Forecasting with Linear Regression

Abstract

Some years ago a data analyst was working on forecasting how much each of the companys products would sell in the next 12 months, using an Excel spreadsheet to implement one specific version of a time series forecasting model with seasonal adjustment and exponential smoothing. Using a spreadsheet worked nicely for a single product but not for doing sales forecasting of a hundred thousand products. This chapter implements the same time series model in SQL for efficient mass forecasting.