DWT
Description
The DWT function implements Mallat's algorithm (an iterate algorithm
in the Discrete Wavelet Transform field) and applies wavelet
transform on multiple sequences simultaneously.
Usage
td_dwt_mle (
data = NULL,
input.columns = NULL,
sort.column = NULL,
wavelet = NULL,
wavelet.filter = NULL,
level = NULL,
extension.mode = "sym",
partition.columns = NULL,
data.sequence.column = NULL,
wavelet.filter.sequence.column = NULL
)
Arguments
data |
Required Argument.
Specifies the name of the tbl_teradata contains the
sequences to be transformed.
|
input.columns |
Required Argument.
Specifies the names of the columns in the input tbl_teradata
contains the data to be transformed. These columns must contain
numeric values between -1e308 and 1e308. The function treats NULL as
0.
Types: character OR vector of Strings (character)
|
sort.column |
Required Argument.
Specifies the name of the column that defines the order of samples in
the sequences to be transformed. In a time series sequence, the
column can consist of timestamp values.
Note: If "sort.column" has duplicate elements in a sequence
(i.e, in a partition), then sequence order can vary, and the function
can produce different transform results for the sequence.
Types: character
|
wavelet |
Optional Argument.
Required if "wavelet.filter" argument is not specified.
Specifies a wavelet filter name. Refer table below to find
wavelet family and its supported wavelet names.
Daubechies : 'db1' or 'haar', 'db2', .... ,'db10'
Coiflets : 'coif1', ... , 'coif5'
Symlets : 'sym1', ... ,' sym10'
Discrete Meyer: 'dmey'
Biorthogonal : 'bior1.1', 'bior1.3', 'bior1.5', 'bior2.2', 'bior2.4', 'bior2.6',
'bior2.8', 'bior3.1', 'bior3.3', 'bior3.5', 'bior3.7', 'bior3.9',
'bior4.4', 'bior5.5'
Reverse Biorthogonal: 'rbio1.1', 'rbio1.3', 'rbio1.5' 'rbio2.2', 'rbio2.4',
'rbio2.6', 'rbio2.8', 'rbio3.1', 'rbio3.3', 'rbio3.5',
'rbio3.7','rbio3.9', 'rbio4.4', 'rbio5.5'
Types: character
|
wavelet.filter |
Optional Argument.
Required if "wavelet" argument is not specified.
Specifies the name of the tbl_teradata object that contains the coefficients.
of the wave filters.
|
level |
Required Argument.
Specifies the wavelet transform level. The value of this argument must be an
integer in the range [1, 1000].
Types: integer
|
extension.mode |
Optional Argument.
Specifies the method for handling border distortion. The value level must be an integer
in the range [1, 1000].
Supported Extension Modes are :
sym : (Default) Symmetrically replicate boundary values, mirroring the points
near the boundaries.
For example : 4 4 3 2 1 | 1 2 3 4 | 4 3 21 1
zpd : Zero-pad boundary values with zero.
For example: 0 0 0 0 0 | 12 3 4 | 0 0 0 0 0
ppd : Periodic extension, fill boundary values as the input
sequence is a periodic one.
For example: 4 1 2 3 4 | 12 3 4 | 12 3 4 1
Types: character
|
partition.columns |
Optional Argument.
Specifies the names of the "partition.columns", which identify the
sequences. Rows with the same "partition.columns" values belong to the
same sequence. If you specify multiple "partition.columns", then the
function treats the first one as the distribute key of the output and
meta tbl_teradata. By default, all rows belong to one sequence, and the
function generates a distribute key column named "dwt_idrandom_name" in
both the output tbl_teradata and the meta tbl_teradata. In both tbl_teradata,
every cell of "dwt_idrandom_name" has the value 1.
Types: character OR vector of Strings (character)
|
data.sequence.column |
Optional Argument.
Specifies the vector of column(s) that uniquely identifies each row
of the input argument "data". The argument is used to ensure
deterministic results for functions which produce results that vary
from run to run.
Types: character OR vector of Strings (character)
|
wavelet.filter.sequence.column |
Optional Argument.
Specifies the vector of column(s) that uniquely identifies each row
of the input argument "wavelet.filter". The argument is used to
ensure deterministic results for functions which produce results that
vary from run to run.
Types: character OR vector of Strings (character)
|
Value
Function returns an object of class "td_dwt_mle" which is a named list
containing objects of class "tbl_teradata".
Named list members can be referenced directly with the "$" operator
using following names:
coefficient
-
meta.table
output
Examples
# Get the current context/connection
con <- td_get_context()$connection
# Load example data.
# This example uses hourly climate data for five cities on a given day.
loadExampleData("dwt_example", "ville_climatedata")
# Create object(s) of class "tbl_teradata".
ville_climatedata <- tbl(con, "ville_climatedata")
# Example 1 - The function creates the coefficient model tbl_teradata and the meta tbl_teradata.
td_dwt_out <- td_dwt_mle(data = ville_climatedata,
input.columns = c('temp_f','pressure_mbar','dewpoint_f'),
sort.column = "period",
wavelet = "db2",
partition.columns = c("city"),
level=2
)