Teradata AutoARIMA

Teradata AutoARIMA

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