Time Series

Overview

Forecast and analyze time series data.

Time Series Forecasting

Predict future values:

-- ARIMA forecasting
SELECT arima_forecast(
    'time_series_table',
    'value_column',
    'timestamp_column',
    10  -- forecast horizon
);

Moving Average

Calculate moving averages:

-- Simple moving average
SELECT timestamp,
       value,
       moving_average(value, 7) OVER (ORDER BY timestamp) AS ma_7
FROM time_series;

Exponential Smoothing

-- Exponential smoothing forecast
SELECT exponential_smoothing_forecast(
    'time_series_table',
    'value',
    'timestamp',
    10,
    0.3  -- alpha (smoothing factor)
);

Trend Detection

-- Detect trends
SELECT detect_trend(
    'time_series_table',
    'value',
    'timestamp'
) AS trend_direction;  -- 'up', 'down', 'stable'

Learn More

For detailed documentation on time series analysis, forecasting models, seasonality detection, and anomaly detection in time series, visit: Time Series Documentation

Related Topics

• Outlier Detection - Detect anomalies in time series
• Drift Detection - Detect distribution changes