Forecasting with the Microsoft Time Series Data Mining Algorithm

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Imagine taking historical stock market data and using data science to more accurately predict future stock values. This is precisely the aim of the Microsoft Time Series data mining algorithm. Of course, your objective doesn't need to be personal profit to attend this session! Microsoft SQL Server Analysis Services includes the Microsoft Time Series algorithm to provide an approach to intuitive and accurate time series forecasting. The algorithm can be used in scenarios where you have an historic series of data, and where you need to predict a future series of values that is based on more than just your gut instinct. This session describes how to prepare data, create and query time series data mining models, and interpret query results. Various demonstration data mining models are created by using Visual Studio, and in self-service scenarios, by using the data mining add-ins available in Microsoft Excel.



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The Discussion

  • User profile image
    Ahmed Mahmoud

    Thank you Peter,
    i found Forecasting with Microsoft Time series algorithm very informative, eye opener and well presented

    I just wonder if it possible to download the sql clr function that you show us in the presentation
    best regard

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