有没有办法可以使用Oracle分析函数为数据集生成时间序列预测?我们如何在SQL / ORACLE中执行外推。
以下是我的需要
我有如下数据集,我想预测/推断明年
Cust_id Year Revnue
1 2016 679862
1 2017 705365
1 2018 ?
2 2016 51074
2 2017 50611
2 2018 ?
3 2016 190706
3 2017 90393
3 2018 ?
4 2016 31649
4 2017 19566
4 2018 ?
您可以使用REGR线性回归函数创建简单预测。
--Ordinary least squares forecast for each customer for the next year.
select
cust_id,
max(year) +1 forecast_year,
-- y = mx+b
regr_slope(revenue, year)
* (max(year) + 1)
+ regr_intercept(revenue, year) forecasted_revenue
from customer_data
group by cust_id;
CUST_ID FORECAST_YEAR FORECASTED_REVENUE
------- ------------- ------------------
1 2018 730868
2 2018 50148
4 2018 7483
3 2018 -9920
下面是示例模式。或者你可以使用this SQLFiddle。
create table customer_data
(
cust_id number,
year number,
revenue number
);
insert into customer_data
select 1, 2016, 679862 from dual union all
select 1, 2017, 705365 from dual union all
select 2, 2016, 51074 from dual union all
select 2, 2017, 50611 from dual union all
select 3, 2016, 190706 from dual union all
select 3, 2017, 90393 from dual union all
select 4, 2016, 31649 from dual union all
select 4, 2017, 19566 from dual;
REGR
函数处理数字对,它不理解业务规则,如“收入不能低于0”。如果您希望将预测限制为始终保持在0或以上,则CASE
表达式可能会有所帮助:
--Forecasted revenue, with minimum forecast of 0.
select cust_id, forecast_year,
case when forecasted_revenue < 0 then 0 else forecasted_revenue end forecasted_revenue
from
(
--Ordinary least squares forecast for each customer for the next year.
select
cust_id,
max(year) +1 forecast_year,
-- y = mx+b
regr_slope(revenue, year)
* (max(year) + 1)
+ regr_intercept(revenue, year) forecasted_revenue
from customer_data
group by cust_id
);
CUST_ID FORECAST_YEAR FORECASTED_REVENUE
------- ------------- ------------------
1 2018 730868
2 2018 50148
4 2018 7483
3 2018 0