Overview

A time series is a sequence of time points, measured at successive times and normally spaced at uniform intervals. Time series forecasting uses a model to forecast future data points based on past data points. Time series analysis identifies the underlying context of the data points, and trends in the data, using techniques such as predictive modelling, autoregressive modelling, and smoothing short-term fluctuations.

Sybase® IQ includes SQL functions for time series forecasting and analysis. These functions in turn declare user-defined functions (UDFs) that execute within the IMSL™ C Stat and C Math external libraries.

The time series forecasting and analysis functions include both OLAP-style aggregates and supporting scalar functions.

• Licensing Prerequisites
  Time series and forecasting capability is available only with RAP – The Trading Edition Enterprise. All required licenses are included with RAP – The Trading Edition Enterprise.
• IMSL Libraries for Time Series Forecasting and Analysis Functions
  All time series and forecasting functions except TS-VWAP call two third-party external libraries. The IMSL™ C Stat and C Math libraries, provided by Visual Numerics Inc., contain C functions used for financial time series forecasting and analysis calculations.