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Mastering SQL Server 2014 Data Mining by Debarchan Sarkar, Amarpreet Singh Bassan

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The Microsoft Time Series algorithm

The Microsoft Time Series algorithm provides the capabilities to predict the value of continuous variables, such as sales for the next year or subsequent years. The algorithm has both short-term and long-term prediction capabilities. The short-term value prediction capability, which involves predicting the immediate next value, is provided by the Autoregressive Tree Model for Time Series Analysis (ARTXP), and the long-term prediction capability is provided by the Autoregressive Integrated Moving Average Algorithm (ARIMA). The Microsoft Time Series algorithm also has the capability to provide the prediction for one product given the behavior of the other product whose trend is related to the first product. This ...

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