Resources

Modeling Long Seasonal Patterns

/*--------------------------------------------------------------

                    SAS Sample Library

        Name: ucmex03.sas
 Description: Example program from SAS/ETS User's Guide,
              The UCM Procedure
       Title: Modeling Long Seasonal Patterns
     Product: SAS/ETS Software
        Keys: equally spaced univariate time series data
        PROC: UCM
       Notes:

--------------------------------------------------------------*/

data callCenter;
   input calls @@;
   label calls= "Number of Calls Received in a 6 Hour Shift";
   start = '15dec99:00:00'dt;
   datetime = INTNX( 'dthour6', start, _n_-1 );
   format datetime datetime10.;
datalines;
  18    122    244    128     19    113    230    119     17    112
 219     93     14     73    139     53     11     32     74     56
  15    137    289    153     20    125    227    106     16    101
 201     92     14     94    187     69     11     59     94     21
   4      7     13     11      4     17     45     39     10    118
 291    147     19    130    246    109     15    112    217     93
  15    103    202     77     13     73    129     24      4     14
  42     29      8     22     66     64     14    141    320    173
  21    132    260    124     17    104    218    108     16     97
 198     99     14     91    193     75     10     60    124     50
   9     27     72     60     14    125    306    177     20    125
 261    141     17    111    226    121     15     98    218    120
  16    106    222     93     12     66    140     54     10     28
  70     51     12    104    196     91     14    107    288    196
  21    132    255    131     16    102    229    119     15    102
 213     84     12     65    131     51     10     29     76     58
  13    121    284    166     19    118    234    116     15    102
 218    112     15     95    204    109     14     98    202     86
  11     66    135     55     10     29     77     46     14    125
 306    180     21    133    269    148     18    123    236    121
  16    106    211    108     15    103    200     79     11     66
 120     49      9     29     72     58     14    126    260    139
  16    113    219    120     15    105    210    115     15    104
 218    123     15    107    212     89     12     70    135     56
  10     30     77     58     14    125    305    177     19    138
 262    138     17    116    229    124     17    108    221    120
  15    107    223     88     11     68    131     54     10     31
  71     53     12    112    189     90     13    113    268    173
  19    124    217    113     15     99    204    107     13    100
 196     85     11     66    121     51      9     30     72     59
  13    125    270    153     17    121    219    120     17    113
 218    119     16    112    216    116     16    112    201     78
  10     69    106     45      9     30     66     57     13    129
 236    123     15    107    191    101     14    101    202    112
  14    103    206    119     15    108    203     85     11     70
 126     53      9     33     73     55     12    138    295    177
  18    136    245    136     17    124    221    116     14    107
 206    112     15    104    203     80     11     71    126     53
   9     32     72     57     12    137    293    168     17    122
 229    122     14    108    201    108     13     98    186    103
  14     98    176     73     10     65    111     47      8     32
  63     47     11    122    264    154     16    119    212    116
  14    106    196    106     13    101    190    105     14    107
 192     80     11     72    114     49      8     23     72     64
  17    123    283    164     23    110    215    117     17     94
 183     96     16     86    167     89     14     85    172     73
  11     56    110     50     10     28     71     58     14    126
 279    173     20    116    233    133     17    106    207    114
  16     97    202    118     16    104    208     97     13     66
 129     59     11     31     70     61     16    139    311    181
  20    126    238    131     16    108    210    112     15    102
 209    107     14    103    197     78     10     54    110     48
  10     17     38     41     12    136    295    172     20    127
 236    125     16    108    207    112     15     98    200    113
  15    104    205     89     12     68    116     54     10     30
  66     61
  ;

ods output PostSamplePrediction = Post1 (
rename = (predict=Forecast  time=datetime) drop=_group_ SSE);
proc ucm data=callCenter;
   id datetime interval=dthour6;
   model calls;
   irregular;
   level;
   season length=28 type=trig
      print=(harmonics);
   estimate back=28;
   forecast back=28 lead=28;
run;

proc print data=post1 noobs;
   format _numeric_  8.3;
   format datetime datetime10.;
   format obs actual 8.0;
run;

ods output PostSamplePrediction = Post2 (where=(Obs = 552)
rename = (predict=Forecast  time=datetime) drop=_group_ SSE);
proc ucm data=callCenter;
   id datetime interval=dthour6;
   model calls;
   irregular;
   level;
   season length=28 type=trig droph=12 13 14;
   estimate back=28;
   forecast back=28 lead=28;
run;

proc print data=post2 noobs;
   format _numeric_  8.3;
   format datetime datetime10.;
   format obs actual 8.0;
run;

ods output PostSamplePrediction = Post3 (where=(Obs = 552)
rename = (predict=Forecast  time=datetime) drop=_group_ SSE);
proc ucm data=callCenter;
   id datetime interval=dthour6;
   model calls;
   irregular;
   level;
   splineseason length=28
      knots=3 5 7 9 11 13 15 17 19 21 23 25 27
      degree=3;
   estimate back=28;
   forecast back=28 lead=28;
run;

proc print data=post3 noobs;
   format _numeric_  8.3;
   format datetime datetime10.;
   format obs actual 8.0;
run;

ods output PostSamplePrediction = Post4 (where=(Obs = 552)
rename = (predict=Forecast  time=datetime) drop=_group_ SSE);
proc ucm data=callCenter;
   id datetime interval=dthour6;
   model calls;
   irregular;
   level;
   season length=4 type=trig;
   blockseason nblocks=7 blocksize=4
      type=trig;
   estimate back=28;
   forecast back=28 lead=28;
   nloptions tech=dbldog;
run;

proc print data=post4 noobs;
   format _numeric_  8.3;
   format datetime datetime10.;
   format obs actual 8.0;
run;