1.1 - 8.10 - ChangePointDetection Example: One Series, Default Options - 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 following diagram represents the input. The input signal is like a clock signal whose values can represent a cyclic recurrence of an event (for example, electric power consumption at certain periods or sequence, pulse rate, and so on).


Diagram represents a cyclic recurrence of events, input to example of Machine Learning Engine function ChangepointDetection.
cpt
sid id val
1 1 10.8308
1 2 10.07182
1 3 10.30902
1 4 10.01128
1 5 10.83433
1 6 10.0189
1 7 10.8702
1 8 10.70688
1 9 10.72465
1 10 10.76334
1 11 100.9431
1 12 100.245
1 13 100.8667
1 14 100.0768
1 15 100.7646
1 16 100.0001
1 17 100.3316
1 18 100.8994
1 19 100.5965
1 20 100.1943
1 21 10.24228
1 22 10.78137
1 23 10.90752
1 24 10.02013
1 25 10.46117
1 26 10.08672
1 27 10.33539
1 28 10.0157
1 29 10.40867
1 30 10.17071
1 31 100.3789
1 32 100.2254
1 33 100.1049
1 34 100.9242
1 35 100.6543
1 36 100.5676
1 37 100.2341
1 38 100.9213
1 39 100.334
1 40 100.8727

SQL Call

SELECT * FROM ChangePointDetection (
  ON cpt PARTITION BY sid ORDER BY id
  USING
  TargetColumn ('val')
  Accumulate ('sid', 'id')
) AS dt;

Output

 sid id cptid 
 --- -- ----- 
   1  8     1
   1 11     2
   1 21     3
   1 31     4
   1 34     5

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