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.

The wrapper library libtsudf contains user-defined functions (UDFs) that invoke functions contained in the IMSL C Stat and C Math libraries.

The time series and forecasting SQL functions automatically call the libtsudf wrapper library. Sybase IQ loads the IMSL C Stat and C Math libraries when you call a valid user-defined aggregate function for time series and forecasting analysis. Detailed reference information for the IMSL C Stat and C Math libraries is available in IMSL C Numerical Library User’s Guide: Volume 2 of 2 C Stat Library.

The names and locations of the IMSL C Stat and C Math libraries vary, depending on the platform on which Sybase IQ is installed:

IMSL Library Locations and File Names
	Windows 64-bit	UNIX (except AIX)	AIX
Directory where libraries are located	bin64	lib64	lib64
Library file name	imslcmath_imsl_dll.dll imslcstat_imsl_dll.dll	libimslcmath_imsl.so libimslcstat_imsl.so	libimslcmath_imsl_r.so libimslcstat_imsl_r.so

Controlling IMSL Library Error Handling and Logging
You can control the error handling and error logging behavior for the time series functions that call the IMSL libraries. If a runtime error occurs when invoking IMSL library functions, Sybase IQ responds according to your error-handling choice, and logs the error according to your error logging choice.
Error Handling Values
This table lists Time_Series_Error_Level values.
Error Logging Values
This table lists Time_Series_Log_Level values.
Looking Up IMSL Error Codes
IMSL error codes are associated with error messages in the imslerr.dat file. Use imslerr.dat to obtain an error code description if Sybase IQ returns an IMSL error code.

Parent topic: Overview