Description
The RtChangePointDetection function detects change points in a
stochastic process or time series, using real-time change-point
detection, implemented with these algorithms:
Search algorithm: sliding window
Segmentation algorithm: normal distribution
Usage
td_changepoint_detection_rt_mle ( data = NULL, data.partition.column = NULL, data.order.column = NULL, value.column = NULL, accumulate = NULL, segmentation.method = "normal_distribution", window.size = 10, threshold = 10, output.option = "CHANGEPOINT", data.sequence.column = NULL )
Arguments
data |
Required Argument. |
data.partition.column |
Required Argument. |
data.order.column |
Required Argument. |
value.column |
Required Argument. |
accumulate |
Required Argument. |
segmentation.method |
Optional Argument. |
window.size |
Optional Argument. |
threshold |
Optional Argument. |
output.option |
Optional Argument. |
data.sequence.column |
Optional Argument. |
Value
Function returns an object of class "td_changepoint_detection_rt_mle"
which is a named list containing Teradata tbl object.
Named list member can be referenced directly with the "$" operator
using name: result.
Examples
# Get the current context/connection con <- td_get_context()$connection # Load example data. loadExampleData("changepointdetectionrt_example", "cpt") # Create remote tibble objects. cpt <- tbl(con, "cpt") # Example 1 - ChangePointThreshold 10, Window Size 3, Default Output. td_changepoint_detection_rt_out1 <- td_changepoint_detection_rt_mle(data = cpt , data.partition.column = c("sid"), data.order.column = c("id"), value.column = "val", accumulate = c("sid","id"), window.size = 3, threshold = 10 ) # Example 2 - ChangePointThreshold 20, Window Size 3, VERBOSE Output. td_changepoint_detection_rt_out2 <- td_changepoint_detection_rt_mle(data = cpt, data.partition.column = c("sid"), data.order.column = c("id"), value.column = "val", accumulate = c("sid","id"), window.size = 3, threshold = 20, output.option = "verbose" )