Hello!
I was wondering if anyone can help!?
This HPFDIAGNOSE procedure is taking far too long and sometimes freezing completely. Have I coded something incorrectly? CPU and storage space are of no issue and all other operations run fine.
I have four datasets; essentially all to be passed through the HPFDIAGNOSE procedure.
1. The time series dataset has various products, all with about 1000 observations of sales (some missing, some present)
2. The Auxillary Dataset has Date (to be matched against the time series dataset) and trading hours as a continuous variable
3. The Event dataset contains about 300 events
4. The Event by dataset contains approx 20 events, by "PRODUCT_NUMBER"
These take the format of:
1. (Time Series Dataset) XXXX.TIME_SERIES
PRODUCT_NUMBER (8.0) | DATE (DATE9.) | SALES (10.2) |
---|
1234 | 01MAR2014 | 7 |
1234 | 02MAR2014 | 8 |
1988844 | 23APR2014 | 12 |
... | ... | ... |
2. (Trading Hours Dataset) XXXXX.TRADING_HOURS
DATE (DATE9.) | TRADING_HOURS(8.2) |
---|
01APR2009 | 6.7 |
02APR2009 | 7.2 |
03APR2009 | 8.1 |
04APR2009 | 7.6 |
3.(Event Dataset) XXXXXX.EVENT_DATASET (AS PER HPF EVENTS)
_NAME_ | _CLASS_ | _KEYNAME_ | _STARTDATE_ | ... |
---|
PROMOTION | SIMPLE | . | 01APR2009 | ... |
PROMOTION | SIMPLE | . | 07NOV2014 | ... |
CHRISTMAS | SIMPLE | . | 25DEC2014 | ... |
4.(Event BY Dataset) XXXXXX.EVENT_DATASET_BY_PRODUCT
PRODUCT_NUMBER | _EVENT_ | _NAME_ | _REQUIRED_ |
---|
1234 | PROMOTION | SALES | YES(POSITIVE) |
1234 | CHRISTMAS | SALES | MAYBE |
I've placed into the following:
%MACRO MODEL_SELECTION;
ARIMAX;
IDM;
UCM;
ESM;
%MEND MODEL_SELECTION;
PROC HPFDIAGNOSE
DATA=TIME_SERIES
MODELREPOSITORY=REPOSITORY_SAMPLE
AUXDATA=TRADING_HOURS
OUTEST=ESTIMATORS
OUTOUTLIER=OUTLIERS
INEVENT=EVENT_DATASET EVENTBY=EVENT_DATASET_BY_PRODUCT;
ID DATE INTERVAL=DAY;
FORECAST SALES;
INPUT TRADING_HOURS /REQUIRED=MAYBE;
BY PRODUCT_NUMBER;
%MODEL_SELECTION;
RUN;
Any help would be greatly appreciated!?
Kind Regards,
Chris