TD_SELECTION_CRITERIA

The TD_SELECTION_CRITERIA function calculates a number of metrics against the residuals left over from a model validation exercise. The produced metrics can be used by the data scientist to make an intelligent choice as to which forecast model candidates to select to pursue for their forecast modeling project.

Input ports

1. Type: DB Session
   Teradata Connection
   Connection to a Teradata Database Instance
2. Type: Table
   Input
   This section outlines the syntax associated with invoking the TD_SELECTION_CRITERIA function. This function can accept either a single multivariate series as an input, or alternatively can accept an ART table containing the residual results from a previously run regression operation. For the case in which the input is a single multivariate series, the fields in the SERIES_SPEC(PAYLOAD(FIELDS(). CONTENT(MULTIVAR_REAL)) must consists of: First field referenced is the original series value; Second field referenced is the calculated series value produced by the model; Third field is the calculated residual: original_value minus calculated_valueFor the scenario in which the residuals reside within the tertiary result set associated with an ART table, then the caller merely needs to pass in the TABLE_NAME identify the ART containing the residuals - the DBS software will perform the extraction of the original series, calculated series, and residuals as part of the execution of this function.

Output ports

1. Type: Table
   output of TD_SELECTION_CRITERIA
   output of TD_SELECTION_CRITERIA