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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| | |
| +-----------------------------+---------------------------+ | |
| ``` | |