TD_RandomProjectionTransform Input Table
Each of the input data points in the following input table consists of 963 columns and a unique identifier of the data point:
company_id date_2010_01_04 date_2010_01_05 .... date_2013_10_28 date_2013_10_29 1 0.58 -0.220005 0.840019 -19.589981 2 -0.640002 -0.65 -0.400002 0.66 3 -2.350006 1.260009 .... -1.760009 3.740021 4 0.109997 0 0.040001 0.540001 5 0.459999 1.77 .... 1.130005 0.309998 6 0.45 0.460001 -0.06 -0.11 7 0.18 0.220001 .... 0.330002 1.150001 8 0.73 0.369999 0.090001 -0.110001 9 0.899997 0.700001 .... -0.220001 0.159996 10 0.36 0.909996 1.070003 1.050003
FITTable (Generated from TD_RandomProjectionFit)
td_rpj_feature_353_0 date_2010_01_04 date_2010_01_05 .... date_2013_10_28 date_2013_10_29 0 -0.068021509 -0.021542237 .... 0.031534748 -0.021109446 1 0.076606803 0.033381927 .... 0.047328448 0.039908753 2 -0.100981365 0.026625478 .... -0.035816093 -0.009469693 .... .... .... .... .... .... .... .... .... .... .... .... 351 0.039755885 -0.040469189 .... 0.046338113 0.018347439 352 0.040278453 0.072748211 .... -0.04456492 -0.031728421
TD_RandomProjectionTransform SQL Call
SELECT * FROM TD_RandomProjectionTransform( ON stock_movement as InputTable ON rand_proj_fit_tbl_ex as FitTable DIMENSION USING Accumulate('company_id') ) as dt ORDER BY 1,2;
TD_RandomProjectionTransform Output Table
company_id td_rpj_feature_0 td_rpj_feature_1 .... td_rpj_feature_351 td_rpj_feature_352 1 5.545038445 -18.76927716 -4.260967918 1.729951186 2 0.38584145 -1.436265087 .... -0.666327415 -0.820435756 3 -2.173481389 -1.528033248 2.975176363 -4.719261735 4 -0.193832387 -1.093648166 .... 0.07893702 0.923864022 5 -1.542301006 -1.794068037 -0.795435421 0.797221691 6 -0.344011761 -0.344862717 .... 0.13398249 0.088007141 7 0.899506286 -1.592144274 -1.225987822 0.192506954 8 0.446963102 -0.736407073 .... 0.133092795 0.192294245 9 -3.02747734 -3.933652254 -0.086266401 -2.545520414 10 1.937290638 0.498908831 .... -0.393961865 -0.88549645