1.1 - 8.10 - ShapeletUnsupervised Example - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

Input

The input table has 10 price observations for four stocks. The column period contains time values, represented by integers. Because the function is unsupervised, it ignores the stock_category column; however, you can use that column to verify that the created clusters belong to the same category.

InputTable: ushapelets_input
stockid period stockprice stock_category
1 22418 460 Technology
1 22419 457 Technology
1 22420 452 Technology
1 22421 459 Technology
1 22422 462 Technology
1 22423 459 Technology
1 22424 463 Technology
1 22425 479 Technology
1 22426 493 Technology
1 22427 490 Technology
2 22418 66.62 Healthcare
2 22419 66.87 Healthcare
2 22420 67 Healthcare
2 22421 67.25 Healthcare
2 22422 65.88 Healthcare
2 22423 66.12 Healthcare
2 22424 66.5 Healthcare
2 22425 67.75 Healthcare
2 22426 67.5 Healthcare
2 22427 67.25 Healthcare
3 22418 66.42 Healthcare
3 22419 66.87 Healthcare
3 22420 66.6 Healthcare
3 22421 67.15 Healthcare
3 22422 65.68 Healthcare
3 22423 65.92 Healthcare
3 22424 66.7 Healthcare
3 22425 67.75 Healthcare
3 22426 68 Healthcare
3 22427 66.95 Healthcare
4 22418 489 Technology
4 22419 487 Technology
4 22420 485 Technology
4 22421 489 Technology
4 22422 490 Technology
4 22423 496 Technology
4 22424 497 Technology
4 22425 499 Technology
4 22426 498 Technology
4 22427 497 Technology

The following figure is a graphic representation of the input data.

ShapeletUnsupervised Example Input Data

In the time period shown, technology stocks 1 and 4 have similar price trajectories, as do healthcare stocks 2 and 3.

SQL Call

SELECT * FROM ShapeletUnsupervised (
	ON ushapelets_input AS InputTable
	OUT TABLE OutputTable (uss_output)
	USING
	IDColumn ('stockid')
	TimeColumn ('period')
	TargetColumn ('stockprice')
	SAXWindowSize (5)
) AS dt;

Output

 stats                                 
 ------------------------------------- 
 Unsupervised shapelets table created.
 number of clusters : 2               
 number of timeseries : 4

The function assigned technology stocks 1 and 4 to cluster 0 and healthcare stocks 2 and 3 to cluster 1.

SELECT * FROM uss_output;
 stockid cluster_label 
 ------- ------------- 
       4             0
       1             0
       2             1
       3             1

Download a zip file of all examples and a SQL script file that creates their input tables from the attachment in the left sidebar.