Problem Note 43981: Intermittent forecasts observed in SAS® High-Performance Markdown Optimization
In SAS® High-Performance Markdown Optimization, you might observe intermittent forecasts when FCST_BEST_LIST is set to MA. Currently, when FCST_BEST_LIST is set to MA, the MA model is incorrectly implemented. The ARIMA models incorrectly use past errors (residuals) to generate forecasts, which can result in negative forecasts. The negative forecasts are replaced with a zero in the post-forecast process. The ARIMA models should use the moving averages of the past n weeks of normalized sales.
There is no work-around for this issue.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS High-Performance Markdown Optimization | Linux for x64 | 4.3_M1 | 4.3_M2 | 9.2 TS2M3 | 9.2 TS2M3 |
*
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.
The Moving Average algorithm that is used in generating base forecasts is not correct. This algorithm can at times generate negative forecasts which are replaced with a zero in the post-forecast process.
| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2011-09-19 09:11:55 |
| Date Created: | 2011-08-12 08:18:00 |
