1.1 - 8.10 - ChangePointDetectionRT Syntax Elements - 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)
TargetColumn
Specify the name of the input table column that contains the time series data.
Accumulate
[Optional] Specify the names of the input table columns to copy to the output table.
Tip: To identify change points in the output table, specify the columns that appear in partition_exp and order_by_exp.
SegmentationMethod
[Optional] Specify the segmentation method, normal distribution (in each segment, the data is in a normal distribution).
WindowSize
[Optional] Specify the size of the sliding window. The ideal window size depends heavily on the data. Experiment with this value.
Default: 10
ChangePointThreshold
[Optional] Specify a DOUBLE PRECISION value that the function compares to ln(L 1)−ln(L 0). The definition of Log(L 1) and Log(L 0) are in ChangePointDetection (ML Engine). They are the logarithms of L 1 and L 0.
Default: 10
OutputType
[Optional] Specify the output table columns. The schema of the output table is Change-Point Detection Functions Output Table Schema, OutputOption ('CHANGEPOINT') in ChangePointDetection Output.
Default: 'CHANGEPOINT'