TD_SIGNIF_PERIODICITIES Input - Teradata Vantage

Database Unbounded Array Framework Time Series Functions

Deployment
VantageCloud
VantageCore
Edition
Enterprise
IntelliFlex
VMware
Product
Teradata Vantage
Release Number
17.20
Published
June 2022
Language
English (United States)
Last Update
2024-10-04
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The TD_SIGNIF_PERIODICITIES function takes a single input source containing residual series instances. The input source is referenced using a SERIES_SPEC or using an ART_SPEC. When using an ART_SPEC, it must reference an ART generated by the TD_ARIMAVALIDATE function that includes a ARTFITRESIDUALS layer.

To determine the periodicities to pass in, you perform spectral analysis against the in-sample residuals from the TD_ARIMAVALIDATE function. The spectral analysis can be the line spectrum from TD_LINE_SPECTRUM, the power spectrum from TD_POWER_SPECTRUM or both. You then generate the list of periodicities by plotting and identifying the peaks from the plots or issue a SQL SELECT TOP N query to find the peaks.