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andreas_zaras
‎02-03-2024
  • 145 Posts
  • 61 Likes Given
  • 4 Solutions
  • 4 Likes Received

Re: Data Source Node in Enterprise Miner

by Pyrite | Level 9 in SAS Data Science
‎03-17-2013 10:54 AM
‎03-17-2013 10:54 AM
Thanks very much! ... View more

Scoring Code in Enterprise Miner

by Pyrite | Level 9 in SAS Data Science
‎03-12-2013 06:21 PM
‎03-12-2013 06:21 PM
Hello, I have to predict a binary variable (1/0) using predicitve modelling. ANN, Logistc Regression and Decidion Trees are used. In the socring code there are two variables created that i don;t know how to interpret. These are I_TARGET_B and U_TARGET_B. WHat do these variables express? As i have seen these variables take the same values, the one as character and the other as numeric). The scoring code for these variables is as follows:   *** Writing the I_TARGET_B  AND U_TARGET_B ;   *** *************************;   _MAXP_ = P_TARGET_B1 ;   I_TARGET_B = "1           " ;   U_TARGET_B=                    1;   IF( _MAXP_ LT P_TARGET_B0  ) THEN DO; _MAXP_ = P_TARGET_B0 ; I_TARGET_B  = "0           " U_TARGET_B  =                    0;   END;   ********************************;   *** End Scoring Code for Neural;   ********************************; What i understand is that _MAXP_ is eqaukt ot the probability of the primary event. Then the values of I_TARGET_B is set to 1 (character) and the values of U_TARGET_B is set to 1 (numeric). SOthese variables have the same values, the one is character, the other numeric. Then if the probability of promary event is lower than the probability of secondary event I_TARGET_B and U_TARGET_B take the  value of 0 (the one character, the other numeric). What is the meaning of the variables (that practically are the same)? Thnaksin advance, ANdreas ... View more

Re: Inverse Prior Weights

by Pyrite | Level 9 in SAS Data Science
‎02-25-2013 03:23 PM
‎02-25-2013 03:23 PM
Thank you very much! ... View more

Inverse Prior Weights

by Pyrite | Level 9 in SAS Data Science
‎02-22-2013 07:40 AM
‎02-22-2013 07:40 AM
Hello, Is there any SAS paper explaining the reason and benefits of the inverse prior weights (central decision rule) for oversampling purposes? Can you please send relevant linkes? Thnaks in advance, Andreas ... View more

Data Source Node in Enterprise Miner

by Pyrite | Level 9 in SAS Data Science
‎02-19-2013 07:13 AM
‎02-19-2013 07:13 AM
Hello, In the data source node in EM what is the purpose of the Lower Limit and upper Limit columns? I have tried to put a lower and upper value to a variable and i thought that only the cases with a variable value between the created interval would be used considered in subsequent nodes but this is not the case (all values are considered). Is it just for informational purposes (i.e. the user manually assigns values for the lower and upper limit and these values do not play any role in the analysis)? Thnaks in advance, Andreas ... View more

Results from the Auto Neural Node in Enterprise Miner

by Pyrite | Level 9 in SAS Data Science
‎02-09-2013 07:28 PM
‎02-09-2013 07:28 PM
Hello, I am using the AutoNeural Node. In the output window of the results i get some statistics about the iterations of theoptimization process (AIC, AVERR, MISC, VAVERR and VMISC). What is the formula for AVERR? From what i have seen it is not the same as the one for Average Squared Error (produced in the iteration plot). Thnaks in advance, Andreas ... View more

Forecast Server Scenario analysis - Use time series models to predict ...

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-29-2013 04:55 PM
‎01-29-2013 04:55 PM
Hello, I have a dependent variable and an independent variable that is continous. I am using the automatic model generation facility in Forecast Server and the software ends up with a dynamic regression model. In the scenario analysis view i can see that the software has predicted future values for the independent variable that seem to be like a linear trend or a moving average of the past values of the variable (independednt). Then the dependent variable is forecasted based on this trend or moving average of the independent variable. Is there a way that i can tell Forecast Server to use a time series model (like ARIMA or smoothing) to predict the independent variable and based on this to predict the dependent through the regression model? What i am doing until, now is first to forecast the independent variable using time series models (ARIMA or smoothing) and then add this values to the end of the data set with the dependent variabe's values as missing.Then i fit the (regression) model and i create a scenario. The forecasted values for the independent variabe are now the forecasts from the time series model (e.g. ARIMA or smoothing) and the forecasted values of the dependent variable are produced by the regression model. Thnaks in advance, Andreas ... View more

Seasonal Unit Root Tests not Produced in Forecast Server (and ETS)

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-26-2013 03:35 PM
‎01-26-2013 03:35 PM
Hello, I have a weekly time series comprising of around 350 observations (so around 7 years). The time series exhibits seasonality and the two best models selected by Forecast Server are an Additive Winters Model and an ARIMA (1,0,1) (1,1,1) 52 whcih are both seasonal. I go to project forecasting settings and in the diagnostics tab i check the perform seasonality test. When i select the series view (in both models) anf i go to the Tables drop down menu other options are active (e.g. unit root test) but the seasonal unit root tests ooption is inactive. What i want to see is the Dickey Fuller Hasza test. Why the seasonal unot root tests option is inactive? How can i see the seasonal unit root tests? (In ETS using the same data set the Dickey Fuller Hasza test (probabilities) is not produced either). Thnaks in advance, Andreas P.S. The only information that i could find concerning seasonality tests is  found as follows: When i go to the forecasing view i press the button view diagnostics nad i get a table entitled Seasonal Dummy Unit Root test summary that informs me that the seasonality is 52. There are also three cells entitled mean zeromean and trend (i guess they correspond to the three cases of the Seasonal Unit root test). In the cell entitled mean there is just a Yes value but nothing else. ... View more

Re: Forecasting in different time intervals with Forecast Server

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-22-2013 01:45 PM
‎01-22-2013 01:45 PM
Hello Snurre, Thanks for your answer. What i asked in my original post is how to move from one time frequency to another (Weekly to Daily and Weekly to Monthly). If i understood well Udo said that this cannot be done through the Forecast Server GUI, only with code (HPFTEMPRECONCILE). So i asked what would be the best way if i did not want to use code. One of the thoughts provided was through the EG prepare time series task. Thanks again, Andreas. ... View more

Re: Forecasting in different time intervals with Forecast Server

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-21-2013 02:31 PM
‎01-21-2013 02:31 PM
Hello, Thank you very much for your answers. So the reconciliations of forecasts to higher or lower time intervals are not possible using the GUI of Forecast Studio. In a project SAS cosultants can write code to do that and the client will be able to use this requirement. But let us say that a customer wants to do something on his own in a new task without using code, only point and click. What would you suggest as the best option: the one described in the question with the separate projects or maybe use the Enterprise Guide with the prepare time series task and do the recociliations to different time intervals in all the series of the hierarchy? I know that both pocedures are time consuming and legthy but since there is no Point and Click option which one of the two would you suggest (or something different not mentioned here)? Thnaks in advance, Andreas ... View more

Re: Dynamic Regression in Forecast Studio

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-21-2013 02:21 PM
‎01-21-2013 02:21 PM
Hello Udo, Thank you very much for your answer. In the attatched screenshot i have the dialogue box of TSFS for a custom model specification. When i want to fit the error term of my model as an ARMA process i use the error model dialogue box and i get the small window where i can determine the AR and MA terms of the error term. Can i do this in Forecast Studio? I have tried to create models using the ARIMA and the factor (subset) ARIMA dialogue boxes but i don't see such an option. Is there an option to model the error term as an ARMA process? Where is it? Thanks in advance, Andreas ... View more

Forecasting in different time intervals with Forecast Server

by Pyrite | Level 9 in SAS Forecasting and Econometrics
‎01-21-2013 08:39 AM
‎01-21-2013 08:39 AM
Hello, Let us say that we are using forecast server and we have created a specific hierarchy e.g. Whole Country--Region--Prefecture. The hierarchy refers to a product and the lower level of the hierarchy denotes how many units of this product are sold in a specific prefecture that belongs to a specific region of the country. Let us also say that our transactional data are accumulated to weekly data through the automatic feature of forecast server. The result of the previous example will be to have forecasts for the various levels of the hierarchy in weekly interval. Let us say that we also want ot have the forecasts in daily intervals and in monthly intervals? WHat would be the optimal way of doing that? One solution that i am thinking is to create two more projects in forecast server and when asked by the software about the accumulation of the transactional data to choose in the one projetc monthly and to the other project daily. So have three projects in total. Is this a proper way of doing this or you propose somethignn else? Thnaks in advance, Andreas ... View more
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