teradata-autoarima

name	Teradata AutoARIMA
description	Automated ARIMA model selection and forecasting

Teradata AutoARIMA

Property	Value
Skill Name	Teradata AutoARIMA
Description	Automated ARIMA order selection and parameter estimation
Category	Time Series Forecasting
Primary Function	TD_AUTOARIMA
Framework	UAF (Unbounded Array Framework)
Minimum Version	Teradata 20.00

Core Capabilities

• Automatic selection of optimal (p,d,q) orders
• Seasonal ARIMA support with automatic period detection
• Stepwise or exhaustive search algorithms
• Chains to TD_ARIMAVALIDATE and TD_ARIMAFORECAST via ART_SPEC
• Fit metrics (AIC, BIC) for model comparison

Key Parameters

• MAX_PQ_NONSEASONAL(p,q): Maximum non-seasonal AR and MA orders to search
• STATIONARY(0|1): Whether to assume stationarity (skip differencing)
• STEPWISE(0|1): 0=exhaustive search, 1=stepwise (faster)
• SEASONAL(PERIOD(n)): Optional seasonal period
• ALGORITHM(MLE): Estimation algorithm
• FIT_PERCENTAGE(n): Percentage of data for fitting (0-100)
• FIT_METRICS(0|1): Return AIC/BIC metrics
• COEFF_STATS(0|1): Return coefficient statistics
• RESIDUALS(0|1): Return model residuals
• ARMA_ROOTS(0|1): Return AR/MA characteristic roots

Example Usage

EXECUTE FUNCTION INTO VOLATILE ART(autoarima_results)
TD_AUTOARIMA(
    SERIES_SPEC(
        TABLE_NAME(your_database.your_table),
        ROW_AXIS(TIMECODE(time_column)),
        SERIES_ID(series_id_col),
        PAYLOAD(FIELDS(value_col), CONTENT(REAL))
    ),
    FUNC_PARAMS(
        MAX_PQ_NONSEASONAL(3,3),
        STATIONARY(0),
        STEPWISE(0),
        RESIDUALS(1),
        ARMA_ROOTS(1)
    )
);

SELECT * FROM autoarima_results ORDER BY ROW_I, COL_I;

Use Cases

1. Automated time series forecasting without manual order selection
2. Batch forecasting across many series with varying characteristics
3. Model comparison and selection
4. Seasonal and non-seasonal time series analysis
5. Production forecasting pipelines

Scripts Included

Core UAF Scripts

• uaf_data_preparation.sql: Time series data validation and preparation
• td_autoarima_workflow.sql: Complete TD_AUTOARIMA implementation
• td_autoarima_workflow_template.sql: Parameterized workflow template
• uaf_pipeline_template.sql: Full pipeline with ARIMAVALIDATE and ARIMAFORECAST chaining
• uaf_table_analysis.sql: Time series structure analysis

Utility Scripts

• parameter_optimization.sql: Search space configuration
• result_interpretation.sql: Model selection results analysis
• performance_monitoring.sql: UAF execution monitoring

Teradata AutoARIMA - ClearScape Analytics UAF skill for Teradata Vantage 20.x