Problem with Triple Exponential Smoothing in HANA

Question

Dear All,
I have a problem with one of PAL procedures!
Currently, I am using FORECASTSMOOTHING with Triple Exponential Smoothing from SAP HANA Predictive Analysis Library (PAL). I am working with hourly data and I am testing this procedure only on 6445 records.
I have a problem with cycle parameter that I can't overcome...
When the cycle parameter is setted to 24 (hourly data) I can use only 4267 records from my input table. Even one record more generates error: “Could not execute 'CALL _SYS_AFL.PAL_TSF_TMH(TMH.INPUT_DATA_TS_F, "#PAL_CONTROL_TBL_TS", TMH.PAL_OUT_TS_F, ...' in 383 ms 461 µs . SAP DBTech JDBC: [2048]: column store error: search table error:  [2620] _SYS_AFL.AFLPAL:FORECASTSMOOTHING: [135] (range 2) AFLFunctionFatal exception: PAL error[73001502]:Ahead exception throw out, Check trace for details”.
But when I change cycle to 5 or less I can use as many records as I want. Have you ever had such problem? I hope you could help.
Regards,
Wiola

Answer 1

Hi Arvind,
in my PAL code i don't let HANA to presume the time interval, like you said I just sorted rows in my table and I defined cycle (24).
Strange is that my code perfectly works with less than 4267  rows.
Maybe there is some problem with alpha, beta and gamma parameters optimization with more data... but I don't know how to manage it.
This problem only occurs when I try to use Forecast Smoothing with large amount of data, in other algorithms like Double Exponential Smoothing or Triple Exponential Smoothing everything works well. Major difference between this algorithms is alpha, beta and gamma parameters optimization. Only in Forecast Smoothing they are optimized.
Kind regards,
Wiola