SAX Example 5: Multiple-Input Version - Teradata Vantage

In the multiple-input version, the mean and standard deviation statistics are applied globally with meanstats and the stdevstats tables, respectively.

Input

• input: financial_data3, as in VARMAX Example 1: No Exogenous Model

SQL Call

The statistics are created from a query on the input table finance_data3 and grouped by column id.

SELECT * FROM SAX (
  ON finance_data3 AS "input" PARTITION BY id ORDER BY id 
  ON (SELECT id, AVG (expenditure) AS expenditure,
        AVG (income) AS income,
        AVG (investment) AS investment
      FROM finance_data3 GROUP BY id
     ) AS meanstats PARTITION BY id
  ON (SELECT id, STDDEV_SAMP (expenditure) AS expenditure,
        STDDEV_SAMP (income) AS income,
        STDDEV_SAMP (investment) AS investment
      FROM finance_data3 GROUP BY id
     ) AS stdevstats PARTITION BY id
  USING
  TargetColumns ('expenditure', 'income', 'investment')
  TimeColumn ('period')
  WindowType ('global')
  OutputStats ('true')
  Accumulate ('id')
) AS dt ORDER BY id;

Output