SUPPORT / SAMPLES & SAS NOTES
Problem Note 66989: An ESMBEST model is chosen in SAS® Visual Forecasting when another model would perform better
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In SAS Visual Forecasting, an ESMBEST model might be chosen as the champion model for one or more series of data, even though another model might perform better. The following modeling strategies are impacted by this issue:
- Auto-forecasting
- Hierarchical Forecasting
- Hierarchical Forecasting (pluggable)
- Multistage Model
- Naive Model
- Time Series Regression
- Seasonal Model
- Temporal Aggregation Model
The problem might occur when series that contain only zero values are processed.
Click the Hot Fix tab in this note for a link to instructions about accessing and applying the software update.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Visual Forecasting | Linux for x64 | 8.4 | 2020.1 | Viya | Viya |