Problem Note 36217: Forecasts fail for time series with only one nonmissing observation
If a series has only a single non-missing observation in the historical data range, then Forecast Studio indicates that the forecasts fail and all of the forecasts are set to missing for that series. If this series is part of a hierarchy and reconciliations are requested for the hierarchy, then the missing forecasts could result in missing values for other levels of the hierarchy.
This behavior occurs only if hotfix 21FOS01 for Forecast Server 2.1 and hotfix E9HP04 for SAS High-Performance Forecasting have been applied. If these hotfixes are not applied to the system, then the single known value for the series is used as the forecast.
To circumvent the problem, ensure that the data set being analyzed by Forecast Server has at least two non-missing values for each time series.
Operating System and Release Information
| SAS System | SAS Forecast Server | Microsoft® Windows® for 64-Bit Itanium-based Systems | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows XP 64-bit Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Advanced Server | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Datacenter Server | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Server | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows 2000 Professional | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows NT Workstation | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Datacenter Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Enterprise Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows Server 2003 Standard Edition | 2.1 | | 9.1 TS1M3 SP4 | |
| Microsoft Windows XP Professional | 2.1 | | 9.1 TS1M3 SP4 | |
| Windows Vista | 2.1 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled AIX | 2.1 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled HP-UX | 2.1 | | 9.1 TS1M3 SP4 | |
| 64-bit Enabled Solaris | 2.1 | | 9.1 TS1M3 SP4 | |
| HP-UX IPF | 2.1 | | 9.1 TS1M3 SP4 | |
| Linux | 2.1 | | 9.1 TS1M3 SP4 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
Forecasts fail for time series with only one nonmissing observation after applying hot fixes 21FOS01 and E9HP04
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Econometrics
Analytics ==> Forecasting
Analytics ==> Time Series Analysis
SAS Reference ==> Procedures ==> HPFENGINE
|
| Date Modified: | 2009-06-16 14:57:37 |
| Date Created: | 2009-06-12 16:01:15 |
