TCM 模型

TCM MODEL 在 预测和决策树中可用。

TCM MODEL

Global subcommands:

     /DATASETTINGS

        [DIMENSIONS = varlist

        [MAXDIMVALUES = {integer}
                        {10000**}

         TIMETYPE = {DATETIMEVAR  }
                    {ISO8601      }
                    {CYCLICPERIODS}
                    {NONE         }

        [TIMEVAR = {var                                                                 
                   {var(TYPE=PERIOD [INCREMENT={1**    }] [START={1**    }]) [var(TYPE=CYCLE LEVEL=integer LENGTH=integer [START={1**    }]) ...]
                                               {integer}         {integer}                                                       {integer}
        [INPUTINTERVAL = {AUTODETECT**
                         {IRREGULAR                                             
                         {YEAR[(INCREMENT = {integer})]
                                            {1**    }
                         {QUARTER
                         {MONTH[(INCREMENT = {integer})]
                                             {1**    }
                         {WEEK
                         {DAY[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**} INCREMENT = {integer}) ]
                                        {7**    }                                                                 {1**    }
                         {HOUR[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
                                         {7**    }
                                HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer}) ]
                                         {24**   }            {0**    }             {1**    }
                         {MINUTE[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
                                           {7**    }
                                  HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer} )]
                                           {24**   }            {0**    }             {1**    }
                         {SECOND[(DAYSWK = {integer} WKSTART={MON | TUE | WED | THU | FRI | SAT | SUN**}
                                           {7**    }
                                  HRSDAY = {integer} DAYSTART = {integer} INCREMENT = {integer} )]
                                           {24**   }            {0**    }             {1**    }
                         {DURATION(INTERVAL={HOUR  } [INCREMENT = {integer}] )               
                                            {MINUTE}              {1**    }          
                                            {SECOND}              
    
        [ANALYSISINTERVAL = {USEINPUT** | YEAR | QUARTER | MONTH | WEEK | DAY | HOUR | MINUTE | SECOND | CYCLE(LEVEL=integer) }]

        [GROUP = {SUM**}  [var({SUM }) var({SUM }) ...] ]
                 {MEAN }       {MEAN}      {MEAN}
                 {MODE }       {MODE}      {MODE}
                 {MIN  }       {MIN }      {MIN }
                 {MAX  }       {MAX }      {MAX }
        
        [AGGREGATE = {SUM**}  [var({SUM }) var({SUM }) ...] ]
                     {MEAN }       {MEAN}      {MEAN}
                     {MODE }       {MODE}      {MODE}
                     {MIN  }       {MIN }      {MIN }
                     {MAX  }       {MAX }      {MAX }
                    
        [DISTRIBUTE = {SUM**}  [var({SUM }) var({SUM }) ...] ]
                      {MEAN }       {MEAN}      {MEAN}

        [INTERPOLATE = {LINT** | MEAN | KMEAN[(integer)] | KMEDIAN[(integer)] | LTREND}]
                                              (2**    )            (2**    )

        [USERMISSING = {EXCLUDE**} ]
                       {INCLUDE  }
        
        [MAXMISSING = {value}]
                      {25** }
        
        [CROSSDAYHRS = {EXCLUDE**}]
                       {INCLUDE  }

    [/DATAFILTER
        [DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
                              {EXCLUDE}                        {EXCLUDE}
                       
    [/BUILDOPTIONS
        [ESTIMATIONPERIOD = {ALL**
                            {TIMES(START={datetime   } END={datetime   } FORMAT={VARIABLE})
                                         {integerList}     {integerList}        {ISO8601 }
                            {OBSERVATIONS(TYPE={NEWEST} [OFFSET={0**    }] [NUMBER = {1000** }])
                                               {OLDEST}         {integer}            {integer}   

        [FORECASTPERIODS = {integer}]
                           {0**    }

        [CILEVEL = {95**  }]  
                   {number}                                                                        
                              
        [MAXINPUTS = {DEFAULT**}]
                     {integer  }
                     
        [LAGS = {AUTO** }]
                {integer}
                   
        [TOLERANCE = {1E-3**}]
                     {value }

        [OUTLIERTHRESH={95**  }
                       {value }

    [/TARGETFILTER
        DISPLAY = {BESTFIT([{N=10** | integer }] [FITSTAT = {RSQUARE**}]) }
                            {PCT=percent      }             {RMSPE    }
                                                            {RMSE     }
                                                            {BIC      }
                                                            {AIC      } 
                  {ALLTARGETS                                             }           
                  {TARGETSNOINPUTS                                        }   

    [/SERIESFILTER
        FIELDS = fieldList
        [DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
                              {EXCLUDE}                        {EXCLUDE}
      
    [/FILTEREDOUTPUT
        [INCLUDE = {TARGETS | SERIES | BOTH**} ]

        [NETWORKGRAPH = {YES**}([SIGLEVEL = {0.05**}])
                        {NO   }             {value }


        [PRINT = [MODELFIT] [OUTLIERS] [MODELEFFECTS] [PARAMETERS] [FORECASTS] ]
        [PLOT = [SERIESPLOT] [TOPINPUTS] [NRESIDUAL] ]

        [IMPACTDIAGRAMS = CAUSES[({3**    })] EFFECTS[({3**    })] ]
                                  {integer}            {integer}

        [OUTLIER_ROOTCAUSES = {NO**}
                              {YES }([LEVELS = {3**    }] [DISPLAY = {INTERACTIVE**}])
                                               {integer}             {TABLE        }
                                                                     {BOTH         }

    [/SYSTEMOUTPUT
        [MODELFIT = [RSQUARE**] [RMSPE] [RMSE] [BIC] [AIC] [NONE] ]

        [TRANSFORMATIONS = {NO   } ]
                           {YES**}

        [OUTLIERPLOT = {NO**} ]
                       {YES }

    [/SAVE
       [TARGETS({FILTERED**})
                {All       }
       [PREDICTED[(rootname)]]
       [CL[(LCLROOT=rootname UCLROOT=rootname)]]
       [NRESIDUAL[(rootname)]]
       [FORECASTFLAG[(name)]]
       
    [/OUTFILE
        [MODELSYSTEM = 'filespec']
        [DATA = {'filespec' | dataset}]

    [/PASSPROTECT     
        [PASSWORD={'password'|NONE**}]
        [ENCRYPTEDPW={NO**|YES}]

Fields group block subcommands:
                      
    /FIELDSGROUP

    /FIELDS
        [TARGETS = fieldList]
        [INPUTS = fieldList]
        [FORCE = fieldList] 
        [EXCLUDEDTARGETS = fieldList]
        [EXCLUDEDINPUTS = fieldList]  
        [DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
                              {EXCLUDE}                        {EXCLUDE}

* * * 如果省略了关键字，那么为缺省值。

TCM MODEL
   /DATASETTINGS TIMETYPE=DATETIMEVAR TIMEVAR=date INPUTINTERVAL=MONTH
   /FIELDSGROUP
   /FIELDS TARGETS=ARI TO UNF_ROOM_NTS_YOY INPUTS=ARI TO UNF_ROOM_NTS_YOY