Create A_SP_FC_REG.sql

Author: maximnl

05.test/A_SP_FC_REG.sql

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+
+/*/*/*
+
+    Name:               TEST SQL FOR A_SP_FC_REG
+    Author:             PLANSIS
+    Written:            2023-08-23
+    Purpose:            A linear (ARIMA) regression model automation. Transforms input timeserie (value1 per day) into output timeserie based on time lagged categories, day of week and regression parameters from file_source table 
+    Comments:           Timelag is organized in time categories : 0 - today, 1 - yesterday, 2 - two days ago, 3- 3 to 6 days ago, 4 - 7 - 2 weeks ago
+                        Test sql to be wrapped into EXEC of SQL string , the commented parameters are to be passed as string
+    Affected table(s):  [A_FACT_DAY]
+    Parameter(s):       @param1 - description and usage
+                        @param2 - description and usage
+    Edit History:    
+
+*/*/*/
+
+DECLARE @date_min date = '2023-01-01' -- compute date from 
+DECLARE @date_max date = '2023-12-31' -- compute date from 
+DECLARE @timelag_max int = 30 -- max of time lag to stretch @date_min
+-- file_id=417 and A = 639  -- source file filter ; B is a text filter, can be used instead of numeric A
+-- forecast_id=3 and activity_id in (664,688,697)  -- input time series parameter
+-- value1 input column name with data
+-- value1 output column name 
+-- parameters file with file_id 417; it has more parametersets tf. we need to filter on a right on using A field.
+-- C is the lag category
+-- d1 = 1 means it is monday; d1=d2=...=d6=0 means sunday
+-- L is a exp addition param = 1
+/*{  
+    "A": "ACT_ID",
+    "B": "ACT_NAME",
+    "C": "Parameterset",
+    "D": "offset",
+    "E": "lnc",
+    "F": "d1",
+    "G": "d2",
+    "H": "d3",
+    "I": "d4",
+    "J": "d5",
+    "K": "d6",
+    "L": "formula"
+}*/
+
+;
+with D as 
+(select date, sum(value1) value1 from [dbo].[A_FACT_DAY] 
+where forecast_id=3 and activity_id in (664,688,697)  -- input time series parameter 
+and date between dateadd(day,-@timelag_max,@date_min) and @date_max
+group by date
+)
+, T as (
+select date 
+, case when day_week=1 then 1 else 0 end d1
+, case when day_week=2 then 1 else 0 end d2
+, case when day_week=3 then 1 else 0 end d3
+, case when day_week=4 then 1 else 0 end d4
+, case when day_week=5 then 1 else 0 end d5
+, case when day_week=6 then 1 else 0 end d6
+from [dbo].[A_TIME_DATE]  
+where date between @date_min and @date_max
+),
+
+D_CAT as (
+ select date
+, 0 as cat
+, isnull(value1,0) val 
+ from D 
+ union all 
+ select date
+, 1 as cat
+, sum(isnull(value1,0)) OVER(ORDER BY D.Date 
+  ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING )  as val
+from D
+union all 
+select date
+, 2 as cat
+, sum(isnull(value1,0)) OVER(ORDER BY D.Date 
+  ROWS BETWEEN 2 PRECEDING AND 2 PRECEDING )  as val
+from D
+union all 
+select date
+, 3 as cat
+, sum(isnull(value1,0)) OVER(ORDER BY D.Date 
+  ROWS BETWEEN 6 PRECEDING AND 3 PRECEDING )  as val
+from D
+union all 
+select date
+, 4 as cat
+, sum(isnull(value1,0)) OVER(ORDER BY D.Date 
+  ROWS BETWEEN 13 PRECEDING AND 7 PRECEDING ) as val
+  from D 
+)
+
+, P as (
+select try_convert (smallint,right(C,1))  cat 
+, try_convert(int,A) activity_id
+, try_convert(real,D) offset 
+, try_convert(real,E) inc 
+, try_convert(real,F) d1 
+, try_convert(real,G) d2 
+, try_convert(real,H) d3 
+, try_convert(real,I) d4 
+, try_convert(real,J) d5 
+, try_convert(real,K) d6
+, try_convert(real,L) f      
+from [dbo].[A_SOURCE_FILE] 
+where file_id=417 and A = 639  -- source file filter  
+)
+, D_LOG as (
+ select date,D_CAT.cat,LOG(val+P.f) val_log, val
+ from D_CAT inner join P on D_CAT.cat=P.cat
+)
+
+select T.date
+, sum(EXP(P.offset + D_LOG.val_log*P.inc + T.d1*P.d1+T.d2*P.d2+ T.d3*P.d3+T.d4*P.d4+T.d5*P.d5+T.d6*P.d6)-P.f) value1
+from D_LOG inner join T on D_LOG.date=T.date
+inner join P on D_LOG.cat=P.cat
+group by T.date
+
+
+
+--select * from D_CAT where date='2023-08-01';
+-- select * from [dbo].[A_SOURCE_FILE] where file_id=417
+