SAP ABAP Data Element UPF_Y_SIGMA_FACTOR (Sigma Factor for Outlier Correction)
Hierarchy
SAP_BW (Software Component) SAP Business Warehouse
   BW-PLA-BPS (Application Component) Business Planning and Simulation
     UPF (Package) SEM-BPS: Planning Functions
Basic Data
Data Element UPF_Y_SIGMA_FACTOR
Short Description Sigma Factor for Outlier Correction  
Data Type
Category of Dictionary Type     Direct Type Entry
Type of Object Referenced     No Information
Domain / Name of Reference Type      
Data Type DEC   Counter or amount field with comma and sign 
Length 4    
Decimal Places 3    
Output Length 5    
Value Table      
Further Characteristics
Search Help: Name    
Search Help: Parameters    
Parameter ID   
Default Component name    
Change document    
No Input History    
Basic direction is set to LTR    
No BIDI Filtering    
Field Label
  Length  Field Label  
Short 10 Sigma Fact 
Medium 20 Sigma Factor 
Long 30 Sigma Factor 
Heading 30 Sigma Factor 
Documentation

Definition

The sigma factor is a setting for outlier correction. It defines the outlier in historic values. The greater the sigma factor, the more tolerance the system shows anomalous values. The system will identify less outliers.

Outliers are defined in the following way: Forecasting methods calculate forecast values for a period of time in the past. These values are then compared with the historic values. The standard deviation of the differences is multiplied with the sigma factor, producing the limiting value delta for the deviation. If a historic value deviates from the forecast value by more than delta, it is treated as an outlier.

Use

The system proposes the value 2 for the sigma factor. Increase this value if outlier correction is replacing historic values that you think should be taken into account in the forecast.

Dependencies

Example

History
Last changed by/on SAP  20130604 
SAP Release Created in 350