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| |
| # Machine Learning |
| |
| ## AR |
| |
| ### Usage |
| |
| This function is used to learn the coefficients of the autoregressive models for a time series. |
| |
| **Name:** AR |
| |
| **Input Series:** Only support a single input numeric series. The type is INT32 / INT64 / FLOAT / DOUBLE. |
| |
| **Parameters:** |
| |
| - `p`: The order of the autoregressive model. Its default value is 1. |
| |
| **Output Series:** Output a single series. The type is DOUBLE. The first line corresponds to the first order coefficient, and so on. |
| |
| **Note:** |
| |
| - Parameter `p` should be a positive integer. |
| - Most points in the series should be sampled at a constant time interval. |
| - Linear interpolation is applied for the missing points in the series. |
| |
| ### Examples |
| |
| #### Assigning Model Order |
| |
| Input Series: |
| |
| ``` |
| +-----------------------------+---------------+ |
| | Time|root.test.d0.s0| |
| +-----------------------------+---------------+ |
| |2020-01-01T00:00:01.000+08:00| -4.0| |
| |2020-01-01T00:00:02.000+08:00| -3.0| |
| |2020-01-01T00:00:03.000+08:00| -2.0| |
| |2020-01-01T00:00:04.000+08:00| -1.0| |
| |2020-01-01T00:00:05.000+08:00| 0.0| |
| |2020-01-01T00:00:06.000+08:00| 1.0| |
| |2020-01-01T00:00:07.000+08:00| 2.0| |
| |2020-01-01T00:00:08.000+08:00| 3.0| |
| |2020-01-01T00:00:09.000+08:00| 4.0| |
| +-----------------------------+---------------+ |
| ``` |
| |
| SQL for query: |
| |
| ```sql |
| select ar(s0,"p"="2") from root.test.d0 |
| ``` |
| |
| Output Series: |
| |
| ``` |
| +-----------------------------+---------------------------+ |
| | Time|ar(root.test.d0.s0,"p"="2")| |
| +-----------------------------+---------------------------+ |
| |1970-01-01T08:00:00.001+08:00| 0.9429| |
| |1970-01-01T08:00:00.002+08:00| -0.2571| |
| +-----------------------------+---------------------------+ |
| ``` |
| |
