify any value from 0.0 through 1.0. The default value is 0.1.
GAMMA STEP 0.05 through 0.2 Specifies the value of the interval that Oracle OLAP uses when it determines the value of Gamma. You can specify any value from 0.05 through 0.2 as long as the value evenly divides the difference between GAMMA MAX and GAMMA MIN. The default value is 0.1.
METHOD AUTOMATIC
LINREG
NLREG1
NLREG2
NLREG3
NLREG4
NLREG5
SESMOOTH
DESMOOTH
HOLT/WINTERS
Specifies the forecasting method that you want Oracle OLAP to use.

AUTOMATIC specifies that Oracle OLAP should determine and use the method that is the best fit for the data. It is the default value.

LINREG specifies the linear regression method in which a linear relationship (y=a*x+b) is fitted to the data.

NLREG1 specifies the nonlinear regression method 1 in which a linear relationship (y=a*x+b) is fitted to a transformation of the original data; in this case, x=log(x) and y=log(y). This results in the development of a polynomial model between x and y(y=c*x^a).

NLREG2 specifies the nonlinear regression method 2 in which a linear relationship (y=a*x+b) is fitted to a transformation of the original data; in this case, x=x and y=ln(y). This results in the development of an exponential model between x and y(y=c*e^ax).

NLREG3 specifies the nonlinear regression method 3 in which a linear relationship (y=a*x+b) is fitted to a transformation of the original data; in this case, x=log(x) and y=y. This results in the development of a logarithmic model between x and y(y=a*log(x)+b).

NLREG4 specifies the nonlinear regression method 4 in which a linear relationship (y=a*x+b) is fitted to a transformation of the original data; in this case, x=1/x and y=1/y. This results in the development of an asymptotic curve (y=x/(a+bx)).

NLREG5 specifies the nonlinear regression method 5 in which a linear relationship (y=a*x+b) is fitted to a transformation of the original data; in this case, x=x and y=ln(y/(K-y)). This results in the development of an exponential asymptotic curve (y=cKe^ax/(1+ce^ax)).

SESMOOTH specifies the single exponential smoothing method in which the current estimate is taken as a geometrically weighted average of past values, and all future values are given this same value. This method is intended for short term forecasts of non-seasonal data.

DESMOOTH specifies the double exponential smoothing method in which the current estimate is taken as a geometrically weighted average of past values, and this is added to a trend term calculated by the same method. Single exponential smoothing is therefore applied to both the series and the trend term.

HOLT/WINTERS specifies the Holt-Winters method that is used on seasonal data, in which double exponential smoothing methods with trend damping are combined with multiplicative seasonal factors, which are estimated using single exponential smoothing.

MINFCFACTOR 0.0 through 1.0 Specifies the lower bound on the forecast data. You can specify any value from 0.0 through 1.0. The number you specify indicates a multiple of the smallest value in the historical series. For example, when you specify 0.5 the lower bound will be half the smallest value in the historical series. The default value is 0.0.
MPTDECAY MAX 0.2 through 1.0 Specifies the maximum value of the parameter that Oracle OLAP uses when it adjusts the decay of estimates of base values that it uses when it unravels the predictions on a moving periodic total (MPT) series. You can specify any value from 0.2 through 1.0 as long as the difference between MPTDECAY MIN and MPTDECAY MAX is evenly divided by 0.4. The default value is 1.0.
MPTDECAY MIN 0.2 through 1.0 Specifies the minimum value of the parameter that Oracle OLAP uses when it adjusts the decay of estimates of base values that it uses when it unravels the predictions on a moving periodic total (MPT) series. You can specify any value from 0.2 through 1.0 as long as the difference between MPTDECAY MIN and MPTDECAY MAX is evenly divided by 0.4. The default value is 0.2.
NTRIALS 1 through 3 Specifies the number of trials that Oracle OLAP runs to determine the forecast. You can specify any value from 1 through 3. The default value is 3.
NUMFORECASTPERIODS 1 through 50000 Specifies the number of periods to forecast. You can specify any value from 1 through 50000, which is the maximum number of time dimension values for a forecast. The default is zero.
MAXFCFACTOR 0.0 through 500.0 Specifies the upper bound on the forecast data. The number you specify indicates a multiple of the largest value in the historical series. For example, when you specify 10.0, the upper bound is 10 times the largest value in the historical series. The default value is 100.0.
PERIODICITY (n1 or
(n1, ..., n6)
Specifies either the number of periods for a single cycle or the number of periods in each of a set of nested cycles. The default value is 1, which specifies to not group the data at all (that is, each period is logically independent).

Cycles are groupings of time periods that repeat through the time span of the data. For example, daily periods can be grouped into a weekly cycle and weekly periods can be grouped into a yearly cycle. In this case, the cycles are said to be nested, with the yearly cycle more aggregate than the weekly cycle, and the weekly cycle more detailed than the yearly cycle. By specifying cycles at a more detailed level, you allow OLAP to conduct a finer-grained search for factors that affect the data.

  • To specify a single cycle, set an integer value (as a String) from 1 through 25000. The value indicates the number of periods into which to divide the cycle. For example, specifying 12 divides the cycle into 12 periods.

  • To specify a series of nested cycles, set a series of up to six integer values (as String objects) enclosed in parentheses and separated by commas. Each value in the series is the number of periods in one of the nested cycles. The cycles are ordered from most aggregate to least aggregate. For example, specifying the value "(52,7)" indicates two cycles in which the most aggregate cycle is divided into 52 periods and each of those periods is divided into seven periods. In this example, the year is divided into 52 weeks, and each of those weeks is divided into seven days.

RATIO 1/26 through 1/2 Specifies the ratio of the size of the window that Oracle OLAP uses for smoothing and the total number of historical periods. Oracle OLAP uses this value to determine the number of backcast periods. You can specify any value from 1/26 through 1/2. The default value is 1/3.
SMOOTHING NO
YES
Indicates whether Oracle OLAP should smooth the data for the forecast.

NO specifies to not smooth the data for the forecast. It is the default value.

YES specifies to smooth the data for the forecast.

TRANSFORM TRNOSEA
TRSEA
TRMPT
Specifies the data filter that Oracle OLAP uses when executing the forecast.

TRNOSEA specifies to not seasonally adjust the data. It is the default value.

TRSEA specifies to transform using a filter that seasonally adjusts the data.

TRMPT specifies to transform using a moving periodic total (MPT) filter.

TRENDHOLD MAX 0.0 through 1.0 Specifies the maximum value of the trend hold parameter that indicates trend reliability in Double Exponential Smoothing and Holt-Winters forecasting methods. You can specify any value from 0.0 through 1.0. The default value is 0.8.
TRENDHOLD MIN 0.0 through 1.0 Specifies the minimum value of the trend hold parameter. You can specify any value from 0.0 through 1.0. The default value is 0.4.
TRENDHOLD STEP 0.1 through 0.2 Specifies the value of the interval that Oracle OLAP uses when it determines the value of the trend hold parameter. You can specify any value from 0.1 through 0.2. The value of TRENDHOLD STEP must evenly divide the difference between TRENDHOLD STEP and TRENDHOLD MIN. The default value is 0.2.
WINDOWLEN 1 through 13 Specifies the number of points that Oracle OLAP uses when it determines median values when it performs median smoothing. Median smoothing eliminates extreme variations in the data by replacing each data point in a series by the median value of itself and its neighbors. You can specify any value from 1 through 13. The default value is 3.

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