Time series using Oracle Data Mining? Is there any equivalent of ARIMA in ODM?

921056

Hi,

I have been following the data mining book from Oracle Press. I have applied regression models for predicting continuous variables.

My use case is about predicting share market prices based on historical data.

I see there are R packages to do that. Some widely used popular methods are ARIMA (Autoregressive integrated moving average) .

Is there any such offering out-of-the-box in ODM?

Any pointers/ whitepapers, or do we use regression component?

thanks,

Sayantan

Mark Kelly-Oracle

Hi Sayantan,

  ODM does not have a time series implementation that is specifically part of the SQL in db algorithms.

  But OAA (Oracle Advanced Analtyics, which ODM is a part of) does have an Oracle time series implementation that may be of use to you:

See ore.esm Model, documented with examples in here: https://docs.oracle.com/cd/E57012_01/doc.141/e56973/procs.htm#BEIEGCDG

We also have Data Preparation for Time Series abilities, listed here: https://docs.oracle.com/cd/E57012_01/doc.141/e56973/procs.htm#BEIJHHCG

You may also be interested in Marcos Campos's blog on time series using current ODM/DB features: Oracle Data Mining and Analytics: Time Series Revisited

Hope this is helpful.

Thx, Mark

Mark Kelly-Oracle

Hi Sayantan,

  ODM does not have a time series implementation that is specifically part of the SQL in db algorithms.

  But OAA (Oracle Advanced Analtyics, which ODM is a part of) does have an Oracle time series implementation that may be of use to you:

See ore.esm Model, documented with examples in here: https://docs.oracle.com/cd/E57012_01/doc.141/e56973/procs.htm#BEIEGCDG

We also have Data Preparation for Time Series abilities, listed here: https://docs.oracle.com/cd/E57012_01/doc.141/e56973/procs.htm#BEIJHHCG

You may also be interested in Marcos Campos's blog on time series using current ODM/DB features: Oracle Data Mining and Analytics: Time Series Revisited

Hope this is helpful.

Thx, Mark