Time Series Prediction DMX Tutorial

In this tutorial, you will use the Data Mining Extensions (DMX) query language to create a time series mining structure. You will create three custom time series mining models, and make predictions by using those models.

The mining models are based on the data contained in the AdventureWorksDW2008 sample database, which stores data for the fictitious company Adventure Works Cycles. Adventure Works Cycles is a large, multinational manufacturing company.

Tutorial Scenario

Adventure Works Cycles has decided to use data mining to generate sales projections. They have already built some regional forecasting models; for more information, see Lesson 2: Building a Forecasting Scenario (Intermediate Data Mining Tutorial). However, the Sales Department needs to be able to periodically update the data mining model with new sales data. They also want to customize the models to provide different projections.

Microsoft SQL Server Analysis Services provides several tools that can be used to accomplish this task:

  • The Data Mining Extensions (DMX) query language

  • The Microsoft Time Series Algorithm

  • Query Editor in SQL Server Management Studio

The Microsoft Time Series algorithm creates models that can be used for prediction of time-related data. Data Mining Extensions (DMX) is a query language provided by Analysis Services that you can use to create mining models and prediction queries.

What You Will Learn

This tutorial assumes that you are already familiar with the objects that Analysis Services uses to create mining models. If you have not previously created a mining structure or mining model by using DMX, see Bike Buyer DMX Tutorial.

This tutorial is divided into the following lessons:


Before doing this tutorial, make sure that the following are installed:

  • Microsoft SQL Server 2008 

  • Microsoft SQL Server Analysis Services 

  • The AdventureWorks database, which is included with SQL Server 

By default, the sample databases are not installed, to enhance security. To install the official sample databases for Microsoft SQL Server, go to http://www.CodePlex.com/MSFTDBProdSamples or on the Microsoft SQL Server Samples and Community Projects home page in the section Microsoft SQL Server Product Samples. Click Databases, then click the Releases tab and select the databases that you want.


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